Tour v325
VRNS
VARONIS SYS INC
$45.38 +1.91%
(7/10 19:14) ◀
|
Monday, July 13, 2026 (7:11pm)
January 2026
|
▶ (7/14 19:37)
◀ 7/13 19:11 ▶

Option Volume

Detail
ℹ
Current (07/13) 990
Calls: 990 (100%)
Puts: -- (0%)
Prior (07/10) 720
Calls: 259 (36%)
Puts: 461 (64%)
Current vs Prior +37.50%
Calls: +282.24% (Calls)
Puts: -100.00% (Puts)
Prior 7-Day Total 30,885
Calls: 12,692 (41%)
Puts: 18,193 (59%)
Prior 7-Day Average 4,412
Calls: 1,813 (41%)
Puts: 2,599 (59%)
Current vs Prior 7-Day Avg -77.56%
Calls: -45.40%
Puts: -100.00%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/13) $619.7K
Calls: $619.7K (100%)
Puts: -- (0%)
Prior (07/10) $124.8K
Calls: $53.3K (43%)
Puts: $71.5K (57%)
Current vs Prior +396.60%
Calls: +1063.56%
Puts: -100.00%
Prior 7-Day Total $6.50M
Calls: $5.14M (79%)
Puts: $1.36M (21%)
Prior 7-Day Average $928.1K
Calls: $733.7K (79%)
Puts: $194.5K (21%)
Current vs Prior 7-Day Avg -33.23%
Calls: -15.53%
Puts: -100.00%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/13) --
Prior (07/10) 1.78
Current vs Prior -100.00%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg -100.00%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (07/13) 17,523
Calls: 17,523 (100%)
Puts: -- (0%)
Prior (07/10) 16,466
Calls: 11,251 (68%)
Puts: 5,215 (32%)
Current vs Prior +6.42%
Prior 7-Day Total 111,608
Calls: 88,598 (79%)
Puts: 23,010 (21%)
Prior 7-Day Average 15,944
Calls: 12,656 (79%)
Puts: 3,287 (21%)
Current vs Prior 7-Day Avg +9.90%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 7.62% | 16.33%7.62% | 16.33%
Prior 6.62% | 17.85%6.62% | 17.85%
Current vs Prior +15.09% | -8.54%+15.09% | -8.54%
Prior 7-Day Avg 7.10% | 19.33%6.28% | 19.12%
Current vs 7-Day Avg +7.42% | -15.55%+21.41% | -14.58%
Prior 7-Day Eod 6.62% | 17.85%6.62% | 17.85%
Current vs 7-Day Eod +15.09% | -8.54%+15.09% | -8.54%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 15.29% | 12.95%
Calls: 14.46% | 12.12%
Puts: 16.13% | 13.79%
Prior 15.29% | 12.95%
Calls: 14.46% | 12.12%
Puts: 16.13% | 13.79%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 15.29% | 12.95%
Calls: 14.46% | 12.12%
Puts: 16.13% | 13.79%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 100% of dollar volume in calls ($619.7K) vs puts (--). Massive premium surge with dollar volume up 397% vs prior.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 6.7%, best 6.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 1710.1010.80$10.456.7%520.942.8K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 4 found (avg delta 0.78, highest 0.94)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 1710.1010.80$10.456.7%520.942.8K
$35.00Aug 2110.6013.40$12.0023.3%20.8514
$40.00Jul 175.206.00$5.6014.3%40.804.4K
$45.00Jul 171.052.60$1.8384.7%7900.544.5K
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 851, top 790)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 171.052.60$1.8384.7%7900.544.5K
$35.00Jul 1710.1010.80$10.456.7%520.942.8K
$40.00Jul 175.206.00$5.6014.3%40.804.4K
$35.00Aug 2110.6013.40$12.0023.3%20.8514
$50.00Aug 211.352.70$2.0366.5%20.37--
PUTS (0)
No puts meet the criteria

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 67.0%, max 67.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Jul 17Aug 21164.7%98.7%67.0%542.8K
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 2 found (best R:R 3.63, avg 2.06)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$1.08$3.92$1.083.63$51.08
$35.00$50.00Aug 21$9.97$5.03$9.970.50$44.97
BEAR PUT (0)
No bear put found

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 32.33, avg 9.41)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$40.00Jul 17$4.85$4.85$0.1532.33$39.85
$40.00$45.00Jul 17$3.77$3.77$1.233.07$43.77
$35.00$50.00Aug 21$9.97$9.97$5.031.98$44.97
$50.00$55.00Aug 21$1.08$1.08$3.920.28$51.08
BULL PUT (0)
No bull put found

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.55, cheapest $1.55)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Jul 17Aug 21$1.55164.7%98.7%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. -- found (cheapest --% of stock, avg --%)

No strangle setups found

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. -- found (best R:R --, avg credit $--)

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 3.63, cheapest $1.08)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Jul 17$1.08$3.923.63
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 4 found (best net $-0.75, 1 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$35.00$40.001:2Jul 17-$0.75$4.25
$35.00$50.001:2Aug 21$7.94$7.06
$50.00$55.001:2Aug 21$0.13$4.87
$40.00$45.001:2Jul 17$1.94$3.06
PUTS (0)
No puts found

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.97%, avg 1.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$1.350.3710.2%2.97%13.16%2--
$55.00Aug 21$0.400.2121.2%0.88%22.08%137

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 990
Total Puts --
Put/Call Ratio --
Net Difference 990

Prior's Put/Call Breakdown

Total Calls 259
Total Puts 461
Put/Call Ratio 1.78
Net Difference -202

Prior 7-Day Put/Call Summary

Total Calls 12,692
Total Puts 18,193
Average Put/Call Ratio 1.28
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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