Tour v334
VRNS
VARONIS SYS INC
$48.19 +6.19%
$49.06 (+1.81%)🌙
as of 07/14 07:36 PM
(7/13 19:11) ◀
|
Tuesday, July 14, 2026 (7:37pm)
January 2026
|
▶ (7/15 19:18)
◀ 7/14 19:37 ▶

Option Volume

Detail
ℹ
Current (07/14) 3,922
Calls: 2,899 (74%)
Puts: 1,023 (26%)
Prior (07/13) 990
Calls: 990 (100%)
Puts: -- (0%)
Current vs Prior +296.16%
Calls: +192.83% (Calls)
Puts: +0.00% (Puts)
Prior 7-Day Total 28,269
Calls: 10,287 (36%)
Puts: 17,982 (64%)
Prior 7-Day Average 4,038
Calls: 1,469 (36%)
Puts: 2,568 (64%)
Current vs Prior 7-Day Avg -2.88%
Calls: +97.27%
Puts: -60.18%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/14) $1.24M
Calls: $1.21M (98%)
Puts: $27.5K (2%)
Prior (07/13) $619.7K
Calls: $619.7K (89%)
Puts: $78.4K (11%)
Current vs Prior +100.12%
Calls: +95.68%
Puts: -64.88%
Prior 7-Day Total $6.05M
Calls: $4.70M (78%)
Puts: $1.35M (22%)
Prior 7-Day Average $864.6K
Calls: $671.3K (78%)
Puts: $193.3K (22%)
Current vs Prior 7-Day Avg +43.44%
Calls: +80.65%
Puts: -85.76%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/14) 0.35
Prior (07/13) --
Current vs Prior +0.00%
Prior 7-Day Average 1.48
Current vs Prior 7-Day Avg -76.23%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (07/14) 17,914
Calls: 10,909 (61%)
Puts: 7,005 (39%)
Prior (07/13) 17,523
Calls: 17,523 (100%)
Puts: -- (0%)
Current vs Prior +2.23%
Prior 7-Day Total 112,887
Calls: 94,364 (84%)
Puts: 18,523 (16%)
Prior 7-Day Average 16,126
Calls: 13,480 (81%)
Puts: 3,087 (19%)
Current vs Prior 7-Day Avg +11.08%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 6.54% | 18.88%6.54% | 18.88%
Prior 7.62% | 16.33%7.62% | 16.33%
Current vs Prior -14.27% | +15.65%-14.27% | +15.65%
Prior 7-Day Avg 6.77% | 18.55%6.50% | 18.65%
Current vs 7-Day Avg -3.42% | +1.78%+0.50% | +1.24%
Prior 7-Day Eod 7.62% | 16.33%7.62% | 16.33%
Current vs 7-Day Eod -14.27% | +15.65%-14.27% | +15.65%
Sentiment BULLISHBULLISH

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 98% of dollar volume in calls ($1.21M) vs puts ($27.5K). Massive premium surge with dollar volume up 100% vs prior. Unusually high activity with volume up 296% vs prior - elevated interest. Extreme bullish P/C ratio of 0.35 - heavy call buying (2,899 calls vs 1,023 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 6.1%, best 6.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 177.908.40$8.156.1%2610.844.4K
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. 3 found (avg delta 0.80, highest 0.90)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 173.203.60$3.4011.8%2.0K0.903.8K
$40.00Jul 177.908.40$8.156.1%2610.844.4K
$45.00Aug 215.706.60$6.1514.6%200.6647
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 3.6K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 173.203.60$3.4011.8%2.0K0.903.8K
$40.00Jul 177.908.40$8.156.1%2610.844.4K
$50.00Aug 213.104.40$3.7534.7%1650.48169
$60.00Aug 210.002.55$1.27200.8%1490.21--
$45.00Aug 215.706.60$6.1514.6%200.6647
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 170.150.25$0.2050.0%9760.135.7K
$40.00Aug 210.302.45$1.38155.8%260.1920
$35.00Aug 210.201.30$0.75146.7%60.1020
$35.00Jul 170.000.70$0.35200.0%10.071.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 97.5%, max 189.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 17Aug 2177.2%72.9%5.9%168169
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$35.00Jul 17Aug 21254.4%88.0%189.0%71.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 5 found (best R:R 18.23, avg 5.65)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$60.00Aug 21$0.26$4.74$0.2618.23$55.26
$50.00$55.00Aug 21$2.22$2.78$2.221.25$52.22
$45.00$50.00Aug 21$2.40$2.60$2.401.08$47.40
$45.00$50.00Jul 17$2.83$2.17$2.830.77$47.83
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$35.00Aug 21$0.63$4.37$0.636.94$39.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 19.00, avg 3.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Jul 17$4.75$4.75$0.2519.00$44.75
$45.00$50.00Jul 17$2.83$2.83$2.171.30$47.83
$45.00$50.00Aug 21$2.40$2.40$2.600.92$47.40
$50.00$55.00Aug 21$2.22$2.22$2.780.80$52.22
$55.00$60.00Aug 21$0.26$0.26$4.740.05$55.26
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$35.00Aug 21$0.63$0.63$4.370.14$39.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.11, cheapest $0.40)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 17Aug 21$2.7566.8%72.3%
$50.00Jul 17Aug 21$3.1877.2%72.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$35.00Jul 17Aug 21$0.40254.4%88.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 7.47% of stock, avg 7.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Jul 17$3.40$0.20$3.60$41.40$48.607.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 1.60% of stock, avg 5.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$45.00Jul 17$0.57$0.20$0.77$44.23$50.77
$50.00$35.00Jul 17$0.57$0.35$0.92$34.08$50.92
$60.00$35.00Aug 21$1.27$0.75$2.02$32.98$62.02
$55.00$35.00Aug 21$1.53$0.75$2.28$32.72$57.28
$60.00$40.00Aug 21$1.27$1.38$2.65$37.35$62.65
$55.00$40.00Aug 21$1.53$1.38$2.91$37.09$57.91
$50.00$35.00Aug 21$3.75$0.75$4.50$30.50$54.50
$50.00$40.00Aug 21$3.75$1.38$5.13$34.87$55.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.54, avg credit $2.26)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
35/4045/50Aug 21$3.03$1.971.54$36.97$48.03
35/4050/55Aug 21$2.85$2.151.33$37.15$52.85
35/4055/60Aug 21$0.89$4.110.22$39.11$55.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 26.78, cheapest $0.18)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$45.00$50.00$55.00Aug 21$0.18$4.8226.78
$40.00$45.00$50.00Jul 17$1.92$3.081.60
$50.00$55.00$60.00Aug 21$1.96$3.041.55
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. 7 found (best net $-0.50, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$60.001:2Aug 21-$1.01$3.99
$45.00$50.001:2Aug 21-$1.35$3.65
$50.00$55.001:2Aug 21$0.69$4.31
$40.00$45.001:2Jul 17$1.35$3.65
$45.00$50.001:2Jul 17$2.26$2.74
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$45.00$35.001:2Jul 17-$0.50$9.50
$40.00$35.001:2Aug 21-$0.12$4.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 6.43%, avg 3.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$3.100.483.8%6.43%10.19%165169
$55.00Aug 21$1.400.2814.1%2.91%17.04%638
$50.00Jul 17$0.400.293.8%0.83%4.59%3--

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 2,899
Total Puts 1,023
Put/Call Ratio 0.35
Net Difference 1,876

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,287
Total Puts 17,982
Average Put/Call Ratio 1.48
Ratio Trend Stable

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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