Tour v340
VRNS
VARONIS SYS INC
$47.33 -1.78%
$47.28 (-0.11%)🌙
as of 07/15 07:18 PM
(7/14 19:37) ◀
|
Wednesday, July 15, 2026 (7:18pm)
January 2026
|
▶ (7/16 19:11)
◀ 7/15 19:18 ▶

Option Volume

Detail
ℹ
Current (07/15) 3,192
Calls: 1,851 (58%)
Puts: 1,341 (42%)
Prior (07/14) 3,922
Calls: 2,899 (74%)
Puts: 1,023 (26%)
Current vs Prior -18.61%
Calls: -36.15% (Calls)
Puts: +31.09% (Puts)
Prior 7-Day Total 30,818
Calls: 11,836 (38%)
Puts: 18,982 (62%)
Prior 7-Day Average 4,402
Calls: 1,690 (38%)
Puts: 2,711 (62%)
Current vs Prior 7-Day Avg -27.50%
Calls: +9.47%
Puts: -50.55%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/15) $845.6K
Calls: $463.1K (55%)
Puts: $382.5K (45%)
Prior (07/14) $1.24M
Calls: $1.21M (98%)
Puts: $27.5K (2%)
Current vs Prior -31.81%
Calls: -61.81%
Puts: +1289.70%
Prior 7-Day Total $7.14M
Calls: $5.76M (81%)
Puts: $1.38M (19%)
Prior 7-Day Average $1.02M
Calls: $822.9K (81%)
Puts: $196.6K (19%)
Current vs Prior 7-Day Avg -17.05%
Calls: -43.72%
Puts: +94.60%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/15) 0.72
Prior (07/14) 0.35
Current vs Prior +105.30%
Prior 7-Day Average 1.54
Current vs Prior 7-Day Avg -52.98%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (07/15) 11,236
Calls: 6,025 (54%)
Puts: 5,211 (46%)
Prior (07/14) 17,914
Calls: 10,909 (61%)
Puts: 7,005 (39%)
Current vs Prior -37.28%
Prior 7-Day Total 115,714
Calls: 90,258 (78%)
Puts: 25,456 (22%)
Prior 7-Day Average 16,530
Calls: 12,894 (75%)
Puts: 4,242 (25%)
Current vs Prior 7-Day Avg -32.03%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 6.72% | 17.92%6.72% | 17.92%
Prior 6.54% | 18.88%6.54% | 18.88%
Current vs Prior +2.79% | -5.12%+2.79% | -5.12%
Prior 7-Day Avg 6.51% | 18.68%6.51% | 18.68%
Current vs 7-Day Avg +3.23% | -4.11%+3.23% | -4.11%
Prior 7-Day Eod 6.54% | 18.88%6.54% | 18.88%
Current vs 7-Day Eod +2.79% | -5.12%+2.79% | -5.12%
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
+
Add Card

🤖 AI Insights

P/C ratio rising 105% - increased hedging/bearish positioning. Declining open interest (down 37%) indicates positions being closed.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 5.7%, best 5.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 1712.0012.70$12.355.7%20.92--
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 0.80, highest 0.92)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 1712.0012.70$12.355.7%20.92--
$45.00Jul 171.754.10$2.9380.2%3560.853.2K
$40.00Aug 217.309.70$8.5028.2%50.80142
$45.00Aug 215.006.20$5.6021.4%40.6545
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 2.9K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.453.00$1.73147.4%1.3K0.2942
$45.00Jul 171.754.10$2.9380.2%3560.853.2K
$40.00Aug 217.309.70$8.5028.2%50.80142
$45.00Aug 215.006.20$5.6021.4%40.6545
$50.00Jul 170.000.40$0.20200.0%30.17--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 211.654.10$2.8885.1%1.3K0.362
$45.00Jul 170.000.50$0.25200.0%410.165.0K

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 22.6%, max 22.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 17Aug 2184.2%68.7%22.6%3603.2K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 17Aug 2184.2%68.7%22.6%1.3K5.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 4 found (best R:R 2.03, avg 1.21)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$1.65$3.35$1.652.03$51.65
$45.00$50.00Aug 21$2.22$2.78$2.221.25$47.22
$45.00$50.00Jul 17$2.73$2.27$2.730.83$47.73
$40.00$45.00Aug 21$2.90$2.10$2.900.72$42.90
BEAR PUT (0)
No bear put found

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 16.24, avg 4.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$45.00Jul 17$9.42$9.42$0.5816.24$44.42
$40.00$45.00Aug 21$2.90$2.90$2.101.38$42.90
$45.00$50.00Jul 17$2.73$2.73$2.271.20$47.73
$45.00$50.00Aug 21$2.22$2.22$2.780.80$47.22
$50.00$55.00Aug 21$1.65$1.65$3.350.49$51.65
BULL PUT (0)
No bull put found

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.83, cheapest $2.63)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 17Aug 21$2.6784.2%68.7%
$50.00Jul 17Aug 21$3.1865.0%72.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 17Aug 21$2.6384.2%68.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 6.72% of stock, avg 12.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Jul 17$2.93$0.25$3.18$41.82$48.186.72%
$45.00Aug 21$5.60$2.88$8.48$36.52$53.4817.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 0.95% of stock, avg 7.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$45.00Jul 17$0.20$0.25$0.45$44.55$50.45
$55.00$45.00Aug 21$1.73$2.88$4.61$40.39$59.61
$50.00$45.00Aug 21$3.38$2.88$6.26$38.74$56.26

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. 2 found (best R:R 7.77, cheapest $0.57)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$45.00$50.00$55.00Aug 21$0.57$4.437.77
$40.00$45.00$50.00Aug 21$0.68$4.326.35
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. 5 found (best net $-0.08, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21-$0.08$4.92
$45.00$50.001:2Aug 21-$1.16$3.84
$40.00$45.001:2Aug 21-$2.70$2.30
$35.00$45.001:2Jul 17$6.49$3.51
$45.00$50.001:2Jul 17$2.53$2.47
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 4.97%, avg 2.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$2.350.465.6%4.97%10.61%2322
$55.00Aug 21$0.450.2916.2%0.95%17.16%1.3K42

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,851
Total Puts 1,341
Put/Call Ratio 0.72
Net Difference 510

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,836
Total Puts 18,982
Average Put/Call Ratio 1.54
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All