Tour v344
VRNS
VARONIS SYS INC
$47.00 -0.70%
$46.70 (-0.64%)🌙
as of 07/16 07:11 PM
(7/15 19:18) ◀
|
Thursday, July 16, 2026 (7:11pm)
January 2026
|
▶ (7/17 19:28)
◀ 7/16 19:11 ▶

Option Volume

Detail
ℹ
Current (07/16) 2,728
Calls: 1,446 (53%)
Puts: 1,282 (47%)
Prior (07/15) 3,192
Calls: 1,851 (58%)
Puts: 1,341 (42%)
Current vs Prior -14.54%
Calls: -21.88% (Calls)
Puts: -4.40% (Puts)
Prior 7-Day Total 21,405
Calls: 9,444 (44%)
Puts: 11,961 (56%)
Prior 7-Day Average 3,057
Calls: 1,349 (44%)
Puts: 1,708 (56%)
Current vs Prior 7-Day Avg -10.79%
Calls: +7.18%
Puts: -24.97%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/16) $729.9K
Calls: $284.7K (39%)
Puts: $445.1K (61%)
Prior (07/15) $845.6K
Calls: $463.1K (55%)
Puts: $382.5K (45%)
Current vs Prior -13.69%
Calls: -38.52%
Puts: +16.36%
Prior 7-Day Total $5.51M
Calls: $4.24M (77%)
Puts: $1.27M (23%)
Prior 7-Day Average $787.6K
Calls: $606.3K (77%)
Puts: $181.3K (23%)
Current vs Prior 7-Day Avg -7.33%
Calls: -53.04%
Puts: +145.51%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/16) 0.89
Prior (07/15) 0.72
Current vs Prior +22.38%
Prior 7-Day Average 1.33
Current vs Prior 7-Day Avg -33.49%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (07/16) 16,368
Calls: 14,889 (91%)
Puts: 1,479 (9%)
Prior (07/15) 11,236
Calls: 6,025 (54%)
Puts: 5,211 (46%)
Current vs Prior +45.67%
Prior 7-Day Total 105,030
Calls: 79,075 (75%)
Puts: 25,955 (25%)
Prior 7-Day Average 15,004
Calls: 11,296 (72%)
Puts: 4,325 (28%)
Current vs Prior 7-Day Avg +9.09%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 6.83% | 19.47%6.83% | 19.47%
Prior 6.72% | 17.92%6.72% | 17.92%
Current vs Prior +1.65% | +8.66%+1.65% | +8.66%
Prior 7-Day Avg 6.46% | 18.49%6.46% | 18.49%
Current vs 7-Day Avg +5.75% | +5.28%+5.76% | +5.28%
Prior 7-Day Eod 6.72% | 17.92%6.72% | 17.92%
Current vs 7-Day Eod +1.65% | +8.66%+1.65% | +8.66%
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

Moderately bearish flow with 61% put dollar volume ($445.1K). Call-heavy open interest (14,889 calls vs 1,479 puts) suggests bullish positioning. Rising open interest (up 46%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 2 of results (avg 8.1%, best 7.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 1711.5012.40$11.957.5%11.002.8K
$40.00Jul 176.707.30$7.008.6%171.004.4K
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. 5 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 1711.5012.40$11.957.5%11.002.8K
$40.00Jul 176.707.30$7.008.6%171.004.4K
$40.00Aug 216.9010.50$8.7041.4%50.81142
$45.00Jul 171.854.00$2.9373.4%60.693.2K
$45.00Aug 215.006.40$5.7024.6%90.6247
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 2.6K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.452.95$1.70147.1%1.3K0.281.3K
$50.00Aug 211.603.70$2.6579.2%320.42322
$40.00Jul 176.707.30$7.008.6%171.004.4K
$45.00Aug 215.006.40$5.7024.6%90.6247
$45.00Jul 171.854.00$2.9373.4%60.693.2K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 212.904.00$3.4531.9%1.3K0.381.3K
$35.00Aug 210.101.95$1.02181.4%10.13--

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 146.7%, max 146.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 17Aug 21189.6%76.9%146.7%153.2K
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 4 found (best R:R 4.26, avg 2.17)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$0.95$4.05$0.954.26$50.95
$40.00$45.00Aug 21$3.00$2.00$3.000.67$43.00
$45.00$50.00Aug 21$3.05$1.95$3.050.64$48.05
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$35.00Aug 21$2.43$7.57$2.433.12$42.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 4.38, avg 1.60)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Jul 17$4.07$4.07$0.934.38$44.07
$45.00$50.00Aug 21$3.05$3.05$1.951.56$48.05
$40.00$45.00Aug 21$3.00$3.00$2.001.50$43.00
$50.00$55.00Aug 21$0.95$0.95$4.050.23$50.95
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$35.00Aug 21$2.43$2.43$7.570.32$42.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.23, cheapest $1.70)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Jul 17Aug 21$1.700.0%67.9%
$45.00Jul 17Aug 21$2.77189.6%76.9%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 19.47% of stock, avg 19.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$5.70$3.45$9.15$35.85$54.1519.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 5.79% of stock, avg 9.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$35.00Aug 21$1.70$1.02$2.72$32.28$57.72
$50.00$35.00Aug 21$2.65$1.02$3.67$31.33$53.67
$55.00$45.00Aug 21$1.70$3.45$5.15$39.85$60.15
$50.00$45.00Aug 21$2.65$3.45$6.10$38.90$56.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.51, avg credit $3.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
35/4550/55Aug 21$3.38$6.620.51$41.62$53.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 4.68, cheapest $0.88)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Jul 17$0.88$4.124.68
$45.00$50.00$55.00Aug 21$2.10$2.901.38
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. 6 found (best net $-0.75, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21-$0.75$4.25
$35.00$40.001:2Jul 17-$2.05$2.95
$40.00$45.001:2Aug 21-$2.70$2.30
$45.00$50.001:2Aug 21$0.40$4.60
$40.00$45.001:2Jul 17$1.14$3.86
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$45.00$35.001:2Aug 21$1.41$8.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 3.40%, avg 2.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$1.600.426.4%3.40%9.79%32322
$55.00Aug 21$0.450.2817.0%0.96%17.98%1.3K1.3K

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 1,446
Total Puts 1,282
Put/Call Ratio 0.89
Net Difference 164

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,444
Total Puts 11,961
Average Put/Call Ratio 1.33
Ratio Trend Rising

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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