Tour v346
VRNS
VARONIS SYS INC
$47.54 +1.15%
$47.00 (-1.14%)🌙
as of 07/17 07:28 PM
(7/16 19:11) ◀
|
Friday, July 17, 2026 (7:28pm)
January 2026
|
▶
◀ 7/17 19:28

Option Volume

Detail
ℹ
Current (07/17) 3,243
Calls: 1,686 (52%)
Puts: 1,557 (48%)
Prior (07/16) 2,728
Calls: 1,446 (53%)
Puts: 1,282 (47%)
Current vs Prior +18.88%
Calls: +16.60% (Calls)
Puts: +21.45% (Puts)
Prior 7-Day Total 12,851
Calls: 8,067 (63%)
Puts: 4,784 (37%)
Prior 7-Day Average 1,835
Calls: 1,152 (63%)
Puts: 683 (37%)
Current vs Prior 7-Day Avg +76.65%
Calls: +46.30%
Puts: +127.82%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/17) $793.2K
Calls: $351.2K (44%)
Puts: $442.0K (56%)
Prior (07/16) $729.9K
Calls: $284.7K (39%)
Puts: $445.1K (61%)
Current vs Prior +8.68%
Calls: +23.35%
Puts: -0.70%
Prior 7-Day Total $3.91M
Calls: $2.85M (73%)
Puts: $1.06M (27%)
Prior 7-Day Average $558.8K
Calls: $407.2K (73%)
Puts: $151.5K (27%)
Current vs Prior 7-Day Avg +41.96%
Calls: -13.76%
Puts: +191.73%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/17) 0.92
Prior (07/16) 0.89
Current vs Prior +4.16%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg -5.90%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (07/17) 16,848
Calls: 14,099 (84%)
Puts: 2,749 (16%)
Prior (07/16) 16,368
Calls: 14,889 (91%)
Puts: 1,479 (9%)
Current vs Prior +2.93%
Prior 7-Day Total 102,080
Calls: 78,406 (77%)
Puts: 23,674 (23%)
Prior 7-Day Average 14,582
Calls: 11,200 (74%)
Puts: 3,945 (26%)
Current vs Prior 7-Day Avg +15.53%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 7.91% | 17.73%7.91% | 17.73%
Prior 6.83% | 19.47%6.83% | 19.47%
Current vs Prior +159.63% | +2.86%+15.80% | -8.92%
Prior 7-Day Avg 6.44% | 18.33%6.44% | 18.33%
Current vs 7-Day Avg +175.23% | +9.26%+22.76% | -3.25%
Prior 7-Day Eod 6.83% | 19.47%6.83% | 19.47%
Current vs 7-Day Eod +159.63% | +2.86%+15.80% | -8.92%
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

Volume explosion - 77% above 7-day average (3,243 vs avg 1,835). Call-heavy open interest (14,099 calls vs 2,749 puts) suggests bullish positioning.

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

No options available for this category

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. 6 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 175.709.30$7.5048.0%51.004.4K
$45.00Jul 170.454.40$2.43162.6%251.003.2K
$35.00Jul 1710.8014.30$12.5527.9%130.992.8K
$40.00Aug 217.7010.80$9.2533.5%10.79--
$45.00Aug 213.807.30$5.5563.1%80.6553
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 213.906.60$5.2551.4%120.55--

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 3.2K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.751.80$1.2782.7%1.6K0.262.5K
$45.00Jul 170.454.40$2.43162.6%251.003.2K
$35.00Jul 1710.8014.30$12.5527.9%130.992.8K
$45.00Aug 213.807.30$5.5563.1%80.6553
$40.00Jul 175.709.30$7.5048.0%51.004.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 211.953.60$2.7859.4%1.5K0.352.5K
$50.00Aug 213.906.60$5.2551.4%120.55--
$40.00Aug 210.253.50$1.88172.9%100.22--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 4 found (best R:R 4.56, avg 2.08)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$1.91$3.09$1.911.62$51.91
$45.00$50.00Aug 21$2.37$2.63$2.371.11$47.37
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$40.00Aug 21$0.90$4.10$0.904.56$44.10
$50.00$45.00Aug 21$2.47$2.53$2.471.02$47.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 2.85, avg 1.11)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Aug 21$3.70$3.70$1.302.85$43.70
$45.00$50.00Aug 21$2.37$2.37$2.630.90$47.37
$50.00$55.00Aug 21$1.91$1.91$3.090.62$51.91
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$45.00Aug 21$2.47$2.47$2.530.98$47.53
$45.00$40.00Aug 21$0.90$0.90$4.100.22$44.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.44, cheapest $1.75)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Jul 17Aug 21$1.75-999.0%88.9%
$45.00Jul 17Aug 21$3.12-999.0%70.1%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 17.52% of stock, avg 19.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$5.55$2.78$8.33$36.67$53.3317.52%
$50.00Aug 21$3.18$5.25$8.43$41.57$58.4317.73%
$40.00Aug 21$9.25$1.88$11.13$28.87$51.1323.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 6.63% of stock, avg 9.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$40.00Aug 21$1.27$1.88$3.15$36.85$58.15
$55.00$45.00Aug 21$1.27$2.78$4.05$40.95$59.05
$50.00$40.00Aug 21$3.18$1.88$5.06$34.94$55.06
$50.00$45.00Aug 21$3.18$2.78$5.96$39.04$55.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.28, avg credit $2.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
40/4550/55Aug 21$2.81$2.191.28$42.19$52.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 9.87, cheapest $0.46)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$45.00$50.00$55.00Aug 21$0.46$4.549.87
$40.00$45.00$50.00Aug 21$1.33$3.672.76
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$1.57$3.432.18

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 $-0.31, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Aug 21-$0.81$4.19
$40.00$45.001:2Aug 21-$1.85$3.15
$35.00$40.001:2Jul 17-$2.45$2.55
$50.00$55.001:2Aug 21$0.64$4.36
$40.00$45.001:2Jul 17$2.64$2.36
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Aug 21-$0.31$4.69
$45.00$40.001:2Aug 21-$0.98$4.02

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 4.10%, avg 2.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$1.950.465.2%4.10%9.28%4--
$55.00Aug 21$0.750.2615.7%1.58%17.27%1.6K2.5K

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 1,686
Total Puts 1,557
Put/Call Ratio 0.92
Net Difference 129

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,067
Total Puts 4,784
Average Put/Call Ratio 0.98
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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