VRNS - Options Database

VRNS

VARONIS SYS INC

$47.45 -0.19%

$47.38 (-0.15%)🌙

as of 07/20 07:15 PM

(7/17 19:28) ◀

Monday, July 20, 2026 (7:15pm)

▶ (7/21 19:14)

◀ 7/20 19:15 ▶

Option Volume

Detail

ℹ

Current (07/20) 291

Calls: 172 (59%)

Puts: 119 (41%)

Prior (07/17) 3,243

Calls: 1,686 (52%)

Puts: 1,557 (48%)

Current vs Prior -91.03%

Calls: -89.80% (Calls)

Puts: -92.36% (Puts)

Prior 7-Day Total 15,268

Calls: 9,432 (62%)

Puts: 5,836 (38%)

Prior 7-Day Average 2,181

Calls: 1,347 (62%)

Puts: 833 (38%)

Current vs Prior 7-Day Avg -86.66%

Calls: -87.23%

Puts: -85.73%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/20) $140.4K

Calls: $73.5K (52%)

Puts: $66.9K (48%)

Prior (07/17) $793.2K

Calls: $351.2K (44%)

Puts: $442.0K (56%)

Current vs Prior -82.30%

Calls: -79.07%

Puts: -84.87%

Prior 7-Day Total $4.52M

Calls: $3.07M (68%)

Puts: $1.45M (32%)

Prior 7-Day Average $645.3K

Calls: $438.6K (68%)

Puts: $206.7K (32%)

Current vs Prior 7-Day Avg -78.25%

Calls: -83.24%

Puts: -67.66%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/20) 0.69

Prior (07/17) 0.92

Current vs Prior -25.08%

Prior 7-Day Average 0.87

Current vs Prior 7-Day Avg -20.76%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/20) 6,142

Calls: 6,096 (99%)

Puts: 46 (1%)

Prior (07/17) 16,848

Calls: 14,099 (84%)

Puts: 2,749 (16%)

Current vs Prior -63.54%

Prior 7-Day Total 102,129

Calls: 80,460 (79%)

Puts: 21,669 (21%)

Prior 7-Day Average 14,589

Calls: 11,494 (76%)

Puts: 3,611 (24%)

Current vs Prior 7-Day Avg -57.90%

Sentiment BEARISH

Expected Move

Detail

ℹ

MO Expiry (08/21) | Next (09/18)

Current 17.13% | 20.61%

Prior 17.73% | 20.03%

Current vs Prior -3.38% | +2.93%

Prior 7-Day Avg 8.17% | 18.54%

Current vs 7-Day Avg +109.61% | +11.16%

Prior 7-Day Eod 17.73% | 20.03%

Current vs 7-Day Eod -3.38% | +2.93%

Sentiment BULLISH

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

Light premium activity with dollar volume down 82% vs prior. Below-average activity with volume down 91% vs prior. Bullish P/C ratio of 0.69. P/C ratio dropping 25% - sentiment shifting bullish.

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BEARISH

7-Day Avg BULLISH

Current BULLISH

Prior NEUTRAL

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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

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. 1 found (avg delta 0.67, highest 0.67)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$45.00	Aug 21	4.00	7.20	$5.60	57.1%	3	0.67	61

PUTS (0)

No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 64, top 44)

CALLS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$50.00	Aug 21	1.75	3.00	$2.38	52.5%	44	0.44	344
$55.00	Aug 21	0.60	1.80	$1.20	100.0%	15	0.26	4.0K
$45.00	Aug 21	4.00	7.20	$5.60	57.1%	3	0.67	61

PUTS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$40.00	Aug 21	0.35	1.80	$1.08	134.3%	1	0.17	46
$45.00	Aug 21	1.75	3.30	$2.53	61.3%	1	0.35	--

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. 3 found (best R:R 3.24, avg 2.08)

BULL CALL (2)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$50.00	$55.00	Aug 21	$1.18	$3.82	$1.18	3.24	$51.18
$45.00	$50.00	Aug 21	$3.22	$1.78	$3.22	0.55	$48.22

BEAR PUT (1)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$45.00	$40.00	Aug 21	$1.45	$3.55	$1.45	2.45	$43.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 1.81, avg 0.84)

BEAR CALL (2)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$45.00	$50.00	Aug 21	$3.22	$3.22	$1.78	1.81	$48.22
$50.00	$55.00	Aug 21	$1.18	$1.18	$3.82	0.31	$51.18

BULL PUT (1)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$45.00	$40.00	Aug 21	$1.45	$1.45	$3.55	0.41	$43.55

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 17.13% of stock, avg 17.13%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$45.00	Aug 21	$5.60	$2.53	$8.13	$36.87	$53.13	17.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 4.81% of stock, avg 7.58%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$55.00	$40.00	Aug 21	$1.20	$1.08	$2.28	$37.72	$57.28
$50.00	$40.00	Aug 21	$2.38	$1.08	$3.46	$36.54	$53.46
$55.00	$45.00	Aug 21	$1.20	$2.53	$3.73	$41.27	$58.73
$50.00	$45.00	Aug 21	$2.38	$2.53	$4.91	$40.09	$54.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.11, avg credit $2.63)

Put Spread	Call Spread	Expiry	Credit	Max Loss	R:R	BE Low	BE High
40/45	50/55	Aug 21	$2.63	$2.37	1.11	$42.37	$52.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 1.45, cheapest $2.04)

CALLS (1)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$45.00	$50.00	$55.00	Aug 21	$2.04	$2.96	1.45

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. 3 found (best net $-0.02, 1 credits)

CALLS (2)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$50.00	$55.00	1:2	Aug 21	-$0.02	$4.98
$45.00	$50.00	1:2	Aug 21	$0.84	$4.16

PUTS (1)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$45.00	$40.00	1:2	Aug 21	$0.37	$4.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 3.69%, avg 2.48%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$50.00	Aug 21	$1.75	0.44	5.4%	3.69%	9.06%	44	344
$55.00	Aug 21	$0.60	0.26	15.9%	1.26%	17.18%	15	4.0K

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 172

Total Puts 119

Put/Call Ratio 0.69

Net Difference 53

Prior's Put/Call Breakdown

Total Calls 1,686

Total Puts 1,557

Put/Call Ratio 0.92

Net Difference 129

Prior 7-Day Put/Call Summary

Total Calls 9,432

Total Puts 5,836

Average Put/Call Ratio 0.87

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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