Tour v381
VRNS
VARONIS SYS INC
$46.18 -2.68%
$45.80 (-0.82%)🌙
as of 07/21 07:14 PM
(7/20 19:15) ◀
|
Tuesday, July 21, 2026 (7:14pm)
January 2026
|
▶ (7/22 21:20)
◀ 7/21 19:14 ▶

Option Volume

Detail
ℹ
Current (07/21) 3,655
Calls: 2,340 (64%)
Puts: 1,315 (36%)
Prior (07/20) 291
Calls: 172 (59%)
Puts: 119 (41%)
Current vs Prior +1156.01%
Calls: +1260.47% (Calls)
Puts: +1005.04% (Puts)
Prior 7-Day Total 15,086
Calls: 9,303 (62%)
Puts: 5,783 (38%)
Prior 7-Day Average 2,155
Calls: 1,329 (62%)
Puts: 826 (38%)
Current vs Prior 7-Day Avg +69.59%
Calls: +76.07%
Puts: +59.17%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/21) $668.1K
Calls: $515.3K (77%)
Puts: $152.8K (23%)
Prior (07/20) $140.4K
Calls: $73.5K (52%)
Puts: $66.9K (48%)
Current vs Prior +375.98%
Calls: +600.98%
Puts: +128.59%
Prior 7-Day Total $4.49M
Calls: $3.06M (68%)
Puts: $1.44M (32%)
Prior 7-Day Average $642.0K
Calls: $436.9K (68%)
Puts: $205.1K (32%)
Current vs Prior 7-Day Avg +4.08%
Calls: +17.95%
Puts: -25.48%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/21) 0.56
Prior (07/20) 0.69
Current vs Prior -18.77%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -37.08%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (07/21) 9,586
Calls: 5,589 (58%)
Puts: 3,997 (42%)
Prior (07/20) 6,142
Calls: 6,096 (99%)
Puts: 46 (1%)
Current vs Prior +56.07%
Prior 7-Day Total 102,497
Calls: 80,792 (79%)
Puts: 21,705 (21%)
Prior 7-Day Average 14,642
Calls: 11,541 (76%)
Puts: 3,617 (24%)
Current vs Prior 7-Day Avg -34.53%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 17.22% | 19.49%
Prior 17.13% | 20.61%
Current vs Prior +0.48% | -5.44%
Prior 7-Day Avg 9.89% | 18.73%
Current vs 7-Day Avg +74.14% | +4.07%
Prior 7-Day Eod 17.13% | 20.61%
Current vs 7-Day Eod +0.48% | -5.44%
Sentiment BEARISH

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 77% of dollar volume in calls ($515.3K) vs puts ($152.8K). Massive premium surge with dollar volume up 376% vs prior. Unusually high activity with volume up 1156% vs prior - elevated interest. Bullish P/C ratio of 0.56.

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 BULLISH
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. -- found (avg delta --, highest --)

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 2.7K, top 1.4K)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 211.652.80$2.2251.8%1.4K0.37370
$55.00Aug 210.001.45$0.73198.6%320.174.0K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 210.302.00$1.15147.8%1.3K0.21--
$45.00Aug 213.004.10$3.5531.0%20.424.0K
$35.00Aug 210.052.75$1.40192.9%10.16--

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. 2 found (best R:R 2.36, avg 1.72)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$1.49$3.51$1.492.36$51.49
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$40.00Aug 21$2.40$2.60$2.401.08$42.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.92, avg 0.67)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$55.00Aug 21$1.49$1.49$3.510.42$51.49
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$40.00Aug 21$2.40$2.40$2.600.92$42.60

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. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 4.07% of stock, avg 7.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$40.00Aug 21$0.73$1.15$1.88$38.12$56.88
$55.00$35.00Aug 21$0.73$1.40$2.13$32.87$57.13
$50.00$40.00Aug 21$2.22$1.15$3.37$36.63$53.37
$50.00$35.00Aug 21$2.22$1.40$3.62$31.38$53.62
$55.00$45.00Aug 21$0.73$3.55$4.28$40.72$59.28
$50.00$45.00Aug 21$2.22$3.55$5.77$39.23$55.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 3.50, avg credit $3.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
40/4550/55Aug 21$3.89$1.113.50$41.11$53.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 0.89, cheapest $2.65)

CALLS (0)
No calls found
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Aug 21$2.65$2.350.89

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 $-1.65, 1 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21$0.76$4.24
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$40.00$35.001:2Aug 21-$1.65$3.35
$45.00$40.001:2Aug 21$1.25$3.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 3.57%, avg 3.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$1.650.378.3%3.57%11.84%1.4K370

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 2,340
Total Puts 1,315
Put/Call Ratio 0.56
Net Difference 1,025

Prior's Put/Call Breakdown

Total Calls 172
Total Puts 119
Put/Call Ratio 0.69
Net Difference 53

Prior 7-Day Put/Call Summary

Total Calls 9,303
Total Puts 5,783
Average Put/Call Ratio 0.89
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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Chart Title

Price — Past 7 Days

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