Tour v390
VRNS
VARONIS SYS INC
$45.33 -1.84%
$45.45 (+0.26%)🌙
as of 07/22 09:20 PM
(7/21 19:14) ◀
|
Wednesday, July 22, 2026 (9:20pm)
January 2026
|
▶ (7/23 19:18)
◀ 7/22 21:20 ▶

Option Volume

Detail
ℹ
Current (07/22) 4,522
Calls: 4,323 (96%)
Puts: 199 (4%)
Prior (07/21) 3,655
Calls: 2,340 (64%)
Puts: 1,315 (36%)
Current vs Prior +23.72%
Calls: +84.74% (Calls)
Puts: -84.87% (Puts)
Prior 7-Day Total 18,021
Calls: 11,384 (63%)
Puts: 6,637 (37%)
Prior 7-Day Average 2,574
Calls: 1,626 (63%)
Puts: 948 (37%)
Current vs Prior 7-Day Avg +75.65%
Calls: +165.82%
Puts: -79.01%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/22) $2.05M
Calls: $1.93M (94%)
Puts: $125.0K (6%)
Prior (07/21) $668.1K
Calls: $515.3K (77%)
Puts: $152.8K (23%)
Current vs Prior +207.21%
Calls: +274.06%
Puts: -18.19%
Prior 7-Day Total $5.04M
Calls: $3.52M (70%)
Puts: $1.52M (30%)
Prior 7-Day Average $719.6K
Calls: $502.9K (70%)
Puts: $216.7K (30%)
Current vs Prior 7-Day Avg +185.24%
Calls: +283.29%
Puts: -42.30%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/22) 0.05
Prior (07/21) 0.56
Current vs Prior -91.81%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -93.34%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (07/22) 7,226
Calls: 651 (9%)
Puts: 6,575 (91%)
Prior (07/21) 9,586
Calls: 5,589 (58%)
Puts: 3,997 (42%)
Current vs Prior -24.62%
Prior 7-Day Total 95,617
Calls: 75,130 (79%)
Puts: 20,487 (21%)
Prior 7-Day Average 13,659
Calls: 10,732 (76%)
Puts: 3,414 (24%)
Current vs Prior 7-Day Avg -47.10%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 16.94% | 22.24%
Prior 17.22% | 19.49%
Current vs Prior -1.58% | +14.10%
Prior 7-Day Avg 11.40% | 18.96%
Current vs 7-Day Avg +48.63% | +17.28%
Prior 7-Day Eod 17.22% | 19.49%
Current vs 7-Day Eod -1.58% | +14.10%
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

Strong bullish conviction with 94% of dollar volume in calls ($1.93M) vs puts ($125.0K). Massive premium surge with dollar volume up 207% vs prior. Dollar volume significantly above 7-day average (185% higher). Volume explosion - 76% above 7-day average (4,522 vs avg 2,574).

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 BEARISH
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. 2 found (avg delta 0.59, highest 0.65)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 212.454.90$3.6866.6%180.5362
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 214.307.80$6.0557.9%10.65--

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 54, top 18)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 212.454.90$3.6866.6%180.5362
$50.00Aug 211.552.30$1.9239.1%30.33--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 213.304.70$4.0035.0%170.474.0K
$40.00Aug 210.503.00$1.75142.9%150.271.3K
$50.00Aug 214.307.80$6.0557.9%10.65--

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 1.84, avg 1.50)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$50.00Aug 21$1.76$3.24$1.761.84$46.76
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$45.00Aug 21$2.05$2.95$2.051.44$47.95
$45.00$40.00Aug 21$2.25$2.75$2.251.22$42.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.82, avg 0.68)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$50.00Aug 21$1.76$1.76$3.240.54$46.76
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$40.00Aug 21$2.25$2.25$2.750.82$42.75
$50.00$45.00Aug 21$2.05$2.05$2.950.69$47.95

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. 2 found (cheapest 16.94% of stock, avg 17.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$3.68$4.00$7.68$37.32$52.6816.94%
$50.00Aug 21$1.92$6.05$7.97$42.03$57.9717.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 8.10% of stock, avg 10.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$40.00Aug 21$1.92$1.75$3.67$36.33$53.67
$50.00$45.00Aug 21$1.92$4.00$5.92$39.08$55.92

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. -- found (best R:R --, cheapest $--)

No setups found for this strategy

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 $-0.16, 2 credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Aug 21-$0.16$4.84
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Aug 21-$1.95$3.05
$45.00$40.001:2Aug 21$0.50$4.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 3.42%, avg 3.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$1.550.3310.3%3.42%13.72%3--

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 4,323
Total Puts 199
Put/Call Ratio 0.05
Net Difference 4,124

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,384
Total Puts 6,637
Average Put/Call Ratio 0.69
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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