Tour v394
VRNS
VARONIS SYS INC
$44.78 -1.21%
$44.97 (+0.42%)🌙
as of 07/23 07:18 PM
(7/22 21:20) ◀
|
Thursday, July 23, 2026 (7:18pm)
January 2026
|
▶ (7/24 04:09)
◀ 7/23 19:18 ▶

Option Volume

Detail
ℹ
Current (07/23) 128
Calls: 95 (74%)
Puts: 33 (26%)
Prior (07/22) 4,522
Calls: 4,323 (96%)
Puts: 199 (4%)
Current vs Prior -97.17%
Calls: -97.80% (Calls)
Puts: -83.42% (Puts)
Prior 7-Day Total 21,553
Calls: 14,717 (68%)
Puts: 6,836 (32%)
Prior 7-Day Average 3,079
Calls: 2,102 (68%)
Puts: 976 (32%)
Current vs Prior 7-Day Avg -95.84%
Calls: -95.48%
Puts: -96.62%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/23) $39.5K
Calls: $34.1K (86%)
Puts: $5.4K (14%)
Prior (07/22) $2.05M
Calls: $1.93M (94%)
Puts: $125.0K (6%)
Current vs Prior -98.07%
Calls: -98.23%
Puts: -95.70%
Prior 7-Day Total $6.47M
Calls: $4.83M (75%)
Puts: $1.64M (25%)
Prior 7-Day Average $924.3K
Calls: $689.7K (75%)
Puts: $234.6K (25%)
Current vs Prior 7-Day Avg -95.72%
Calls: -95.05%
Puts: -97.71%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/23) 0.35
Prior (07/22) 0.05
Current vs Prior +654.61%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -41.93%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (07/23) 11,191
Calls: 9,818 (88%)
Puts: 1,373 (12%)
Prior (07/22) 7,226
Calls: 651 (9%)
Puts: 6,575 (91%)
Current vs Prior +54.87%
Prior 7-Day Total 85,320
Calls: 58,258 (68%)
Puts: 27,062 (32%)
Prior 7-Day Average 12,188
Calls: 8,322 (68%)
Puts: 3,866 (32%)
Current vs Prior 7-Day Avg -8.18%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 15.70% | 19.54%
Prior 16.94% | 22.24%
Current vs Prior -7.34% | -12.13%
Prior 7-Day Avg 12.73% | 19.80%
Current vs 7-Day Avg +23.32% | -1.34%
Prior 7-Day Eod 16.94% | 22.24%
Current vs 7-Day Eod -7.34% | -12.13%
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 86% of dollar volume in calls ($34.1K) vs puts ($5.4K). Light premium activity with dollar volume down 98% vs prior. Below-average activity with volume down 97% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (95 calls vs 33 puts).

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 BEARISH
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 0.65, highest 0.75)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 215.108.60$6.8551.1%20.75--
$45.00Aug 211.805.60$3.70102.7%220.5678
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 7 active (total vol 75, top 22)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 211.805.60$3.70102.7%220.5678
$50.00Aug 210.752.80$1.78115.2%150.34--
$55.00Aug 210.350.80$0.5778.9%30.154.0K
$40.00Aug 215.108.60$6.8551.1%20.75--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 210.001.25$0.63198.4%140.1128
$40.00Aug 210.503.10$1.80144.4%120.261.3K
$45.00Aug 211.854.80$3.3388.6%70.46--

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. 5 found (best R:R 3.27, avg 2.17)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$1.21$3.79$1.213.13$51.21
$45.00$50.00Aug 21$1.92$3.08$1.921.60$46.92
$40.00$45.00Aug 21$3.15$1.85$3.150.59$43.15
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$35.00Aug 21$1.17$3.83$1.173.27$38.83
$45.00$40.00Aug 21$1.53$3.47$1.532.27$43.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 1.70, avg 0.68)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Aug 21$3.15$3.15$1.851.70$43.15
$45.00$50.00Aug 21$1.92$1.92$3.080.62$46.92
$50.00$55.00Aug 21$1.21$1.21$3.790.32$51.21
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$40.00Aug 21$1.53$1.53$3.470.44$43.47
$40.00$35.00Aug 21$1.17$1.17$3.830.31$38.83

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 15.70% of stock, avg 17.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$3.70$3.33$7.03$37.97$52.0315.70%
$40.00Aug 21$6.85$1.80$8.65$31.35$48.6519.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 2.68% of stock, avg 6.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$35.00Aug 21$0.57$0.63$1.20$33.80$56.20
$55.00$40.00Aug 21$0.57$1.80$2.37$37.63$57.37
$50.00$35.00Aug 21$1.78$0.63$2.41$32.59$52.41
$50.00$40.00Aug 21$1.78$1.80$3.58$36.42$53.58
$55.00$45.00Aug 21$0.57$3.33$3.90$41.10$58.90
$50.00$45.00Aug 21$1.78$3.33$5.11$39.89$55.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.62, avg credit $2.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
35/4045/50Aug 21$3.09$1.911.62$36.91$48.09
40/4550/55Aug 21$2.74$2.261.21$42.26$52.74
35/4050/55Aug 21$2.38$2.620.91$37.62$52.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 12.89, cheapest $0.36)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$45.00$50.00$55.00Aug 21$0.71$4.296.04
$40.00$45.00$50.00Aug 21$1.23$3.773.07
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Aug 21$0.36$4.6412.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 5 found (best net $-0.27, 2 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$40.00$45.001:2Aug 21-$0.55$4.45
$45.00$50.001:2Aug 21$0.14$4.86
$50.00$55.001:2Aug 21$0.64$4.36
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$45.00$40.001:2Aug 21-$0.27$4.73
$40.00$35.001:2Aug 21$0.54$4.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 4.02%, avg 2.16%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Aug 21$1.800.560.5%4.02%4.51%2278
$50.00Aug 21$0.750.3411.7%1.67%13.33%15--
$55.00Aug 21$0.350.1522.8%0.78%23.60%34.0K

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 95
Total Puts 33
Put/Call Ratio 0.35
Net Difference 62

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,717
Total Puts 6,836
Average Put/Call Ratio 0.60
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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