Tour v397
VRNS
VARONIS SYS INC
$45.74 +2.10%
(7/23 19:18) ◀
|
Friday, July 24, 2026 (4:09am)
January 2026
|
▶ (7/27 14:05)
◀ 7/24 04:09 ▶

Option Volume

Detail
ℹ
Current (07/25) 1,471
Calls: 1,018 (69%)
Puts: 453 (31%)
Prior (07/23) 128
Calls: 95 (74%)
Puts: 33 (26%)
Current vs Prior +1049.22%
Calls: +971.58% (Calls)
Puts: +1272.73% (Puts)
Prior 7-Day Total 17,759
Calls: 11,913 (67%)
Puts: 5,846 (33%)
Prior 7-Day Average 2,537
Calls: 1,701 (67%)
Puts: 835 (33%)
Current vs Prior 7-Day Avg -42.02%
Calls: -40.18%
Puts: -45.76%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/25) $609.7K
Calls: $452.3K (74%)
Puts: $157.4K (26%)
Prior (07/23) $39.5K
Calls: $34.1K (86%)
Puts: $5.4K (14%)
Current vs Prior +1442.82%
Calls: +1224.57%
Puts: +2829.89%
Prior 7-Day Total $5.27M
Calls: $3.65M (69%)
Puts: $1.62M (31%)
Prior 7-Day Average $752.8K
Calls: $521.4K (69%)
Puts: $231.4K (31%)
Current vs Prior 7-Day Avg -19.00%
Calls: -13.25%
Puts: -31.97%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/25) 0.45
Prior (07/23) 0.35
Current vs Prior +28.10%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -25.51%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (07/25) 17,124
Calls: 13,104 (77%)
Puts: 4,020 (23%)
Prior (07/23) 11,191
Calls: 9,818 (88%)
Puts: 1,373 (12%)
Current vs Prior +53.02%
Prior 7-Day Total 78,597
Calls: 57,167 (73%)
Puts: 21,430 (27%)
Prior 7-Day Average 11,228
Calls: 8,166 (73%)
Puts: 3,061 (27%)
Current vs Prior 7-Day Avg +52.51%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 17.51% | 23.17%
Prior 15.70% | 19.54%
Current vs Prior +11.55% | +18.60%
Prior 7-Day Avg 14.04% | 19.90%
Current vs 7-Day Avg +24.74% | +16.47%
Prior 7-Day Eod 15.70% | 19.54%
Current vs 7-Day Eod +11.55% | +18.60%
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
+
Add Card

🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($452.3K). Massive premium surge with dollar volume up 1443% vs prior. Unusually high activity with volume up 1049% vs prior - elevated interest. Extreme bullish P/C ratio of 0.45 - heavy call buying (1,018 calls vs 453 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 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 0.67, highest 0.75)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 216.009.80$7.9048.1%20.75--
$45.00Aug 212.556.50$4.5387.2%30.58100
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 936, top 452)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.501.80$1.15113.0%4510.234.0K
$50.00Aug 211.052.50$1.7881.5%280.351.5K
$45.00Aug 212.556.50$4.5387.2%30.58100
$40.00Aug 216.009.80$7.9048.1%20.75--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 212.254.70$3.4870.4%4520.424.0K

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 6.94, avg 3.88)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$0.63$4.37$0.636.94$50.63
$45.00$50.00Aug 21$2.75$2.25$2.750.82$47.75
BEAR PUT (0)
No bear put found

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 2.07, avg 1.14)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Aug 21$3.37$3.37$1.632.07$43.37
$45.00$50.00Aug 21$2.75$2.75$2.251.22$47.75
$50.00$55.00Aug 21$0.63$0.63$4.370.14$50.63
BULL PUT (0)
No bull put found

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 17.51% of stock, avg 17.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$4.53$3.48$8.01$36.99$53.0117.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 10.12% of stock, avg 10.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$45.00Aug 21$1.15$3.48$4.63$40.37$59.63
$50.00$45.00Aug 21$1.78$3.48$5.26$39.74$55.26

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. 2 found (best R:R 7.06, cheapest $0.62)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$0.62$4.387.06
$45.00$50.00$55.00Aug 21$2.12$2.881.36
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 $-0.52, 2 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21-$0.52$4.48
$40.00$45.001:2Aug 21-$1.16$3.84
$45.00$50.001:2Aug 21$0.97$4.03
PUTS (0)
No puts found

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.30%, avg 1.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$1.050.359.3%2.30%11.61%281.5K
$55.00Aug 21$0.500.2320.2%1.09%21.34%4514.0K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,018
Total Puts 453
Put/Call Ratio 0.45
Net Difference 565

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,913
Total Puts 5,846
Average Put/Call Ratio 0.60
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All