Tour v422
VRNS
VARONIS SYS INC
$46.67 +2.03%
(7/27 14:05) ◀
|
Monday, July 27, 2026 (6:03pm)
January 2026
|
▶ (7/28 14:07)
◀ 7/27 18:03 ▶

Option Volume

Detail
ℹ
Current (07/27) 1,119
Calls: 617 (55%)
Puts: 502 (45%)
Prior (07/24) 1,471
Calls: 1,018 (69%)
Puts: 453 (31%)
Current vs Prior -23.93%
Calls: -39.39% (Calls)
Puts: +10.82% (Puts)
Prior 7-Day Total 16,038
Calls: 11,080 (69%)
Puts: 4,958 (31%)
Prior 7-Day Average 2,291
Calls: 1,582 (69%)
Puts: 708 (31%)
Current vs Prior 7-Day Avg -51.16%
Calls: -61.02%
Puts: -29.12%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/27) $249.8K
Calls: $105.3K (42%)
Puts: $144.6K (58%)
Prior (07/24) $609.7K
Calls: $452.3K (74%)
Puts: $157.4K (26%)
Current vs Prior -59.03%
Calls: -76.73%
Puts: -8.16%
Prior 7-Day Total $5.03M
Calls: $3.64M (72%)
Puts: $1.39M (28%)
Prior 7-Day Average $719.1K
Calls: $519.8K (72%)
Puts: $199.2K (28%)
Current vs Prior 7-Day Avg -65.26%
Calls: -79.75%
Puts: -27.43%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/27) 0.81
Prior (07/24) 0.45
Current vs Prior +82.84%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg +45.94%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (07/27) 36,686
Calls: 24,371 (66%)
Puts: 12,315 (34%)
Prior (07/24) 17,124
Calls: 13,104 (77%)
Puts: 4,020 (23%)
Current vs Prior +114.24%
Prior 7-Day Total 84,485
Calls: 64,246 (76%)
Puts: 20,239 (24%)
Prior 7-Day Average 12,069
Calls: 9,178 (76%)
Puts: 2,891 (24%)
Current vs Prior 7-Day Avg +203.96%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 18.38% | 19.18%
Prior 17.51% | 23.17%
Current vs Prior +4.98% | -17.25%
Prior 7-Day Avg 15.58% | 20.65%
Current vs 7-Day Avg +17.99% | -7.13%
Prior 7-Day Eod 17.51% | 23.17%
Current vs 7-Day Eod +4.98% | -17.25%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 20.02% | 40.00%
Calls: 18.95% | 40.00%
Puts: 21.10% | 40.00%
Prior 15.29% | 12.95%
Calls: 14.46% | 12.12%
Puts: 16.13% | 13.79%
Current vs Prior +30.94% | +208.88%
Prior 7-Day Avg 15.29% | 12.95%
Calls: 14.46% | 12.12%
Puts: 16.13% | 13.79%
Current vs 7-Day Avg +30.94% | +208.88%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 59% vs prior. P/C ratio rising 83% - increased hedging/bearish positioning. Call-heavy open interest (24,371 calls vs 12,315 puts) suggests bullish positioning. Rising open interest (up 114%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 4 found (avg delta 0.75, highest 0.91)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 2110.5014.60$12.5532.7%--0.9116
$40.00Aug 217.1010.40$8.7537.7%--0.85147
$45.00Aug 214.506.90$5.7042.1%190.66102
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 213.806.90$5.3557.9%--0.5613

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 1.1K, top 502)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.601.00$0.8050.0%4500.213.6K
$50.00Aug 212.154.50$3.3370.6%1390.471.5K
$45.00Aug 214.506.90$5.7042.1%190.66102
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 211.754.00$2.8878.1%5020.373.6K

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. 7 found (best R:R 37.46, avg 7.41)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$60.00Aug 21$0.50$4.50$0.509.00$55.50
$45.00$50.00Aug 21$2.37$2.63$2.371.11$47.37
$50.00$55.00Aug 21$2.53$2.47$2.530.98$52.53
$40.00$45.00Aug 21$3.05$1.95$3.050.64$43.05
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$35.00Aug 21$0.13$4.87$0.1337.46$39.87
$45.00$40.00Aug 21$1.90$3.10$1.901.63$43.10
$50.00$45.00Aug 21$2.47$2.53$2.471.02$47.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 3.17, avg 1.05)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$40.00Aug 21$3.80$3.80$1.203.17$38.80
$40.00$45.00Aug 21$3.05$3.05$1.951.56$43.05
$50.00$55.00Aug 21$2.53$2.53$2.471.02$52.53
$45.00$50.00Aug 21$2.37$2.37$2.630.90$47.37
$55.00$60.00Aug 21$0.50$0.50$4.500.11$55.50
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$45.00Aug 21$2.47$2.47$2.530.98$47.53
$45.00$40.00Aug 21$1.90$1.90$3.100.61$43.10
$40.00$35.00Aug 21$0.13$0.13$4.870.03$39.87

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. 4 found (cheapest 18.38% of stock, avg 21.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$5.70$2.88$8.58$36.42$53.5818.38%
$50.00Aug 21$3.33$5.35$8.68$41.32$58.6818.60%
$40.00Aug 21$8.75$0.98$9.73$30.27$49.7320.85%
$35.00Aug 21$12.55$0.85$13.40$21.60$48.4028.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 2.46% of stock, avg 6.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$35.00Aug 21$0.30$0.85$1.15$33.85$61.15
$60.00$40.00Aug 21$0.30$0.98$1.28$38.72$61.28
$55.00$35.00Aug 21$0.80$0.85$1.65$33.35$56.65
$55.00$40.00Aug 21$0.80$0.98$1.78$38.22$56.78
$60.00$45.00Aug 21$0.30$2.88$3.18$41.82$63.18
$55.00$45.00Aug 21$0.80$2.88$3.68$41.32$58.68
$50.00$35.00Aug 21$3.33$0.85$4.18$30.82$54.18
$50.00$40.00Aug 21$3.33$0.98$4.31$35.69$54.31
$50.00$45.00Aug 21$3.33$2.88$6.21$38.79$56.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 7.77, avg credit $2.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
40/4550/55Aug 21$4.43$0.577.77$40.57$54.43
45/5055/60Aug 21$2.97$2.031.46$47.03$57.97
35/4050/55Aug 21$2.66$2.341.14$37.34$52.66
35/4045/50Aug 21$2.50$2.501.00$37.50$47.50
40/4555/60Aug 21$2.40$2.600.92$42.60$57.40
35/4055/60Aug 21$0.63$4.370.14$39.37$55.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 7.77, cheapest $0.57)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$0.68$4.326.35
$35.00$40.00$45.00Aug 21$0.75$4.255.67
$50.00$55.00$60.00Aug 21$2.03$2.971.46
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$0.57$4.437.77
$35.00$40.00$45.00Aug 21$1.77$3.231.82

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.41, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Aug 21-$0.96$4.04
$40.00$45.001:2Aug 21-$2.65$2.35
$35.00$40.001:2Aug 21-$4.95$0.05
$55.00$60.001:2Aug 21$0.20$4.80
$50.00$55.001:2Aug 21$1.73$3.27
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Aug 21-$0.41$4.59
$40.00$35.001:2Aug 21-$0.72$4.28
$45.00$40.001:2Aug 21$0.92$4.08

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 4.61%, avg 2.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$2.150.477.1%4.61%11.74%1391.5K
$55.00Aug 21$0.600.2117.9%1.29%19.13%4503.6K

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 617
Total Puts 502
Put/Call Ratio 0.81
Net Difference 115

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,080
Total Puts 4,958
Average Put/Call Ratio 0.56
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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