Tour v452
VRNS
VARONIS SYS INC
$44.67 -4.29%
$41.56 (-6.96%)🌙
as of 07/28 06:07 PM
(7/28 14:07) ◀
|
Tuesday, July 28, 2026 (6:07pm)
January 2026
|
▶ (7/29 19:27)
◀ 7/28 18:07 ▶

Option Volume

Detail
ℹ
Current (07/28) 7,395
Calls: 1,208 (16%)
Puts: 6,187 (84%)
Prior (07/27) 1,119
Calls: 617 (55%)
Puts: 502 (45%)
Current vs Prior +560.86%
Calls: +95.79% (Calls)
Puts: +1132.47% (Puts)
Prior 7-Day Total 14,429
Calls: 10,251 (71%)
Puts: 4,178 (29%)
Prior 7-Day Average 2,061
Calls: 1,464 (71%)
Puts: 596 (29%)
Current vs Prior 7-Day Avg +258.76%
Calls: -17.51%
Puts: +936.60%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/28) $1.93M
Calls: $159.4K (8%)
Puts: $1.77M (92%)
Prior (07/27) $249.8K
Calls: $105.3K (42%)
Puts: $144.6K (58%)
Current vs Prior +673.17%
Calls: +51.40%
Puts: +1125.81%
Prior 7-Day Total $4.55M
Calls: $3.46M (76%)
Puts: $1.09M (24%)
Prior 7-Day Average $650.5K
Calls: $494.2K (76%)
Puts: $156.3K (24%)
Current vs Prior 7-Day Avg +196.95%
Calls: -67.75%
Puts: +1033.87%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/28) 5.12
Prior (07/27) 0.81
Current vs Prior +529.50%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg +836.23%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/28) 35,856
Calls: 23,923 (67%)
Puts: 11,933 (33%)
Prior (07/27) 36,686
Calls: 24,371 (66%)
Puts: 12,315 (34%)
Current vs Prior -2.26%
Prior 7-Day Total 104,803
Calls: 73,728 (70%)
Puts: 31,075 (30%)
Prior 7-Day Average 14,971
Calls: 10,532 (70%)
Puts: 4,439 (30%)
Current vs Prior 7-Day Avg +139.49%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 21.38% | 22.27%
Prior 18.38% | 19.18%
Current vs Prior +16.29% | +16.15%
Prior 7-Day Avg 17.23% | 20.61%
Current vs 7-Day Avg +24.07% | +8.09%
Prior 7-Day Eod 18.38% | 19.18%
Current vs 7-Day Eod +16.29% | +16.15%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 52.18% | 40.23%
Calls: 66.51% | 31.58%
Puts: 37.84% | 48.89%
Prior 20.02% | 40.00%
Calls: 18.95% | 40.00%
Puts: 21.10% | 40.00%
Current vs Prior +160.64% | +0.57%
Prior 7-Day Avg 15.97% | 16.81%
Calls: 15.10% | 16.10%
Puts: 16.84% | 17.53%
Current vs 7-Day Avg +226.83% | +139.26%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 92% of dollar volume in puts ($1.77M) vs calls ($159.4K). Massive premium surge with dollar volume up 673% vs prior. Dollar volume significantly above 7-day average (197% higher). Unusually high activity with volume up 561% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 0.71, highest 0.86)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 219.3012.90$11.1032.4%--0.8616
$40.00Aug 215.909.40$7.6545.8%--0.74147
$45.00Aug 213.906.20$5.0545.5%780.5894
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 215.209.10$7.1554.5%--0.6713

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 7.1K, top 4.4K)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.051.80$0.93188.2%1.0K0.203.2K
$50.00Aug 211.502.50$2.0050.0%890.361.5K
$45.00Aug 213.906.20$5.0545.5%780.5894
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 211.802.65$2.2338.1%4.4K0.271.3K
$45.00Aug 213.905.10$4.5026.7%1.5K0.453.2K
$35.00Aug 210.751.65$1.2075.0%670.1530

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. 6 found (best R:R 3.85, avg 1.86)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$1.07$3.93$1.073.67$51.07
$40.00$45.00Aug 21$2.60$2.40$2.600.92$42.60
$45.00$50.00Aug 21$3.05$1.95$3.050.64$48.05
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$35.00Aug 21$1.03$3.97$1.033.85$38.97
$45.00$40.00Aug 21$2.27$2.73$2.271.20$42.73
$50.00$45.00Aug 21$2.65$2.35$2.650.89$47.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 2.23, avg 1.05)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$40.00Aug 21$3.45$3.45$1.552.23$38.45
$45.00$50.00Aug 21$3.05$3.05$1.951.56$48.05
$40.00$45.00Aug 21$2.60$2.60$2.401.08$42.60
$50.00$55.00Aug 21$1.07$1.07$3.930.27$51.07
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$45.00Aug 21$2.65$2.65$2.351.13$47.35
$45.00$40.00Aug 21$2.27$2.27$2.730.83$42.73
$40.00$35.00Aug 21$1.03$1.03$3.970.26$38.97

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 20.48% of stock, avg 22.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Aug 21$2.00$7.15$9.15$40.85$59.1520.48%
$45.00Aug 21$5.05$4.50$9.55$35.45$54.5521.38%
$40.00Aug 21$7.65$2.23$9.88$30.12$49.8822.12%
$35.00Aug 21$11.10$1.20$12.30$22.70$47.3027.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 4.77% of stock, avg 9.20%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$35.00Aug 21$0.93$1.20$2.13$32.87$57.13
$55.00$40.00Aug 21$0.93$2.23$3.16$36.84$58.16
$50.00$35.00Aug 21$2.00$1.20$3.20$31.80$53.20
$50.00$40.00Aug 21$2.00$2.23$4.23$35.77$54.23
$55.00$45.00Aug 21$0.93$4.50$5.43$39.57$60.43
$50.00$45.00Aug 21$2.00$4.50$6.50$38.50$56.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 4.43, avg credit $3.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
35/4045/50Aug 21$4.08$0.924.43$35.92$49.08
40/4550/55Aug 21$3.34$1.662.01$41.66$53.34
35/4050/55Aug 21$2.10$2.900.72$37.90$52.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 12.16, cheapest $0.38)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Aug 21$0.85$4.154.88
$45.00$50.00$55.00Aug 21$1.98$3.021.53
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$0.38$4.6212.16
$35.00$40.00$45.00Aug 21$1.24$3.763.03

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-0.17, 4 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$40.00$45.001:2Aug 21-$2.45$2.55
$35.00$40.001:2Aug 21-$4.20$0.80
$50.00$55.001:2Aug 21$0.14$4.86
$45.00$50.001:2Aug 21$1.05$3.95
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$40.00$35.001:2Aug 21-$0.17$4.83
$50.00$45.001:2Aug 21-$1.85$3.15
$45.00$40.001:2Aug 21$0.04$4.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 8.73%, avg 6.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Aug 21$3.900.580.7%8.73%9.47%7894
$50.00Aug 21$1.500.3611.9%3.36%15.29%891.5K

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 1,208
Total Puts 6,187
Put/Call Ratio 5.12
Net Difference -4,979

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,251
Total Puts 4,178
Average Put/Call Ratio 0.55
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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