Tour v461
VRNS
VARONIS SYS INC
$40.65 -9.00%
$40.62 (-0.07%)🌙
as of 07/29 07:27 PM
(7/28 18:07) ◀
|
Wednesday, July 29, 2026 (7:27pm)
January 2026
|
▶
◀ 7/29 19:27

Option Volume

Detail
ℹ
Current (07/29) 7,071
Calls: 497 (7%)
Puts: 6,574 (93%)
Prior (07/28) 7,395
Calls: 1,208 (16%)
Puts: 6,187 (84%)
Current vs Prior -4.38%
Calls: -58.86% (Calls)
Puts: +6.26% (Puts)
Prior 7-Day Total 18,581
Calls: 9,773 (53%)
Puts: 8,808 (47%)
Prior 7-Day Average 2,654
Calls: 1,396 (53%)
Puts: 1,258 (47%)
Current vs Prior 7-Day Avg +166.39%
Calls: -64.40%
Puts: +422.46%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/29) $3.02M
Calls: $434.5K (14%)
Puts: $2.59M (86%)
Prior (07/28) $1.93M
Calls: $159.4K (8%)
Puts: $1.77M (92%)
Current vs Prior +56.44%
Calls: +172.65%
Puts: +45.99%
Prior 7-Day Total $5.69M
Calls: $3.27M (57%)
Puts: $2.42M (43%)
Prior 7-Day Average $813.1K
Calls: $466.8K (57%)
Puts: $346.3K (43%)
Current vs Prior 7-Day Avg +271.63%
Calls: -6.92%
Puts: +647.05%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/29) 13.23
Prior (07/28) 5.12
Current vs Prior +158.26%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg +1071.17%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/29) 15,790
Calls: 8,005 (51%)
Puts: 7,785 (49%)
Prior (07/28) 35,856
Calls: 23,923 (67%)
Puts: 11,933 (33%)
Current vs Prior -55.96%
Prior 7-Day Total 123,811
Calls: 83,552 (67%)
Puts: 40,259 (33%)
Prior 7-Day Average 17,687
Calls: 11,936 (67%)
Puts: 5,751 (33%)
Current vs Prior 7-Day Avg -10.73%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 17.42% | 20.00%
Prior 21.38% | 22.27%
Current vs Prior -18.53% | -10.21%
Prior 7-Day Avg 17.75% | 20.93%
Current vs 7-Day Avg -1.89% | -4.44%
Prior 7-Day Eod 21.38% | 22.27%
Current vs 7-Day Eod -18.53% | -10.21%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 52.18% | 40.23%
Calls: 66.51% | 31.58%
Puts: 37.84% | 48.89%
Prior 52.18% | 40.23%
Calls: 66.51% | 31.58%
Puts: 37.84% | 48.89%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 21.24% | 20.71%
Calls: 22.54% | 18.88%
Puts: 19.94% | 22.55%
Current vs 7-Day Avg +145.72% | +94.24%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 86% of dollar volume in puts ($2.59M) vs calls ($434.5K). Elevated premium activity with dollar volume up 56% vs prior. Dollar volume significantly above 7-day average (272% higher). Volume explosion - 166% above 7-day average (7,071 vs avg 2,654).

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 0.68, highest 0.78)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 216.009.00$7.5040.0%50.74--
$40.00Aug 211.805.70$3.75104.0%60.56147
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 217.8011.40$9.6037.5%20.78--
$45.00Aug 213.507.20$5.3569.2%2.0K0.642.4K

Most actively traded options today. High liquidity = easy entry/exit. 9 active (total vol 6.6K, top 4.5K)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.002.00$1.00200.0%300.211.5K
$45.00Aug 210.603.40$2.00140.0%120.36128
$40.00Aug 211.805.70$3.75104.0%60.56147
$35.00Aug 216.009.00$7.5040.0%50.74--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 212.654.00$3.3340.5%4.5K0.445.3K
$45.00Aug 213.507.20$5.3569.2%2.0K0.642.4K
$35.00Aug 211.152.70$1.9380.3%330.2579
$30.00Aug 210.100.50$0.30133.3%30.0744
$50.00Aug 217.8011.40$9.6037.5%20.78--

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 4.00, avg 2.40)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$50.00Aug 21$1.00$4.00$1.004.00$46.00
$40.00$45.00Aug 21$1.75$3.25$1.751.86$41.75
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$35.00Aug 21$1.40$3.60$1.402.57$38.60
$35.00$30.00Aug 21$1.63$3.37$1.632.07$33.37
$45.00$40.00Aug 21$2.02$2.98$2.021.48$42.98

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 5.67, avg 1.57)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$40.00Aug 21$3.75$3.75$1.253.00$38.75
$40.00$45.00Aug 21$1.75$1.75$3.250.54$41.75
$45.00$50.00Aug 21$1.00$1.00$4.000.25$46.00
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$45.00Aug 21$4.25$4.25$0.755.67$45.75
$45.00$40.00Aug 21$2.02$2.02$2.980.68$42.98
$35.00$30.00Aug 21$1.63$1.63$3.370.48$33.37
$40.00$35.00Aug 21$1.40$1.40$3.600.39$38.60

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 17.42% of stock, avg 21.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.00Aug 21$3.75$3.33$7.08$32.92$47.0817.42%
$45.00Aug 21$2.00$5.35$7.35$37.65$52.3518.08%
$35.00Aug 21$7.50$1.93$9.43$25.57$44.4323.20%
$50.00Aug 21$1.00$9.60$10.60$39.40$60.6026.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 3.20% of stock, avg 8.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$30.00Aug 21$1.00$0.30$1.30$28.70$51.30
$45.00$30.00Aug 21$2.00$0.30$2.30$27.70$47.30
$50.00$35.00Aug 21$1.00$1.93$2.93$32.07$52.93
$45.00$35.00Aug 21$2.00$1.93$3.93$31.07$48.93
$50.00$40.00Aug 21$1.00$3.33$4.33$35.67$54.33
$45.00$40.00Aug 21$2.00$3.33$5.33$34.67$50.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 2.09, avg credit $2.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
30/3540/45Aug 21$3.38$1.622.09$31.62$43.38
30/3545/50Aug 21$2.63$2.371.11$32.37$47.63
35/4045/50Aug 21$2.40$2.600.92$37.60$47.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 7.06, cheapest $0.62)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$0.75$4.255.67
$35.00$40.00$45.00Aug 21$2.00$3.001.50
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Aug 21$0.62$4.387.06
$40.00$45.00$50.00Aug 21$2.23$2.771.24

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 $--, 6 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$35.00$40.001:2Aug 21$0.00$5.00
$45.00$50.001:2Aug 21$0.00$5.00
$40.00$45.001:2Aug 21-$0.25$4.75
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$40.00$35.001:2Aug 21-$0.53$4.47
$50.00$45.001:2Aug 21-$1.10$3.90
$45.00$40.001:2Aug 21-$1.31$3.69
$35.00$30.001:2Aug 21$1.33$3.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 1.48%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Aug 21$0.600.3610.7%1.48%12.18%12128

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 497
Total Puts 6,574
Put/Call Ratio 13.23
Net Difference -6,077

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,773
Total Puts 8,808
Average Put/Call Ratio 1.13
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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