Tour v473
VRNS
VARONIS SYS INC
$39.93 -1.77%
$39.92 (-0.03%)🌙
as of 07/30 07:46 PM
(7/29 19:27) ◀
|
Thursday, July 30, 2026 (7:46pm)
January 2026
|
▶ (7/31 19:18)
◀ 7/30 19:46 ▶

Option Volume

Detail
ℹ
Current (07/30) 454
Calls: 209 (46%)
Puts: 245 (54%)
Prior (07/29) 7,071
Calls: 497 (7%)
Puts: 6,574 (93%)
Current vs Prior -93.58%
Calls: -57.95% (Calls)
Puts: -96.27% (Puts)
Prior 7-Day Total 25,361
Calls: 10,098 (40%)
Puts: 15,263 (60%)
Prior 7-Day Average 3,623
Calls: 1,442 (40%)
Puts: 2,180 (60%)
Current vs Prior 7-Day Avg -87.47%
Calls: -85.51%
Puts: -88.76%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/30) $97.0K
Calls: $38.2K (39%)
Puts: $58.8K (61%)
Prior (07/29) $3.02M
Calls: $434.5K (14%)
Puts: $2.59M (86%)
Current vs Prior -96.79%
Calls: -91.22%
Puts: -97.73%
Prior 7-Day Total $8.57M
Calls: $3.63M (42%)
Puts: $4.94M (58%)
Prior 7-Day Average $1.22M
Calls: $518.3K (42%)
Puts: $706.4K (58%)
Current vs Prior 7-Day Avg -92.08%
Calls: -92.64%
Puts: -91.67%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/30) 1.17
Prior (07/29) 13.23
Current vs Prior -91.14%
Prior 7-Day Average 1.74
Current vs Prior 7-Day Avg -32.82%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/30) 11,202
Calls: 3,000 (27%)
Puts: 8,202 (73%)
Prior (07/29) 15,790
Calls: 8,005 (51%)
Puts: 7,785 (49%)
Current vs Prior -29.06%
Prior 7-Day Total 133,459
Calls: 85,461 (64%)
Puts: 47,998 (36%)
Prior 7-Day Average 19,065
Calls: 12,208 (64%)
Puts: 6,856 (36%)
Current vs Prior 7-Day Avg -41.24%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 14.12% | 18.36%
Prior 17.42% | 20.00%
Current vs Prior -18.90% | -8.21%
Prior 7-Day Avg 17.79% | 20.84%
Current vs 7-Day Avg -20.62% | -11.92%
Prior 7-Day Eod 17.42% | 20.00%
Current vs 7-Day Eod -18.90% | -8.21%
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 26.51% | 24.61%
Calls: 29.97% | 21.66%
Puts: 23.04% | 27.56%
Current vs 7-Day Avg +96.86% | +63.48%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($58.8K). Light premium activity with dollar volume down 97% vs prior. Below-average activity with volume down 94% vs prior. Slightly bearish P/C ratio of 1.17.

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 BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 0.69, highest 0.79)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 211.654.80$3.2297.8%800.59146
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 213.707.10$5.4063.0%10.79--

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 445, top 237)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 210.751.10$0.9337.6%1150.28122
$40.00Aug 211.654.80$3.2297.8%800.59146
$50.00Aug 210.201.85$1.03160.2%60.221.5K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 211.253.60$2.4297.1%2370.448.1K
$35.00Aug 210.001.35$0.68198.5%60.17101
$45.00Aug 213.707.10$5.4063.0%10.79--

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. 3 found (best R:R 1.87, avg 1.24)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$45.00Aug 21$2.29$2.71$2.291.18$42.29
BEAR PUT (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$35.00Aug 21$1.74$3.26$1.741.87$38.26
$45.00$40.00Aug 21$2.98$2.02$2.980.68$42.02

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 1.48, avg 0.95)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Aug 21$2.29$2.29$2.710.85$42.29
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$40.00Aug 21$2.98$2.98$2.021.48$42.02
$40.00$35.00Aug 21$1.74$1.74$3.260.53$38.26

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 14.12% of stock, avg 14.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.00Aug 21$3.22$2.42$5.64$34.36$45.6414.12%
$45.00Aug 21$0.93$5.40$6.33$38.67$51.3315.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 4.03% of stock, avg 6.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$45.00$35.00Aug 21$0.93$0.68$1.61$33.39$46.61
$50.00$35.00Aug 21$1.03$0.68$1.71$33.29$51.71
$45.00$40.00Aug 21$0.93$2.42$3.35$36.65$48.35
$50.00$40.00Aug 21$1.03$2.42$3.45$36.55$53.45

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 3.03, cheapest $1.24)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$2.39$2.611.09
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$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. 4 found (best net $-1.13, 1 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Aug 21-$1.13$3.87
$40.00$45.001:2Aug 21$1.36$3.64
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$45.00$40.001:2Aug 21$0.56$4.44
$40.00$35.001:2Aug 21$1.06$3.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 4.13%, avg 2.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Aug 21$1.650.590.2%4.13%4.31%80146
$45.00Aug 21$0.750.2812.7%1.88%14.58%115122
$50.00Aug 21$0.200.2225.2%0.50%25.72%61.5K

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 209
Total Puts 245
Put/Call Ratio 1.17
Net Difference -36

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,098
Total Puts 15,263
Average Put/Call Ratio 1.74
Ratio Trend Falling

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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