Tour v477
VRNS
VARONIS SYS INC
$39.95 +0.05%
$39.97 (+0.05%)🌙
as of 07/31 07:18 PM
(7/30 19:46) ◀
|
Friday, July 31, 2026 (7:18pm)
January 2026
|
▶ (8/3 19:02)
◀ 7/31 19:18 ▶

Option Volume

Detail
ℹ
Current (07/31) 1,242
Calls: 380 (31%)
Puts: 862 (69%)
Prior (07/30) 454
Calls: 209 (46%)
Puts: 245 (54%)
Current vs Prior +173.57%
Calls: +81.82% (Calls)
Puts: +251.84% (Puts)
Prior 7-Day Total 22,160
Calls: 7,967 (36%)
Puts: 14,193 (64%)
Prior 7-Day Average 3,165
Calls: 1,138 (36%)
Puts: 2,027 (64%)
Current vs Prior 7-Day Avg -60.77%
Calls: -66.61%
Puts: -57.49%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/31) $279.4K
Calls: $51.1K (18%)
Puts: $228.3K (82%)
Prior (07/30) $97.0K
Calls: $38.2K (39%)
Puts: $58.8K (61%)
Current vs Prior +188.01%
Calls: +33.77%
Puts: +288.04%
Prior 7-Day Total $8.00M
Calls: $3.15M (39%)
Puts: $4.85M (61%)
Prior 7-Day Average $1.14M
Calls: $450.2K (39%)
Puts: $693.0K (61%)
Current vs Prior 7-Day Avg -75.56%
Calls: -88.66%
Puts: -67.05%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/31) 2.27
Prior (07/30) 1.17
Current vs Prior +93.51%
Prior 7-Day Average 1.83
Current vs Prior 7-Day Avg +23.82%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/31) 10,965
Calls: 2,961 (27%)
Puts: 8,004 (73%)
Prior (07/30) 11,202
Calls: 3,000 (27%)
Puts: 8,202 (73%)
Current vs Prior -2.12%
Prior 7-Day Total 135,075
Calls: 82,872 (61%)
Puts: 52,203 (39%)
Prior 7-Day Average 19,296
Calls: 11,838 (61%)
Puts: 7,457 (39%)
Current vs Prior 7-Day Avg -43.18%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 15.14% | 18.27%
Prior 14.12% | 18.36%
Current vs Prior +7.22% | -0.46%
Prior 7-Day Avg 17.35% | 20.68%
Current vs 7-Day Avg -12.72% | -11.64%
Prior 7-Day Eod 14.12% | 18.36%
Current vs 7-Day Eod +7.22% | -0.46%
Sentiment BEARISH

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 31.78% | 28.51%
Calls: 37.41% | 24.44%
Puts: 26.14% | 32.58%
Current vs 7-Day Avg +64.21% | +41.13%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 82% of dollar volume in puts ($228.3K) vs calls ($51.1K). Massive premium surge with dollar volume up 188% vs prior. Unusually high activity with volume up 174% vs prior - elevated interest. Extreme bearish P/C ratio of 2.27 - heavy put buying.

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 BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 0.66, highest 0.73)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 211.705.10$3.40100.0%140.58220
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 213.806.90$5.3557.9%10.73--

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 1.2K, top 858)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 210.851.70$1.2766.9%3610.31214
$40.00Aug 211.705.10$3.40100.0%140.58220
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 212.203.10$2.6534.0%8580.448.0K
$45.00Aug 213.806.90$5.3557.9%10.73--

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 1.35, avg 1.10)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$45.00Aug 21$2.13$2.87$2.131.35$42.13
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$40.00Aug 21$2.70$2.30$2.700.85$42.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 1.17, avg 0.95)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Aug 21$2.13$2.13$2.870.74$42.13
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$40.00Aug 21$2.70$2.70$2.301.17$42.30

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 15.14% of stock, avg 15.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.00Aug 21$3.40$2.65$6.05$33.95$46.0515.14%
$45.00Aug 21$1.27$5.35$6.62$38.38$51.6216.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 1 found (cheapest 9.81% of stock, avg 9.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$45.00$40.00Aug 21$1.27$2.65$3.92$36.08$48.92

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. -- found (best R:R --, cheapest $--)

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 2 found (best net $0.05, -- credits)

CALLS (1)
Buy KSell KRatioExpiryNetMax Gain
$40.00$45.001:2Aug 21$0.86$4.14
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$45.00$40.001:2Aug 21$0.05$4.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 4.26%, avg 3.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$40.00Aug 21$1.700.580.1%4.26%4.38%14220
$45.00Aug 21$0.850.3112.6%2.13%14.77%361214

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 380
Total Puts 862
Put/Call Ratio 2.27
Net Difference -482

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,967
Total Puts 14,193
Average Put/Call Ratio 1.83
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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