Tour v487
VRNS
VARONIS SYS INC
$41.18 +3.08%
$40.56 (-1.51%)🌙
as of 08/03 07:02 PM
(7/31 19:18) ◀
|
Monday, August 3, 2026 (7:02pm)
January 2026
|
▶ (8/4 19:21)
◀ 8/3 19:02 ▶

Option Volume

Detail
ℹ
Current (08/03) 1,432
Calls: 398 (28%)
Puts: 1,034 (72%)
Prior (07/31) 1,242
Calls: 380 (31%)
Puts: 862 (69%)
Current vs Prior +15.30%
Calls: +4.74% (Calls)
Puts: +19.95% (Puts)
Prior 7-Day Total 18,880
Calls: 4,024 (21%)
Puts: 14,856 (79%)
Prior 7-Day Average 2,697
Calls: 574 (21%)
Puts: 2,122 (79%)
Current vs Prior 7-Day Avg -46.91%
Calls: -30.77%
Puts: -51.28%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (08/03) $515.4K
Calls: $130.5K (25%)
Puts: $384.9K (75%)
Prior (07/31) $279.4K
Calls: $51.1K (18%)
Puts: $228.3K (82%)
Current vs Prior +84.47%
Calls: +155.67%
Puts: +68.55%
Prior 7-Day Total $6.23M
Calls: $1.27M (20%)
Puts: $4.95M (80%)
Prior 7-Day Average $889.8K
Calls: $182.1K (20%)
Puts: $707.7K (80%)
Current vs Prior 7-Day Avg -42.08%
Calls: -28.32%
Puts: -45.62%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (08/03) 2.60
Prior (07/31) 2.27
Current vs Prior +14.53%
Prior 7-Day Average 2.15
Current vs Prior 7-Day Avg +20.86%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (08/03) 11,946
Calls: 2,130 (18%)
Puts: 9,816 (82%)
Prior (07/31) 10,965
Calls: 2,961 (27%)
Puts: 8,004 (73%)
Current vs Prior +8.95%
Prior 7-Day Total 138,814
Calls: 85,182 (61%)
Puts: 53,632 (39%)
Prior 7-Day Average 19,830
Calls: 12,168 (61%)
Puts: 7,661 (39%)
Current vs Prior 7-Day Avg -39.76%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 15.74% | 16.78%
Prior 15.14% | 18.27%
Current vs Prior +3.91% | -8.17%
Prior 7-Day Avg 17.09% | 20.11%
Current vs 7-Day Avg -7.95% | -16.57%
Prior 7-Day Eod 15.14% | 18.27%
Current vs 7-Day Eod +3.91% | -8.17%
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 37.05% | 32.40%
Calls: 44.84% | 27.22%
Puts: 29.25% | 37.59%
Current vs 7-Day Avg +40.85% | +24.16%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 75% put dollar volume ($384.9K). Elevated premium activity with dollar volume up 84% vs prior. Extreme bearish P/C ratio of 2.60 - heavy put buying. Put-heavy open interest (9,816 puts vs 2,130 calls) suggests hedging or bearish positioning.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 0.61, highest 0.64)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 213.404.00$3.7016.2%1690.58231
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 215.107.10$6.1032.8%1070.64855

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 1.2K, top 781)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 213.404.00$3.7016.2%1690.58231
$45.00Aug 211.402.10$1.7540.0%930.35418
$50.00Aug 210.051.00$0.53179.2%60.151.5K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 212.153.40$2.7845.0%7810.418.5K
$45.00Aug 215.107.10$6.1032.8%1070.64855

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 3.10, avg 1.72)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$50.00Aug 21$1.22$3.78$1.223.10$46.22
$40.00$45.00Aug 21$1.95$3.05$1.951.56$41.95
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$40.00Aug 21$3.32$1.68$3.320.51$41.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 1.98, avg 0.98)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Aug 21$1.95$1.95$3.050.64$41.95
$45.00$50.00Aug 21$1.22$1.22$3.780.32$46.22
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$40.00Aug 21$3.32$3.32$1.681.98$41.68

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 15.74% of stock, avg 17.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$40.00Aug 21$3.70$2.78$6.48$33.52$46.4815.74%
$45.00Aug 21$1.75$6.10$7.85$37.15$52.8519.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 8.04% of stock, avg 9.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$40.00Aug 21$0.53$2.78$3.31$36.69$53.31
$45.00$40.00Aug 21$1.75$2.78$4.53$35.47$49.53

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. 1 found (best R:R 5.85, cheapest $0.73)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$0.73$4.275.85
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 3 found (best net $0.20, -- credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$40.00$45.001:2Aug 21$0.20$4.80
$45.00$50.001:2Aug 21$0.69$4.31
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$45.00$40.001:2Aug 21$0.54$4.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 3.40%, avg 3.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Aug 21$1.400.359.3%3.40%12.68%93418

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 398
Total Puts 1,034
Put/Call Ratio 2.60
Net Difference -636

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,024
Total Puts 14,856
Average Put/Call Ratio 2.15
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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