Tour v490
VRNS
VARONIS SYS INC
$43.32 +5.20%
$43.33 (+0.02%)🌙
as of 08/04 07:21 PM
(8/3 19:02) ◀
|
Tuesday, August 4, 2026 (7:21pm)
January 2026
|
▶ (8/5 19:22)
◀ 8/4 19:21 ▶

Option Volume

Detail
ℹ
Current (08/04) 413
Calls: 195 (47%)
Puts: 218 (53%)
Prior (08/03) 1,432
Calls: 398 (28%)
Puts: 1,034 (72%)
Current vs Prior -71.16%
Calls: -51.01% (Calls)
Puts: -78.92% (Puts)
Prior 7-Day Total 20,184
Calls: 4,327 (21%)
Puts: 15,857 (79%)
Prior 7-Day Average 2,883
Calls: 618 (21%)
Puts: 2,265 (79%)
Current vs Prior 7-Day Avg -85.68%
Calls: -68.45%
Puts: -90.38%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (08/04) $108.6K
Calls: $52.3K (48%)
Puts: $56.3K (52%)
Prior (08/03) $515.4K
Calls: $130.5K (25%)
Puts: $384.9K (75%)
Current vs Prior -78.93%
Calls: -59.91%
Puts: -85.38%
Prior 7-Day Total $6.70M
Calls: $1.37M (20%)
Puts: $5.33M (80%)
Prior 7-Day Average $957.8K
Calls: $195.9K (20%)
Puts: $761.9K (80%)
Current vs Prior 7-Day Avg -88.66%
Calls: -73.29%
Puts: -92.61%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (08/04) 1.12
Prior (08/03) 2.60
Current vs Prior -56.97%
Prior 7-Day Average 2.47
Current vs Prior 7-Day Avg -54.76%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (08/04) 10,668
Calls: 1,026 (10%)
Puts: 9,642 (90%)
Prior (08/03) 11,946
Calls: 2,130 (18%)
Puts: 9,816 (82%)
Current vs Prior -10.70%
Prior 7-Day Total 139,569
Calls: 77,494 (56%)
Puts: 62,075 (44%)
Prior 7-Day Average 19,938
Calls: 11,070 (56%)
Puts: 8,867 (44%)
Current vs Prior 7-Day Avg -46.50%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 12.65% | 16.74%
Prior 15.74% | 16.78%
Current vs Prior -19.61% | -0.26%
Prior 7-Day Avg 17.10% | 19.72%
Current vs 7-Day Avg -26.02% | -15.13%
Prior 7-Day Eod 15.74% | 16.78%
Current vs 7-Day Eod -19.61% | -0.26%
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 42.32% | 36.30%
Calls: 52.28% | 30.00%
Puts: 32.35% | 42.61%
Current vs 7-Day Avg +23.31% | +10.83%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 71% vs prior. Slightly bearish P/C ratio of 1.12. P/C ratio dropping 57% - sentiment shifting bullish.

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 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. 5 found (avg delta 0.61, highest 0.73)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Sep 184.705.70$5.2019.2%30.73149
$40.00Aug 212.706.70$4.7085.1%20.73392
$45.00Sep 181.804.80$3.3090.9%720.52--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 212.055.00$3.5383.6%820.57868
$45.00Sep 183.604.30$3.9517.7%40.51--

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 381, top 103)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 211.702.20$1.9525.6%980.43471
$45.00Sep 181.804.80$3.3090.9%720.52--
$50.00Aug 210.100.95$0.53160.4%110.17--
$40.00Sep 184.705.70$5.2019.2%30.73149
$40.00Aug 212.706.70$4.7085.1%20.73392
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 211.001.40$1.2033.3%1030.278.8K
$45.00Aug 212.055.00$3.5383.6%820.57868
$35.00Aug 210.001.00$0.50200.0%50.11--
$45.00Sep 183.604.30$3.9517.7%40.51--
$35.00Sep 180.003.10$1.55200.0%10.18--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 14.8%, max 19.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Aug 21Sep 1871.2%59.6%19.3%170471
$40.00Aug 21Sep 1870.8%59.8%18.4%5541
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Aug 21Sep 1871.2%59.6%19.3%86868
$35.00Aug 21Sep 1889.3%87.3%2.3%6--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 6 found (best R:R 6.14, avg 2.57)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$50.00Aug 21$1.42$3.58$1.422.52$46.42
$40.00$45.00Sep 18$1.90$3.10$1.901.63$41.90
$40.00$45.00Aug 21$2.75$2.25$2.750.82$42.75
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$35.00Aug 21$0.70$4.30$0.706.14$39.30
$45.00$35.00Sep 18$2.40$7.60$2.403.17$42.60
$45.00$40.00Aug 21$2.33$2.67$2.331.15$42.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 1.22, avg 0.60)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Aug 21$2.75$2.75$2.251.22$42.75
$40.00$45.00Sep 18$1.90$1.90$3.100.61$41.90
$45.00$50.00Aug 21$1.42$1.42$3.580.40$46.42
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$40.00Aug 21$2.33$2.33$2.670.87$42.67
$45.00$35.00Sep 18$2.40$2.40$7.600.32$42.60
$40.00$35.00Aug 21$0.70$0.70$4.300.16$39.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.83, cheapest $0.42)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Aug 21Sep 18$0.5070.8%59.8%
$45.00Aug 21Sep 18$1.3571.2%59.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Aug 21Sep 18$0.4271.2%59.6%
$35.00Aug 21Sep 18$1.0589.3%87.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 12.65% of stock, avg 14.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$1.95$3.53$5.48$39.52$50.4812.65%
$40.00Aug 21$4.70$1.20$5.90$34.10$45.9013.62%
$45.00Sep 18$3.30$3.95$7.25$37.75$52.2516.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 2.38% of stock, avg 4.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$35.00Aug 21$0.53$0.50$1.03$33.97$51.03
$50.00$40.00Aug 21$0.53$1.20$1.73$38.27$51.73
$45.00$35.00Aug 21$1.95$0.50$2.45$32.55$47.45
$45.00$40.00Aug 21$1.95$1.20$3.15$36.85$48.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.74, avg credit $2.12)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
35/4045/50Aug 21$2.12$2.880.74$37.88$47.12

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 2 found (best R:R 2.76, cheapest $1.33)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$1.33$3.672.76
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Aug 21$1.63$3.372.07

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 6 found (best net $-1.40, 1 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$40.00$45.001:2Sep 18-$1.40$3.60
$40.00$45.001:2Aug 21$0.80$4.20
$45.00$50.001:2Aug 21$0.89$4.11
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$45.00$35.001:2Sep 18$0.85$9.15
$40.00$35.001:2Aug 21$0.20$4.80
$45.00$40.001:2Aug 21$1.13$3.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 4.16%, avg 2.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Sep 18$1.800.523.9%4.16%8.03%72--
$45.00Aug 21$1.700.433.9%3.92%7.80%98471
$50.00Aug 21$0.100.1715.4%0.23%15.65%11--

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 195
Total Puts 218
Put/Call Ratio 1.12
Net Difference -23

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,327
Total Puts 15,857
Average Put/Call Ratio 2.47
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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