Tour v492
VRNS
VARONIS SYS INC
$43.40 +0.18%
$43.81 (+0.94%)🌙
as of 08/05 07:22 PM
(8/4 19:21) ◀
|
Wednesday, August 5, 2026 (7:22pm)
January 2026
|
▶ (8/6 19:21)
◀ 8/5 19:22 ▶

Option Volume

Detail
ℹ
Current (08/05) 111
Calls: 73 (66%)
Puts: 38 (34%)
Prior (08/04) 413
Calls: 195 (47%)
Puts: 218 (53%)
Current vs Prior -73.12%
Calls: -62.56% (Calls)
Puts: -82.57% (Puts)
Prior 7-Day Total 19,126
Calls: 3,504 (18%)
Puts: 15,622 (82%)
Prior 7-Day Average 2,732
Calls: 500 (18%)
Puts: 2,231 (82%)
Current vs Prior 7-Day Avg -95.94%
Calls: -85.42%
Puts: -98.30%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (08/05) $32.9K
Calls: $23.6K (72%)
Puts: $9.3K (28%)
Prior (08/04) $108.6K
Calls: $52.3K (48%)
Puts: $56.3K (52%)
Current vs Prior -69.67%
Calls: -54.86%
Puts: -83.45%
Prior 7-Day Total $6.20M
Calls: $971.2K (16%)
Puts: $5.23M (84%)
Prior 7-Day Average $886.2K
Calls: $138.7K (16%)
Puts: $747.5K (84%)
Current vs Prior 7-Day Avg -96.28%
Calls: -82.97%
Puts: -98.75%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (08/05) 0.52
Prior (08/04) 1.12
Current vs Prior -53.44%
Prior 7-Day Average 2.57
Current vs Prior 7-Day Avg -79.72%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (08/05) 10,066
Calls: 1,193 (12%)
Puts: 8,873 (88%)
Prior (08/04) 10,668
Calls: 1,026 (10%)
Puts: 9,642 (90%)
Current vs Prior -5.64%
Prior 7-Day Total 133,113
Calls: 65,416 (49%)
Puts: 67,697 (51%)
Prior 7-Day Average 19,016
Calls: 9,345 (49%)
Puts: 9,671 (51%)
Current vs Prior 7-Day Avg -47.07%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 10.60% | 14.93%
Prior 12.65% | 16.74%
Current vs Prior -16.21% | -10.79%
Prior 7-Day Avg 16.41% | 18.80%
Current vs 7-Day Avg -35.39% | -20.58%
Prior 7-Day Eod 12.65% | 16.74%
Current vs 7-Day Eod -16.21% | -10.79%
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 47.59% | 40.20%
Calls: 59.72% | 32.78%
Puts: 35.45% | 47.62%
Current vs 7-Day Avg +9.65% | +0.08%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($23.6K). Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 73% vs prior. Bullish P/C ratio of 0.52.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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. 4 found (avg delta 0.58, highest 0.72)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Sep 184.407.90$6.1556.9%170.72149
$45.00Sep 182.603.30$2.9523.7%290.511.0K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 211.004.70$2.85129.8%10.57--
$45.00Sep 182.454.60$3.5360.9%240.52--

Most actively traded options today. High liquidity = easy entry/exit. 8 active (total vol 100, top 29)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 182.603.30$2.9523.7%290.511.0K
$45.00Aug 210.003.50$1.75200.0%240.47--
$40.00Sep 184.407.90$6.1556.9%170.72149
$50.00Aug 210.001.00$0.50200.0%10.18--
$55.00Aug 210.001.05$0.53198.1%10.14--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 182.454.60$3.5360.9%240.52--
$40.00Aug 210.151.25$0.70157.1%30.218.9K
$45.00Aug 211.004.70$2.85129.8%10.57--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 7.7%, max 7.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Aug 21Sep 1858.1%53.9%7.7%531.0K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Aug 21Sep 1858.1%53.9%7.7%25--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 3 found (best R:R 3.00, avg 1.63)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$50.00Aug 21$1.25$3.75$1.253.00$46.25
$40.00$45.00Sep 18$3.20$1.80$3.200.56$43.20
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$40.00Aug 21$2.15$2.85$2.151.33$42.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 1.78, avg 0.95)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Sep 18$3.20$3.20$1.801.78$43.20
$45.00$50.00Aug 21$1.25$1.25$3.750.33$46.25
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$40.00Aug 21$2.15$2.15$2.850.75$42.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.94, cheapest $0.68)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Aug 21Sep 18$1.2058.1%53.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Aug 21Sep 18$0.6858.1%53.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 10.60% of stock, avg 12.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Aug 21$1.75$2.85$4.60$40.40$49.6010.60%
$45.00Sep 18$2.95$3.53$6.48$38.52$51.4814.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 3 found (cheapest 2.76% of stock, avg 3.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$50.00$40.00Aug 21$0.50$0.70$1.20$38.80$51.20
$55.00$40.00Aug 21$0.53$0.70$1.23$38.77$56.23
$45.00$40.00Aug 21$1.75$0.70$2.45$37.55$47.45

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. 1 found (best R:R 2.91, cheapest $1.28)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$45.00$50.00$55.00Aug 21$1.28$3.722.91
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. 4 found (best net $-0.56, 1 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21-$0.56$4.44
$40.00$45.001:2Sep 18$0.25$4.75
$45.00$50.001:2Aug 21$0.75$4.25
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$45.00$40.001:2Aug 21$1.45$3.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 5.99%, avg 5.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Sep 18$2.600.513.7%5.99%9.68%291.0K

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 73
Total Puts 38
Put/Call Ratio 0.52
Net Difference 35

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,504
Total Puts 15,622
Average Put/Call Ratio 2.57
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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