Tour v418
VRNS
VARONIS SYS INC
$46.72 +2.14%
(7/24 04:09) ◀
|
Monday, July 27, 2026 (2:05pm)
January 2026
|
▶ (7/27 18:03)
◀ 7/27 14:05 ▶

Option Volume

Detail
ℹ
Current (07/27 2:05pm) 600
Calls: 296 (49%)
Puts: 304 (51%)
Prior (04/28) 4,687
Calls: 713 (15%)
Puts: 3,974 (85%)
Current vs Prior -87.20%
Calls: -58.49% (Calls)
Puts: -92.35% (Puts)
Prior 7-Day Total 5,641
Calls: 832 (15%)
Puts: 4,809 (85%)
Prior 7-Day Average 2,820
Calls: 118 (15%)
Puts: 687 (85%)
Current vs Prior 7-Day Avg -78.73%
Calls: +149.04%
Puts: -55.75%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/27 2:05pm) $137.0K
Calls: $43.4K (32%)
Puts: $93.6K (68%)
Prior (04/28) $1.12M
Calls: $112.6K (10%)
Puts: $1.01M (90%)
Current vs Prior -87.74%
Calls: -61.47%
Puts: -90.68%
Prior 7-Day Total $1.25M
Calls: $137.2K (11%)
Puts: $1.11M (89%)
Prior 7-Day Average $625.1K
Calls: $19.6K (11%)
Puts: $159.0K (89%)
Current vs Prior 7-Day Avg -78.08%
Calls: +121.31%
Puts: -41.11%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/27 2:05pm) 1.03
Prior (04/28) 5.57
Current vs Prior -81.57%
Prior 7-Day Average 5.00
Current vs Prior 7-Day Avg -79.46%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/27 2:05pm) 36,686
Calls: 24,371 (66%)
Puts: 12,315 (34%)
Prior (04/28) 22,747
Calls: 17,707 (78%)
Puts: 5,040 (22%)
Current vs Prior +61.28%
Prior 7-Day Total 44,734
Calls: 35,385 (79%)
Puts: 9,349 (21%)
Prior 7-Day Average 22,367
Calls: 17,692 (79%)
Puts: 4,674 (21%)
Current vs Prior 7-Day Avg +64.02%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 16.76% | 20.33%
Prior 18.96% | 22.83%
Current vs Prior -11.62% | -10.95%
Prior 7-Day Avg 18.59% | 23.72%
Current vs 7-Day Avg -9.84% | -14.27%
Prior 7-Day Eod 18.96% | 22.83%
Current vs 7-Day Eod -11.62% | -10.95%
Sentiment BULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 20.02% | 40.00%
Calls: 18.95% | 40.00%
Puts: 21.10% | 40.00%
Prior 14.74% | 31.48%
Calls: 14.46% | 49.63%
Puts: 15.02% | 13.33%
Current vs Prior +35.82% | +27.06%
Prior 7-Day Avg 14.74% | 31.48%
Calls: 14.46% | 49.63%
Puts: 15.02% | 13.33%
Current vs 7-Day Avg +35.82% | +27.06%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($93.6K). Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 87% vs prior. Slightly bearish P/C ratio of 1.03.

Smart Money BEARISH
Retail Flow NEUTRAL
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 BULLISH
Prior BULLISH
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 0.73, highest 0.87)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 2110.5014.40$12.4531.3%--0.8716
$40.00Aug 217.109.80$8.4532.0%--0.81147
$45.00Aug 214.305.20$4.7518.9%180.60102
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 214.106.70$5.4048.1%--0.6213

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 593, top 304)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.401.25$0.83102.4%2480.203.6K
$50.00Aug 211.552.40$1.9842.9%230.381.5K
$45.00Aug 214.305.20$4.7518.9%180.60102
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Aug 212.753.40$3.0821.1%3040.393.6K

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. 6 found (best R:R 21.73, avg 6.16)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$60.00Aug 21$0.53$4.47$0.538.43$55.53
$50.00$55.00Aug 21$1.15$3.85$1.153.35$51.15
$45.00$50.00Aug 21$2.77$2.23$2.770.81$47.77
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$35.00Aug 21$0.22$4.78$0.2221.73$39.78
$45.00$40.00Aug 21$2.03$2.97$2.031.46$42.97
$50.00$45.00Aug 21$2.32$2.68$2.321.16$47.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 4.00, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$40.00Aug 21$4.00$4.00$1.004.00$39.00
$40.00$45.00Aug 21$3.70$3.70$1.302.85$43.70
$45.00$50.00Aug 21$2.77$2.77$2.231.24$47.77
$50.00$55.00Aug 21$1.15$1.15$3.850.30$51.15
$55.00$60.00Aug 21$0.53$0.53$4.470.12$55.53
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$45.00Aug 21$2.32$2.32$2.680.87$47.68
$45.00$40.00Aug 21$2.03$2.03$2.970.68$42.97
$40.00$35.00Aug 21$0.22$0.22$4.780.05$39.78

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. 4 found (cheapest 15.80% of stock, avg 20.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Aug 21$1.98$5.40$7.38$42.62$57.3815.80%
$45.00Aug 21$4.75$3.08$7.83$37.17$52.8316.76%
$40.00Aug 21$8.45$1.05$9.50$30.50$49.5020.33%
$35.00Aug 21$12.45$0.83$13.28$21.72$48.2828.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 2.42% of stock, avg 5.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$35.00Aug 21$0.30$0.83$1.13$33.87$61.13
$60.00$40.00Aug 21$0.30$1.05$1.35$38.65$61.35
$55.00$35.00Aug 21$0.83$0.83$1.66$33.34$56.66
$55.00$40.00Aug 21$0.83$1.05$1.88$38.12$56.88
$50.00$35.00Aug 21$1.98$0.83$2.81$32.19$52.81
$50.00$40.00Aug 21$1.98$1.05$3.03$36.97$53.03
$60.00$45.00Aug 21$0.30$3.08$3.38$41.62$63.38
$55.00$45.00Aug 21$0.83$3.08$3.91$41.09$58.91
$50.00$45.00Aug 21$1.98$3.08$5.06$39.94$55.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.75, avg credit $2.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
40/4550/55Aug 21$3.18$1.821.75$41.82$53.18
35/4045/50Aug 21$2.99$2.011.49$37.01$47.99
45/5055/60Aug 21$2.85$2.151.33$47.15$57.85
40/4555/60Aug 21$2.56$2.441.05$42.44$57.56
35/4050/55Aug 21$1.37$3.630.38$38.63$51.37
35/4055/60Aug 21$0.75$4.250.18$39.25$55.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 16.24, cheapest $0.29)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Aug 21$0.30$4.7015.67
$50.00$55.00$60.00Aug 21$0.62$4.387.06
$40.00$45.00$50.00Aug 21$0.93$4.074.38
$45.00$50.00$55.00Aug 21$1.62$3.382.09
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$0.29$4.7116.24
$35.00$40.00$45.00Aug 21$1.81$3.191.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $-0.61, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$40.00$45.001:2Aug 21-$1.05$3.95
$35.00$40.001:2Aug 21-$4.45$0.55
$55.00$60.001:2Aug 21$0.23$4.77
$50.00$55.001:2Aug 21$0.32$4.68
$45.00$50.001:2Aug 21$0.79$4.21
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$40.00$35.001:2Aug 21-$0.61$4.39
$50.00$45.001:2Aug 21-$0.76$4.24
$45.00$40.001:2Aug 21$0.98$4.02

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 3.32%, avg 2.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$1.550.387.0%3.32%10.34%231.5K
$55.00Aug 21$0.400.2017.7%0.86%18.58%2483.6K

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 296
Total Puts 304
Put/Call Ratio 1.03
Net Difference -8

Prior's Put/Call Breakdown

Total Calls 713
Total Puts 3,974
Put/Call Ratio 5.57
Net Difference -3,261

Prior 7-Day Put/Call Summary

Total Calls 832
Total Puts 4,809
Average Put/Call Ratio 5.00
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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