Tour v452
VRNS
VARONIS SYS INC
$45.95 -1.54%
(7/27 18:03) ◀
|
Tuesday, July 28, 2026 (2:05pm)
January 2026
|
▶ (7/28 18:07)
◀ 7/28 14:07 ▶

Option Volume

Detail
ℹ
Current (07/28 2:05pm) 4,238
Calls: 734 (17%)
Puts: 3,504 (83%)
Prior (07/27) 600
Calls: 296 (49%)
Puts: 304 (51%)
Current vs Prior +606.33%
Calls: +147.97% (Calls)
Puts: +1052.63% (Puts)
Prior 7-Day Total 6,241
Calls: 1,128 (18%)
Puts: 5,113 (82%)
Prior 7-Day Average 2,080
Calls: 161 (18%)
Puts: 730 (82%)
Current vs Prior 7-Day Avg +103.72%
Calls: +355.50%
Puts: +379.72%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/28 2:05pm) $847.9K
Calls: $113.0K (13%)
Puts: $734.9K (87%)
Prior (07/27) $137.0K
Calls: $43.4K (32%)
Puts: $93.6K (68%)
Current vs Prior +518.87%
Calls: +160.47%
Puts: +684.90%
Prior 7-Day Total $1.39M
Calls: $180.6K (13%)
Puts: $1.21M (87%)
Prior 7-Day Average $462.4K
Calls: $25.8K (13%)
Puts: $172.4K (87%)
Current vs Prior 7-Day Avg +83.37%
Calls: +337.97%
Puts: +326.36%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/28 2:05pm) 4.77
Prior (07/27) 1.03
Current vs Prior +364.82%
Prior 7-Day Average 3.68
Current vs Prior 7-Day Avg +29.88%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/28 2:05pm) 35,856
Calls: 23,923 (67%)
Puts: 11,933 (33%)
Prior (07/27) 36,686
Calls: 24,371 (66%)
Puts: 12,315 (34%)
Current vs Prior -2.26%
Prior 7-Day Total 81,420
Calls: 59,756 (73%)
Puts: 21,664 (27%)
Prior 7-Day Average 27,140
Calls: 19,918 (73%)
Puts: 7,221 (27%)
Current vs Prior 7-Day Avg +32.11%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 18.72% | 19.80%
Prior 18.21% | 24.60%
Current vs Prior +2.75% | -19.51%
Prior 7-Day Avg 17.98% | 22.59%
Current vs 7-Day Avg +4.10% | -12.33%
Prior 7-Day Eod 18.21% | 24.60%
Current vs 7-Day Eod +2.75% | -19.51%
Sentiment BEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 52.18% | 40.23%
Calls: 66.51% | 31.58%
Puts: 37.84% | 48.89%
Prior 15.29% | 12.95%
Calls: 14.46% | 12.12%
Puts: 16.13% | 13.79%
Current vs Prior +241.27% | +210.66%
Prior 7-Day Avg 15.02% | 22.21%
Calls: 14.46% | 30.88%
Puts: 15.57% | 13.56%
Current vs 7-Day Avg +247.52% | +81.09%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 87% of dollar volume in puts ($734.9K) vs calls ($113.0K). Massive premium surge with dollar volume up 519% vs prior. Dollar volume significantly above 7-day average (83% higher). Unusually high activity with volume up 606% vs prior - elevated interest.

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 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 0.71, highest 0.89)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 2110.3012.50$11.4019.3%--0.8916
$40.00Aug 216.408.60$7.5029.3%--0.77147
$45.00Aug 213.506.30$4.9057.1%500.5994
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 214.907.00$5.9535.3%--0.6213

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 4.2K, top 2.8K)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.501.80$1.15113.0%6330.233.2K
$45.00Aug 213.506.30$4.9057.1%500.5994
$50.00Aug 212.052.50$2.2819.7%370.391.5K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Aug 211.551.90$1.7320.2%2.8K0.241.3K
$45.00Aug 213.004.40$3.7037.8%6660.413.2K
$35.00Aug 210.501.00$0.7566.7%270.1230

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 4.10, avg 2.02)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$1.13$3.87$1.133.42$51.13
$40.00$45.00Aug 21$2.60$2.40$2.600.92$42.60
$45.00$50.00Aug 21$2.62$2.38$2.620.91$47.62
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$35.00Aug 21$0.98$4.02$0.984.10$39.02
$45.00$40.00Aug 21$1.97$3.03$1.971.54$43.03
$50.00$45.00Aug 21$2.25$2.75$2.251.22$47.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 3.55, avg 1.10)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$40.00Aug 21$3.90$3.90$1.103.55$38.90
$45.00$50.00Aug 21$2.62$2.62$2.381.10$47.62
$40.00$45.00Aug 21$2.60$2.60$2.401.08$42.60
$50.00$55.00Aug 21$1.13$1.13$3.870.29$51.13
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$45.00Aug 21$2.25$2.25$2.750.82$47.75
$45.00$40.00Aug 21$1.97$1.97$3.030.65$43.03
$40.00$35.00Aug 21$0.98$0.98$4.020.24$39.02

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 17.91% of stock, avg 20.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$50.00Aug 21$2.28$5.95$8.23$41.77$58.2317.91%
$45.00Aug 21$4.90$3.70$8.60$36.40$53.6018.72%
$40.00Aug 21$7.50$1.73$9.23$30.77$49.2320.09%
$35.00Aug 21$11.40$0.75$12.15$22.85$47.1526.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 4.13% of stock, avg 8.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$35.00Aug 21$1.15$0.75$1.90$33.10$56.90
$55.00$40.00Aug 21$1.15$1.73$2.88$37.12$57.88
$50.00$35.00Aug 21$2.28$0.75$3.03$31.97$53.03
$50.00$40.00Aug 21$2.28$1.73$4.01$35.99$54.01
$55.00$45.00Aug 21$1.15$3.70$4.85$40.15$59.85
$50.00$45.00Aug 21$2.28$3.70$5.98$39.02$55.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 2.57, avg credit $2.94)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
35/4045/50Aug 21$3.60$1.402.57$36.40$48.60
40/4550/55Aug 21$3.10$1.901.63$41.90$53.10
35/4050/55Aug 21$2.11$2.890.73$37.89$52.11

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 16.86, cheapest $0.28)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Aug 21$1.30$3.702.85
$45.00$50.00$55.00Aug 21$1.49$3.512.36
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$0.28$4.7216.86
$35.00$40.00$45.00Aug 21$0.99$4.014.05

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-0.02, 4 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21-$0.02$4.98
$40.00$45.001:2Aug 21-$2.30$2.70
$35.00$40.001:2Aug 21-$3.60$1.40
$45.00$50.001:2Aug 21$0.34$4.66
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Aug 21-$1.45$3.55
$40.00$35.001:2Aug 21$0.23$4.77
$45.00$40.001:2Aug 21$0.24$4.76

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 4.46%, avg 2.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$2.050.398.8%4.46%13.28%371.5K
$55.00Aug 21$0.500.2319.7%1.09%20.78%6333.2K

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 734
Total Puts 3,504
Put/Call Ratio 4.77
Net Difference -2,770

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 1,128
Total Puts 5,113
Average Put/Call Ratio 3.68
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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