Tour v492
VRNS
VARONIS SYS INC
$42.44 -2.21%
$43.18 (+1.74%)🌙
as of 08/06 07:21 PM
(8/5 19:22) ◀
|
Thursday, August 6, 2026 (7:21pm)
January 2026
|
▶
◀ 8/6 19:21

Option Volume

Detail
ℹ
Current (08/06) 196
Calls: 160 (82%)
Puts: 36 (18%)
Prior (08/05) 111
Calls: 73 (66%)
Puts: 38 (34%)
Current vs Prior +76.58%
Calls: +119.18% (Calls)
Puts: -5.26% (Puts)
Prior 7-Day Total 18,118
Calls: 2,960 (16%)
Puts: 15,158 (84%)
Prior 7-Day Average 2,588
Calls: 422 (16%)
Puts: 2,165 (84%)
Current vs Prior 7-Day Avg -92.43%
Calls: -62.16%
Puts: -98.34%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (08/06) $20.2K
Calls: $18.4K (91%)
Puts: $1.8K (9%)
Prior (08/05) $32.9K
Calls: $23.6K (72%)
Puts: $9.3K (28%)
Current vs Prior -38.79%
Calls: -22.10%
Puts: -81.13%
Prior 7-Day Total $5.99M
Calls: $889.5K (15%)
Puts: $5.10M (85%)
Prior 7-Day Average $855.2K
Calls: $127.1K (15%)
Puts: $728.2K (85%)
Current vs Prior 7-Day Avg -97.64%
Calls: -85.52%
Puts: -99.76%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (08/06) 0.23
Prior (08/05) 0.52
Current vs Prior -56.78%
Prior 7-Day Average 2.53
Current vs Prior 7-Day Avg -91.09%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (08/06) 8,516
Calls: 7,299 (86%)
Puts: 1,217 (14%)
Prior (08/05) 10,066
Calls: 1,193 (12%)
Puts: 8,873 (88%)
Current vs Prior -15.40%
Prior 7-Day Total 106,493
Calls: 42,238 (40%)
Puts: 64,255 (60%)
Prior 7-Day Average 15,213
Calls: 6,034 (40%)
Puts: 9,179 (60%)
Current vs Prior 7-Day Avg -44.02%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/21) | Next (09/18)
Current 11.92% | 15.46%
Prior 10.60% | 14.93%
Current vs Prior +12.49% | +3.52%
Prior 7-Day Avg 15.29% | 18.19%
Current vs 7-Day Avg -22.04% | -15.04%
Prior 7-Day Eod 10.60% | 14.93%
Current vs 7-Day Eod +12.49% | +3.52%
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 52.18% | 40.23%
Calls: 66.51% | 31.58%
Puts: 37.84% | 48.89%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($18.4K) vs puts ($1.8K). Above-average activity with volume up 77% vs prior. Extreme bullish P/C ratio of 0.23 - heavy call buying (160 calls vs 36 puts). P/C ratio dropping 57% - sentiment shifting bullish.

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

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. 7 active (total vol 167, top 40)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 180.051.50$0.78185.9%400.212.4K
$50.00Aug 210.001.00$0.50200.0%390.161.5K
$45.00Sep 181.002.80$1.9094.7%390.421.1K
$55.00Aug 210.000.95$0.48197.9%360.122.4K
$45.00Aug 211.203.00$2.1085.7%20.42--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Aug 210.201.95$1.08162.0%80.17102
$30.00Aug 210.000.95$0.48197.9%30.08--

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 69.9%, max 90.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Aug 21Sep 1887.8%46.2%90.1%411.1K
$50.00Aug 21Sep 1872.9%48.7%49.8%793.8K
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 3 found (best R:R 7.33, avg 4.30)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$50.00Sep 18$1.12$3.88$1.123.46$46.12
$45.00$50.00Aug 21$1.60$3.40$1.602.12$46.60
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$35.00$30.00Aug 21$0.60$4.40$0.607.33$34.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.47, avg 0.30)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$50.00Aug 21$1.60$1.60$3.400.47$46.60
$45.00$50.00Sep 18$1.12$1.12$3.880.29$46.12
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$30.00Aug 21$0.60$0.60$4.400.14$34.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.28, cheapest $0.28)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Aug 21Sep 18$0.2872.9%48.7%
PUTS (0)
No puts found

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

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 6 found (cheapest 2.26% of stock, avg 4.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$30.00Aug 21$0.48$0.48$0.96$29.04$55.96
$50.00$30.00Aug 21$0.50$0.48$0.98$29.02$50.98
$55.00$35.00Aug 21$0.48$1.08$1.56$33.44$56.56
$50.00$35.00Aug 21$0.50$1.08$1.58$33.42$51.58
$45.00$30.00Aug 21$2.10$0.48$2.58$27.42$47.58
$45.00$35.00Aug 21$2.10$1.08$3.18$31.82$48.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.79, avg credit $2.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
30/3545/50Aug 21$2.20$2.800.79$32.80$47.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 2.16, cheapest $1.58)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$45.00$50.00$55.00Aug 21$1.58$3.422.16
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 $-0.46, 1 credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21-$0.46$4.54
$45.00$50.001:2Sep 18$0.34$4.66
$45.00$50.001:2Aug 21$1.10$3.90
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$35.00$30.001:2Aug 21$0.12$4.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.83%, avg 2.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Aug 21$1.200.426.0%2.83%8.86%2--
$45.00Sep 18$1.000.426.0%2.36%8.39%391.1K

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 160
Total Puts 36
Put/Call Ratio 0.23
Net Difference 124

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 2,960
Total Puts 15,158
Average Put/Call Ratio 2.53
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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