Options Chain for VARONIS SYS INC COM (VRNS) - $32.35 as of 11/26/2025 9:04:45 PM EST
Calls
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17.50 | 13.40 | 17.00 | 15.20 | % | 0.87 | 0 | 0 | 1.99 | 1.00 | 0.00 | 0.00 | 11/26/2025 3:59:56 PM EST | |||
| 20.00 | 10.50 | 14.50 | 12.50 | % | 0.62 | 0 | 0 | 1.65 | 1.00 | 0.00 | 0.00 | 11/26/2025 3:59:56 PM EST | |||
| 22.50 | 8.00 | 12.10 | 10.05 | % | 0.45 | 0 | 0 | 1.39 | 0.99 | 0.00 | -0.01 | 11/26/2025 3:59:56 PM EST | |||
| 25.00 | 5.60 | 9.70 | 7.65 | 10.00 | 0.00 | 0.00% | 0.31 | 0 | 0 | 1.15 | 0.97 | 0.01 | -0.02 | 11/6/2025 | 11/26/2025 3:59:56 PM EST |
| 30.00 | 3.10 | 5.00 | 4.05 | 6.00 | 0.00 | 0.00% | 0.13 | 0 | 3 | 0.44 | 0.76 | 0.06 | -0.03 | 11/6/2025 | 11/26/2025 3:59:56 PM EST |
| 35.00 | 0.85 | 1.55 | 1.20 | 0.95 | -0.15 | -13.64% | 0.03 | 90 | 591 | 0.39 | 0.39 | 0.08 | -0.02 | 11/26/2025 | 11/26/2025 3:59:56 PM EST |
| 40.00 | 0.05 | 0.55 | 0.30 | 0.30 | +0.06 | +25.00% | 0.01 | 30 | 473 | 0.39 | 0.13 | 0.04 | -0.01 | 11/26/2025 | 11/26/2025 3:59:56 PM EST |
| 45.00 | 0.00 | 0.75 | 0.38 | 0.20 | % | 0.01 | 40 | 0 | 0.76 | 0.03 | 0.01 | 0.00 | 11/26/2025 | 11/26/2025 3:59:56 PM EST | |
| 50.00 | 0.00 | 0.75 | 0.38 | 0.27 | 0.00 | 0.00% | 0.01 | 0 | 3 | 0.92 | 0.00 | 0.00 | 0.00 | 11/3/2025 | 11/26/2025 3:59:56 PM EST |
| 55.00 | 0.00 | 1.75 | 0.88 | % | 0.02 | 0 | 0 | 1.37 | 0.00 | 0.00 | 0.00 | 11/26/2025 3:59:56 PM EST | |||
| 60.00 | 0.00 | 2.15 | 1.08 | % | 0.02 | 0 | 0 | 1.61 | 0.00 | 0.00 | 0.00 | 11/26/2025 3:59:56 PM EST |
Puts
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17.50 | 0.00 | 1.95 | 0.98 | % | 0.06 | 0 | 0 | 2.04 | 0.00 | 0.00 | 0.00 | 11/26/2025 3:59:56 PM EST | |||
| 20.00 | 0.00 | 1.75 | 0.88 | % | 0.04 | 0 | 0 | 1.64 | 0.00 | 0.00 | 0.00 | 11/26/2025 3:59:56 PM EST | |||
| 22.50 | 0.00 | 1.75 | 0.88 | % | 0.04 | 0 | 0 | 1.37 | -0.01 | 0.00 | -0.01 | 11/26/2025 3:59:56 PM EST | |||
| 25.00 | 0.00 | 2.05 | 1.03 | % | 0.04 | 0 | 0 | 1.20 | -0.03 | 0.01 | -0.02 | 11/26/2025 3:59:56 PM EST | |||
| 30.00 | 0.80 | 1.20 | 1.00 | 1.03 | 0.00 | 0.00% | 0.03 | 0 | 134 | 0.47 | -0.24 | 0.06 | -0.03 | 11/20/2025 | 11/26/2025 3:59:56 PM EST |
| 35.00 | 2.80 | 3.80 | 3.30 | 3.30 | 0.00 | 0.00% | 0.09 | 0 | 114 | 0.40 | -0.61 | 0.08 | -0.02 | 11/18/2025 | 11/26/2025 3:59:56 PM EST |
| 40.00 | 5.90 | 9.20 | 7.55 | 5.70 | 0.00 | 0.00% | 0.19 | 0 | 2 | 0.92 | -0.87 | 0.04 | -0.01 | 11/4/2025 | 11/26/2025 3:59:56 PM EST |
| 45.00 | 10.70 | 13.80 | 12.25 | % | 0.27 | 0 | 0 | 1.06 | -0.97 | 0.01 | 0.00 | 11/26/2025 3:59:56 PM EST | |||
| 50.00 | 15.70 | 19.40 | 17.55 | % | 0.35 | 0 | 0 | 1.41 | -1.00 | 0.00 | 0.00 | 11/26/2025 3:59:56 PM EST | |||
| 55.00 | 20.70 | 24.40 | 22.55 | % | 0.41 | 0 | 0 | 1.58 | -1.00 | 0.00 | 0.00 | 11/26/2025 3:59:56 PM EST | |||
| 60.00 | 25.70 | 29.40 | 27.55 | % | 0.46 | 0 | 0 | 1.73 | -1.00 | 0.00 | 0.00 | 11/26/2025 3:59:56 PM EST |