Options Chain for VARONIS SYS INC COM (VRNS) - $41.23 as of 8/24/2026 7:03:08 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 17.00 | 21.00 | 19.00 | % | 0.84 | 0 | 0 | 1.85 | 0.99 | 0.00 | -0.01 | 8/24/2026 3:59:54 PM EST | |||
| 25.00 | 14.60 | 18.70 | 16.65 | % | 0.67 | 0 | 0 | 1.67 | 0.98 | 0.00 | -0.01 | 8/24/2026 3:59:54 PM EST | |||
| 30.00 | 10.10 | 14.00 | 12.05 | % | 0.40 | 0 | 0 | 1.30 | 0.93 | 0.01 | -0.02 | 8/24/2026 3:59:54 PM EST | |||
| 35.00 | 5.90 | 9.90 | 7.90 | % | 0.23 | 0 | 0 | 1.08 | 0.80 | 0.03 | -0.03 | 8/24/2026 3:59:54 PM EST | |||
| 40.00 | 3.30 | 5.80 | 4.55 | 4.00 | 0.00 | 0.00% | 0.11 | 0 | 17 | 0.61 | 0.61 | 0.04 | -0.04 | 8/21/2026 | 8/24/2026 3:59:54 PM EST |
| 45.00 | 1.50 | 2.50 | 2.00 | 1.50 | % | 0.04 | 3 | 0 | 0.53 | 0.40 | 0.04 | -0.04 | 8/24/2026 | 8/24/2026 3:59:54 PM EST | |
| 50.00 | 0.00 | 2.40 | 1.20 | % | 0.02 | 0 | 0 | 0.82 | 0.22 | 0.03 | -0.03 | 8/24/2026 3:59:54 PM EST | |||
| 55.00 | 0.00 | 1.75 | 0.88 | % | 0.02 | 0 | 0 | 0.88 | 0.11 | 0.02 | -0.02 | 8/24/2026 3:59:54 PM EST | |||
| 60.00 | 0.00 | 1.75 | 0.88 | % | 0.01 | 0 | 0 | 1.02 | 0.05 | 0.01 | -0.01 | 8/24/2026 3:59:54 PM EST | |||
| 65.00 | 0.00 | 1.75 | 0.88 | % | 0.01 | 0 | 0 | 1.15 | 0.02 | 0.01 | 0.00 | 8/24/2026 3:59:54 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 0.00 | 1.85 | 0.93 | % | 0.04 | 0 | 0 | 1.73 | -0.01 | 0.00 | -0.01 | 8/24/2026 3:59:54 PM EST | |||
| 25.00 | 0.00 | 1.85 | 0.93 | % | 0.04 | 0 | 0 | 1.51 | -0.02 | 0.00 | -0.01 | 8/24/2026 3:59:54 PM EST | |||
| 30.00 | 0.00 | 2.00 | 1.00 | % | 0.03 | 0 | 0 | 1.15 | -0.07 | 0.01 | -0.02 | 8/24/2026 3:59:54 PM EST | |||
| 35.00 | 0.50 | 1.80 | 1.15 | % | 0.03 | 0 | 0 | 0.59 | -0.20 | 0.03 | -0.03 | 8/24/2026 3:59:54 PM EST | |||
| 40.00 | 1.55 | 3.60 | 2.58 | % | 0.06 | 0 | 0 | 0.53 | -0.39 | 0.04 | -0.04 | 8/24/2026 3:59:54 PM EST | |||
| 45.00 | 4.80 | 7.70 | 6.25 | % | 0.14 | 0 | 0 | 0.65 | -0.60 | 0.04 | -0.04 | 8/24/2026 3:59:54 PM EST | |||
| 50.00 | 8.00 | 11.10 | 9.55 | % | 0.19 | 0 | 0 | 0.86 | -0.78 | 0.03 | -0.03 | 8/24/2026 3:59:54 PM EST | |||
| 55.00 | 12.80 | 15.80 | 14.30 | % | 0.26 | 0 | 0 | 0.99 | -0.89 | 0.02 | -0.02 | 8/24/2026 3:59:54 PM EST | |||
| 60.00 | 17.80 | 20.80 | 19.30 | % | 0.32 | 0 | 0 | 1.14 | -0.95 | 0.01 | -0.01 | 8/24/2026 3:59:54 PM EST | |||
| 65.00 | 22.60 | 25.80 | 24.20 | % | 0.37 | 0 | 0 | 1.28 | -0.98 | 0.01 | 0.00 | 8/24/2026 3:59:54 PM EST |