Options Chain for VARONIS SYS INC COM (VRNS) - $47.80 as of 9/18/2026 8:24:57 AM 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 | 23.60 | 27.40 | 25.50 | % | 1.13 | 0 | 0 | 2.66 | 1.00 | 0.00 | 0.00 | 9/17/2026 3:59:48 PM EST | |||
| 25.00 | 21.10 | 25.10 | 23.10 | % | 0.92 | 0 | 0 | 2.43 | 1.00 | 0.00 | 0.00 | 9/17/2026 3:59:48 PM EST | |||
| 30.00 | 16.20 | 20.20 | 18.20 | % | 0.61 | 0 | 0 | 1.92 | 1.00 | 0.00 | 0.00 | 9/17/2026 3:59:48 PM EST | |||
| 35.00 | 11.50 | 15.40 | 13.45 | 12.99 | % | 0.38 | 2 | 0 | 1.51 | 0.98 | 0.01 | -0.02 | 9/17/2026 | 9/17/2026 3:59:48 PM EST | |
| 40.00 | 6.90 | 10.90 | 8.90 | 8.35 | +0.51 | +6.51% | 0.22 | 1 | 19 | 1.20 | 0.90 | 0.02 | -0.04 | 9/17/2026 | 9/17/2026 3:59:48 PM EST |
| 45.00 | 3.40 | 7.10 | 5.25 | 4.70 | 0.00 | 0.00% | 0.12 | 0 | 170 | 0.58 | 0.71 | 0.05 | -0.06 | 9/16/2026 | 9/17/2026 3:59:48 PM EST |
| 50.00 | 1.55 | 2.30 | 1.93 | 1.80 | +0.20 | +12.50% | 0.04 | 104 | 2,009 | 0.48 | 0.44 | 0.06 | -0.05 | 9/17/2026 | 9/17/2026 3:59:48 PM EST |
| 55.00 | 0.00 | 2.20 | 1.10 | 0.45 | 0.00 | 0.00% | 0.02 | 0 | 12 | 0.62 | 0.20 | 0.04 | -0.04 | 9/3/2026 | 9/17/2026 3:59:48 PM EST |
| 60.00 | 0.00 | 2.25 | 1.13 | % | 0.02 | 0 | 0 | 1.08 | 0.07 | 0.02 | -0.02 | 9/17/2026 3:59:48 PM EST | |||
| 65.00 | 0.00 | 0.30 | 0.15 | 0.10 | 0.00 | 0.00% | 0.00 | 0 | 20 | 0.60 | 0.02 | 0.01 | 0.00 | 9/15/2026 | 9/17/2026 3:59:48 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 | 2.15 | 1.08 | % | 0.05 | 0 | 0 | 2.79 | 0.00 | 0.00 | 0.00 | 9/17/2026 3:59:48 PM EST | |||
| 25.00 | 0.00 | 1.00 | 0.50 | % | 0.02 | 0 | 0 | 1.93 | 0.00 | 0.00 | 0.00 | 9/17/2026 3:59:48 PM EST | |||
| 30.00 | 0.00 | 1.75 | 0.88 | 0.10 | 0.00 | 0.00% | 0.03 | 0 | 2 | 1.80 | 0.00 | 0.00 | 0.00 | 9/11/2026 | 9/17/2026 3:59:48 PM EST |
| 35.00 | 0.00 | 0.70 | 0.35 | 0.50 | +0.20 | +66.67% | 0.01 | 6 | 1 | 0.99 | -0.02 | 0.01 | -0.02 | 9/17/2026 | 9/17/2026 3:59:48 PM EST |
| 40.00 | 0.80 | 1.05 | 0.93 | 0.90 | +0.30 | +50.00% | 0.02 | 11 | 171 | 0.75 | -0.10 | 0.02 | -0.04 | 9/17/2026 | 9/17/2026 3:59:48 PM EST |
| 45.00 | 1.00 | 2.20 | 1.60 | 2.30 | -0.01 | -0.44% | 0.04 | 1,877 | 1,411 | 0.57 | -0.29 | 0.05 | -0.06 | 9/17/2026 | 9/17/2026 3:59:48 PM EST |
| 50.00 | 2.25 | 5.20 | 3.73 | % | 0.07 | 0 | 0 | 0.48 | -0.56 | 0.06 | -0.05 | 9/17/2026 3:59:48 PM EST | |||
| 55.00 | 6.50 | 9.30 | 7.90 | % | 0.14 | 0 | 0 | 0.92 | -0.80 | 0.04 | -0.04 | 9/17/2026 3:59:48 PM EST | |||
| 60.00 | 10.60 | 13.40 | 12.00 | % | 0.20 | 0 | 0 | 0.95 | -0.93 | 0.02 | -0.02 | 9/17/2026 3:59:48 PM EST | |||
| 65.00 | 15.80 | 18.30 | 17.05 | % | 0.26 | 0 | 0 | 1.12 | -0.98 | 0.01 | 0.00 | 9/17/2026 3:59:48 PM EST |