Options Chain for VARONIS SYS INC COM (VRNS) - $59.11 as of 8/22/2025 8:51:26 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 30.00 | 27.60 | 31.50 | 29.55 | % | 0.98 | 0 | 0 | 1.72 | 1.00 | 0.00 | 0.00 | 8/22/2025 3:59:48 PM EST | |||
| 35.00 | 22.60 | 26.50 | 24.55 | % | 0.70 | 0 | 0 | 1.40 | 1.00 | 0.00 | 0.00 | 8/22/2025 3:59:48 PM EST | |||
| 40.00 | 17.70 | 21.60 | 19.65 | % | 0.49 | 0 | 0 | 1.15 | 1.00 | 0.00 | 0.00 | 8/22/2025 3:59:48 PM EST | |||
| 45.00 | 13.00 | 16.60 | 14.80 | % | 0.33 | 0 | 0 | 0.92 | 0.99 | 0.00 | 0.00 | 8/22/2025 3:59:48 PM EST | |||
| 50.00 | 8.20 | 11.80 | 10.00 | % | 0.20 | 0 | 0 | 0.72 | 0.93 | 0.02 | -0.01 | 8/22/2025 3:59:48 PM EST | |||
| 55.00 | 5.30 | 5.70 | 5.50 | % | 0.10 | 0 | 0 | 0.31 | 0.76 | 0.04 | -0.02 | 8/22/2025 3:59:48 PM EST | |||
| 60.00 | 2.05 | 2.60 | 2.33 | 2.05 | 0.00 | 0.00% | 0.04 | 0 | 3 | 0.28 | 0.49 | 0.06 | -0.03 | 8/19/2025 | 8/22/2025 3:59:48 PM EST |
| 65.00 | 0.00 | 1.00 | 0.50 | 0.80 | +0.15 | +23.08% | 0.01 | 14 | 400 | 0.31 | 0.23 | 0.05 | -0.02 | 8/22/2025 | 8/22/2025 3:59:48 PM EST |
| 70.00 | 0.00 | 1.35 | 0.68 | % | 0.01 | 0 | 0 | 0.49 | 0.08 | 0.02 | -0.01 | 8/22/2025 3:59:48 PM EST | |||
| 75.00 | 0.00 | 2.15 | 1.08 | % | 0.01 | 0 | 0 | 0.72 | 0.02 | 0.01 | 0.00 | 8/22/2025 3:59:48 PM EST | |||
| 80.00 | 0.00 | 1.75 | 0.88 | % | 0.01 | 0 | 0 | 0.77 | 0.00 | 0.00 | 0.00 | 8/22/2025 3:59:48 PM EST | |||
| 85.00 | 0.00 | 2.15 | 1.08 | % | 0.01 | 0 | 0 | 0.92 | 0.00 | 0.00 | 0.00 | 8/22/2025 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 30.00 | 0.00 | 0.30 | 0.15 | % | 0.01 | 0 | 0 | 1.03 | 0.00 | 0.00 | 0.00 | 8/22/2025 3:59:48 PM EST | |||
| 35.00 | 0.00 | 0.40 | 0.20 | % | 0.01 | 0 | 0 | 0.87 | 0.00 | 0.00 | 0.00 | 8/22/2025 3:59:48 PM EST | |||
| 40.00 | 0.00 | 2.15 | 1.08 | % | 0.03 | 0 | 0 | 1.13 | 0.00 | 0.00 | 0.00 | 8/22/2025 3:59:48 PM EST | |||
| 45.00 | 0.00 | 2.20 | 1.10 | 0.51 | 0.00 | 0.00% | 0.02 | 0 | 1 | 0.90 | -0.01 | 0.00 | 0.00 | 8/15/2025 | 8/22/2025 3:59:48 PM EST |
| 50.00 | 0.00 | 1.45 | 0.73 | % | 0.01 | 0 | 0 | 0.56 | -0.07 | 0.02 | -0.01 | 8/22/2025 3:59:48 PM EST | |||
| 55.00 | 0.80 | 1.10 | 0.95 | 0.90 | % | 0.02 | 50 | 0 | 0.29 | -0.24 | 0.04 | -0.02 | 8/22/2025 | 8/22/2025 3:59:48 PM EST | |
| 60.00 | 1.90 | 4.10 | 3.00 | 3.30 | 0.00 | 0.00% | 0.05 | 0 | 1 | 0.28 | -0.51 | 0.06 | -0.03 | 8/18/2025 | 8/22/2025 3:59:48 PM EST |
| 65.00 | 6.00 | 6.50 | 6.25 | % | 0.10 | 0 | 0 | 0.30 | -0.77 | 0.05 | -0.02 | 8/22/2025 3:59:48 PM EST | |||
| 70.00 | 9.20 | 12.60 | 10.90 | % | 0.16 | 0 | 0 | 0.59 | -0.92 | 0.02 | -0.01 | 8/22/2025 3:59:48 PM EST | |||
| 75.00 | 13.90 | 17.60 | 15.75 | % | 0.21 | 0 | 0 | 0.71 | -0.98 | 0.01 | 0.00 | 8/22/2025 3:59:48 PM EST | |||
| 80.00 | 19.20 | 22.60 | 20.90 | % | 0.26 | 0 | 0 | 0.82 | -1.00 | 0.00 | 0.00 | 8/22/2025 3:59:48 PM EST | |||
| 85.00 | 24.20 | 27.40 | 25.80 | % | 0.30 | 0 | 0 | 0.89 | -1.00 | 0.00 | 0.00 | 8/22/2025 3:59:48 PM EST |