Options Chain for VARONIS SYS INC COM (VRNS) - $47.45 as of 10/1/2026 7:18:44 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 25.00 | 20.90 | 24.80 | 22.85 | % | 0.91 | 0 | 0 | 1.88 | 1.00 | 0.00 | 0.00 | 10/1/2026 4:00:04 PM EST | |||
| 30.00 | 16.20 | 20.00 | 18.10 | 17.93 | 0.00 | 0.00% | 0.60 | 0 | 2 | 1.49 | 0.98 | 0.00 | -0.01 | 9/18/2026 | 10/1/2026 4:00:04 PM EST |
| 35.00 | 11.50 | 15.30 | 13.40 | 13.75 | 0.00 | 0.00% | 0.38 | 0 | 7 | 1.22 | 0.93 | 0.01 | -0.02 | 9/24/2026 | 10/1/2026 4:00:04 PM EST |
| 40.00 | 7.10 | 11.10 | 9.10 | 8.60 | 0.00 | 0.00% | 0.23 | 0 | 3 | 1.01 | 0.81 | 0.03 | -0.03 | 9/22/2026 | 10/1/2026 4:00:04 PM EST |
| 45.00 | 3.50 | 7.40 | 5.45 | 5.48 | 0.00 | 0.00% | 0.12 | 0 | 11 | 0.64 | 0.62 | 0.04 | -0.04 | 9/24/2026 | 10/1/2026 4:00:04 PM EST |
| 50.00 | 2.00 | 2.90 | 2.45 | 4.00 | +1.60 | +66.67% | 0.05 | 1 | 1,224 | 0.54 | 0.40 | 0.04 | -0.04 | 10/1/2026 | 10/1/2026 4:00:04 PM EST |
| 55.00 | 0.30 | 1.55 | 0.93 | 0.90 | -0.50 | -35.72% | 0.02 | 1 | 1,017 | 0.48 | 0.21 | 0.04 | -0.03 | 10/1/2026 | 10/1/2026 4:00:04 PM EST |
| 60.00 | 0.00 | 1.90 | 0.95 | % | 0.02 | 0 | 0 | 0.79 | 0.11 | 0.02 | -0.02 | 10/1/2026 4:00:04 PM EST | |||
| 65.00 | 0.00 | 1.35 | 0.68 | % | 0.01 | 0 | 0 | 0.82 | 0.05 | 0.01 | -0.01 | 10/1/2026 4:00:04 PM EST | |||
| 70.00 | 0.00 | 1.15 | 0.58 | % | 0.01 | 0 | 0 | 0.89 | 0.02 | 0.01 | 0.00 | 10/1/2026 4:00:04 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 25.00 | 0.00 | 1.00 | 0.50 | % | 0.02 | 0 | 0 | 1.45 | 0.00 | 0.00 | 0.00 | 10/1/2026 4:00:04 PM EST | |||
| 30.00 | 0.00 | 2.30 | 1.15 | % | 0.04 | 0 | 0 | 1.50 | -0.02 | 0.00 | -0.01 | 10/1/2026 4:00:04 PM EST | |||
| 35.00 | 0.00 | 1.90 | 0.95 | % | 0.03 | 0 | 0 | 1.05 | -0.07 | 0.01 | -0.02 | 10/1/2026 4:00:04 PM EST | |||
| 40.00 | 0.65 | 2.00 | 1.33 | 1.48 | 0.00 | 0.00% | 0.03 | 0 | 1,151 | 0.60 | -0.19 | 0.03 | -0.03 | 9/29/2026 | 10/1/2026 4:00:04 PM EST |
| 45.00 | 2.30 | 2.85 | 2.58 | 2.40 | -0.60 | -20.00% | 0.06 | 3 | 109 | 0.51 | -0.38 | 0.04 | -0.04 | 10/1/2026 | 10/1/2026 4:00:04 PM EST |
| 50.00 | 3.50 | 6.60 | 5.05 | 5.00 | 0.00 | 0.00% | 0.10 | 0 | 1 | 0.45 | -0.60 | 0.04 | -0.04 | 9/25/2026 | 10/1/2026 4:00:04 PM EST |
| 55.00 | 6.40 | 9.80 | 8.10 | % | 0.15 | 0 | 0 | 0.68 | -0.79 | 0.04 | -0.03 | 10/1/2026 4:00:04 PM EST | |||
| 60.00 | 11.30 | 14.40 | 12.85 | % | 0.21 | 0 | 0 | 0.83 | -0.89 | 0.02 | -0.02 | 10/1/2026 4:00:04 PM EST | |||
| 65.00 | 16.10 | 19.30 | 17.70 | % | 0.27 | 0 | 0 | 0.96 | -0.95 | 0.01 | -0.01 | 10/1/2026 4:00:04 PM EST | |||
| 70.00 | 21.10 | 24.30 | 22.70 | % | 0.32 | 0 | 0 | 1.08 | -0.98 | 0.01 | 0.00 | 10/1/2026 4:00:04 PM EST |