Options Chain for VARONIS SYS INC COM (VRNS) - $59.46 as of 10/3/2025 3:34:02 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 | 27.50 | 31.20 | 29.35 | % | 0.98 | 0 | 0 | 1.71 | 1.00 | 0.00 | 0.00 | 10/3/2025 4:00:03 PM EST | |||
| 35.00 | 22.50 | 26.20 | 24.35 | % | 0.70 | 0 | 0 | 1.39 | 1.00 | 0.00 | 0.00 | 10/3/2025 4:00:03 PM EST | |||
| 40.00 | 18.40 | 21.30 | 19.85 | % | 0.50 | 0 | 0 | 1.13 | 0.99 | 0.00 | -0.01 | 10/3/2025 4:00:03 PM EST | |||
| 45.00 | 13.60 | 16.50 | 15.05 | % | 0.33 | 0 | 0 | 0.91 | 0.96 | 0.01 | -0.02 | 10/3/2025 4:00:03 PM EST | |||
| 50.00 | 9.00 | 12.00 | 10.50 | % | 0.21 | 0 | 0 | 0.75 | 0.87 | 0.02 | -0.03 | 10/3/2025 4:00:03 PM EST | |||
| 55.00 | 6.00 | 6.60 | 6.30 | 5.80 | 0.00 | 0.00% | 0.11 | 0 | 4 | 0.46 | 0.70 | 0.03 | -0.04 | 9/26/2025 | 10/3/2025 4:00:03 PM EST |
| 60.00 | 3.20 | 3.70 | 3.45 | 3.20 | 0.00 | 0.00% | 0.06 | 0 | 25 | 0.45 | 0.49 | 0.04 | -0.04 | 10/2/2025 | 10/3/2025 4:00:03 PM EST |
| 65.00 | 1.45 | 1.95 | 1.70 | 1.79 | 0.00 | 0.00% | 0.03 | 0 | 9 | 0.42 | 0.30 | 0.04 | -0.04 | 9/26/2025 | 10/3/2025 4:00:03 PM EST |
| 70.00 | 0.50 | 1.00 | 0.75 | 0.85 | 0.00 | 0.00% | 0.01 | 0 | 1 | 0.59 | 0.15 | 0.03 | -0.03 | 9/26/2025 | 10/3/2025 4:00:03 PM EST |
| 75.00 | 0.15 | 1.50 | 0.83 | 0.31 | 0.00 | 0.00% | 0.01 | 0 | 2 | 0.66 | 0.07 | 0.02 | -0.01 | 9/30/2025 | 10/3/2025 4:00:03 PM EST |
| 80.00 | 0.00 | 2.20 | 1.10 | % | 0.01 | 0 | 0 | 0.88 | 0.03 | 0.01 | -0.01 | 10/3/2025 4:00:03 PM EST | |||
| 85.00 | 0.00 | 2.20 | 1.10 | % | 0.01 | 0 | 0 | 0.99 | 0.01 | 0.00 | 0.00 | 10/3/2025 4:00:03 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 | 1.50 | 0.75 | % | 0.03 | 0 | 0 | 1.63 | 0.00 | 0.00 | 0.00 | 10/3/2025 4:00:03 PM EST | |||
| 35.00 | 0.00 | 2.15 | 1.08 | % | 0.03 | 0 | 0 | 1.50 | 0.00 | 0.00 | 0.00 | 10/3/2025 4:00:03 PM EST | |||
| 40.00 | 0.00 | 2.20 | 1.10 | % | 0.03 | 0 | 0 | 1.23 | -0.01 | 0.00 | -0.01 | 10/3/2025 4:00:03 PM EST | |||
| 45.00 | 0.00 | 0.80 | 0.40 | % | 0.01 | 0 | 0 | 0.86 | -0.04 | 0.01 | -0.02 | 10/3/2025 4:00:03 PM EST | |||
| 50.00 | 0.45 | 0.90 | 0.68 | % | 0.01 | 0 | 0 | 0.77 | -0.13 | 0.02 | -0.03 | 10/3/2025 4:00:03 PM EST | |||
| 55.00 | 1.55 | 1.95 | 1.75 | 2.47 | 0.00 | 0.00% | 0.03 | 0 | 39 | 0.40 | -0.30 | 0.03 | -0.04 | 10/1/2025 | 10/3/2025 4:00:03 PM EST |
| 60.00 | 3.60 | 4.00 | 3.80 | 3.80 | +0.10 | +2.71% | 0.06 | 21 | 9 | 0.38 | -0.51 | 0.04 | -0.04 | 10/3/2025 | 10/3/2025 4:00:03 PM EST |
| 65.00 | 6.70 | 7.20 | 6.95 | 6.43 | 0.00 | 0.00% | 0.11 | 0 | 2 | 0.66 | -0.70 | 0.04 | -0.04 | 9/23/2025 | 10/3/2025 4:00:03 PM EST |
| 70.00 | 9.90 | 12.30 | 11.10 | 10.21 | 0.00 | 0.00% | 0.16 | 0 | 1 | 0.69 | -0.85 | 0.03 | -0.03 | 9/23/2025 | 10/3/2025 4:00:03 PM EST |
| 75.00 | 14.60 | 16.60 | 15.60 | % | 0.21 | 0 | 0 | 0.82 | -0.93 | 0.02 | -0.01 | 10/3/2025 4:00:03 PM EST | |||
| 80.00 | 19.20 | 22.60 | 20.90 | % | 0.26 | 0 | 0 | 0.91 | -0.97 | 0.01 | -0.01 | 10/3/2025 4:00:03 PM EST | |||
| 85.00 | 24.60 | 27.60 | 26.10 | % | 0.31 | 0 | 0 | 1.08 | -0.99 | 0.00 | 0.00 | 10/3/2025 4:00:03 PM EST |