Options Chain for VARONIS SYS INC COM (VRNS) - $33.44 as of 12/26/2025 10:23:18 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17.50 | 14.20 | 18.30 | 16.25 | % | 0.93 | 0 | 0 | 2.10 | 1.00 | 0.00 | 0.00 | 12/26/2025 3:59:46 PM EST | |||
| 20.00 | 11.70 | 15.80 | 13.75 | 15.50 | 0.00 | 0.00% | 0.69 | 0 | 2 | 1.77 | 1.00 | 0.00 | 0.00 | 11/5/2025 | 12/26/2025 3:59:46 PM EST |
| 22.50 | 9.30 | 13.40 | 11.35 | % | 0.50 | 0 | 0 | 1.52 | 0.98 | 0.01 | 0.00 | 12/26/2025 3:59:46 PM EST | |||
| 25.00 | 7.00 | 10.50 | 8.75 | % | 0.35 | 0 | 0 | 1.15 | 0.92 | 0.02 | -0.01 | 12/26/2025 3:59:46 PM EST | |||
| 30.00 | 3.50 | 6.50 | 5.00 | 5.60 | 0.00 | 0.00% | 0.17 | 0 | 59 | 0.92 | 0.73 | 0.05 | -0.02 | 12/15/2025 | 12/26/2025 3:59:46 PM EST |
| 35.00 | 1.25 | 3.00 | 2.13 | 2.34 | +0.14 | +6.37% | 0.06 | 4 | 474 | 0.53 | 0.45 | 0.06 | -0.02 | 12/26/2025 | 12/26/2025 3:59:46 PM EST |
| 40.00 | 0.90 | 1.10 | 1.00 | 1.05 | 0.00 | 0.00% | 0.03 | 0 | 128 | 0.57 | 0.22 | 0.04 | -0.02 | 12/24/2025 | 12/26/2025 3:59:46 PM EST |
| 45.00 | 0.00 | 1.85 | 0.93 | 0.60 | 0.00 | 0.00% | 0.02 | 0 | 24 | 0.97 | 0.09 | 0.02 | -0.01 | 12/22/2025 | 12/26/2025 3:59:46 PM EST |
| 50.00 | 0.00 | 2.40 | 1.20 | 0.60 | 0.00 | 0.00% | 0.02 | 0 | 1 | 1.27 | 0.03 | 0.01 | 0.00 | 11/12/2025 | 12/26/2025 3:59:46 PM EST |
| 55.00 | 0.00 | 1.95 | 0.98 | % | 0.02 | 0 | 0 | 1.32 | 0.01 | 0.00 | 0.00 | 12/26/2025 3:59:46 PM EST | |||
| 60.00 | 0.00 | 1.35 | 0.68 | % | 0.01 | 0 | 0 | 1.28 | 0.00 | 0.00 | 0.00 | 12/26/2025 3:59:46 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17.50 | 0.00 | 1.35 | 0.68 | % | 0.04 | 0 | 0 | 1.70 | 0.00 | 0.00 | 0.00 | 12/26/2025 3:59:46 PM EST | |||
| 20.00 | 0.00 | 1.95 | 0.98 | 0.18 | 0.00 | 0.00% | 0.05 | 0 | 4 | 1.65 | 0.00 | 0.00 | 0.00 | 12/23/2025 | 12/26/2025 3:59:46 PM EST |
| 22.50 | 0.00 | 1.55 | 0.78 | % | 0.03 | 0 | 0 | 1.25 | -0.02 | 0.01 | 0.00 | 12/26/2025 3:59:46 PM EST | |||
| 25.00 | 0.25 | 1.05 | 0.65 | 0.37 | -0.16 | -30.19% | 0.03 | 1 | 104 | 0.71 | -0.08 | 0.02 | -0.01 | 12/26/2025 | 12/26/2025 3:59:46 PM EST |
| 30.00 | 1.25 | 1.45 | 1.35 | 1.41 | -0.04 | -2.76% | 0.05 | 1 | 521 | 0.56 | -0.27 | 0.05 | -0.02 | 12/26/2025 | 12/26/2025 3:59:46 PM EST |
| 35.00 | 2.40 | 4.90 | 3.65 | 3.70 | -0.10 | -2.64% | 0.10 | 17 | 231 | 0.53 | -0.55 | 0.06 | -0.02 | 12/26/2025 | 12/26/2025 3:59:46 PM EST |
| 40.00 | 5.30 | 9.40 | 7.35 | 7.00 | 0.00 | 0.00% | 0.18 | 0 | 2 | 0.99 | -0.78 | 0.04 | -0.02 | 10/31/2025 | 12/26/2025 3:59:46 PM EST |
| 45.00 | 9.80 | 13.20 | 11.50 | % | 0.26 | 0 | 0 | 0.96 | -0.91 | 0.02 | -0.01 | 12/26/2025 3:59:46 PM EST | |||
| 50.00 | 14.60 | 18.10 | 16.35 | % | 0.33 | 0 | 0 | 1.11 | -0.97 | 0.01 | 0.00 | 12/26/2025 3:59:46 PM EST | |||
| 55.00 | 19.60 | 23.60 | 21.60 | % | 0.39 | 0 | 0 | 1.39 | -0.99 | 0.00 | 0.00 | 12/26/2025 3:59:46 PM EST | |||
| 60.00 | 24.60 | 28.60 | 26.60 | % | 0.44 | 0 | 0 | 1.52 | -1.00 | 0.00 | 0.00 | 12/26/2025 3:59:46 PM EST |