Options Chain for VARONIS SYS INC COM (VRNS) - $24.12 as of 3/16/2026 9:34:00 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15.00 | 7.90 | 11.10 | 9.50 | % | 0.63 | 0 | 0 | 6.46 | 1.00 | 0.00 | 0.00 | 3/16/2026 3:59:57 PM EST | |||
| 17.50 | 5.40 | 8.60 | 7.00 | % | 0.40 | 0 | 0 | 4.99 | 1.00 | 0.00 | 0.00 | 3/16/2026 3:59:57 PM EST | |||
| 20.00 | 2.20 | 6.20 | 4.20 | 4.50 | 0.00 | 0.00% | 0.21 | 0 | 12 | 3.84 | 0.96 | 0.03 | -0.05 | 3/6/2026 | 3/16/2026 3:59:57 PM EST |
| 22.50 | 1.40 | 4.00 | 2.70 | 2.35 | 0.00 | 0.00% | 0.12 | 0 | 148 | 2.95 | 0.78 | 0.10 | -0.19 | 3/9/2026 | 3/16/2026 3:59:57 PM EST |
| 25.00 | 0.40 | 1.00 | 0.70 | 0.65 | -0.10 | -13.34% | 0.03 | 7 | 531 | 0.89 | 0.46 | 0.14 | -0.19 | 3/16/2026 | 3/16/2026 3:59:57 PM EST |
| 30.00 | 0.00 | 0.40 | 0.20 | 0.10 | 0.00 | 0.00% | 0.01 | 0 | 845 | 1.47 | 0.05 | 0.04 | -0.05 | 3/13/2026 | 3/16/2026 3:59:57 PM EST |
| 35.00 | 0.00 | 0.25 | 0.13 | 0.01 | -0.04 | -80.00% | 0.00 | 2 | 1,705 | 1.73 | 0.00 | 0.00 | 0.00 | 3/16/2026 | 3/16/2026 3:59:57 PM EST |
| 40.00 | 0.00 | 1.10 | 0.55 | 0.11 | 0.00 | 0.00% | 0.01 | 0 | 1,005 | 2.51 | 0.00 | 0.00 | 0.00 | 3/13/2026 | 3/16/2026 3:59:57 PM EST |
| 45.00 | 0.00 | 0.35 | 0.18 | 0.09 | 0.00 | 0.00% | 0.00 | 0 | 192 | 3.78 | 0.00 | 0.00 | 0.00 | 2/18/2026 | 3/16/2026 3:59:57 PM EST |
| 50.00 | 0.00 | 2.15 | 1.08 | 0.15 | 0.00 | 0.00% | 0.02 | 0 | 231 | 7.01 | 0.00 | 0.00 | 0.00 | 1/30/2026 | 3/16/2026 3:59:57 PM EST |
| 55.00 | 0.00 | 0.05 | 0.03 | 0.01 | 0.00 | 0.00% | 0.00 | 0 | 603 | 3.39 | 0.00 | 0.00 | 0.00 | 3/12/2026 | 3/16/2026 3:59:57 PM EST |
| 60.00 | 0.00 | 0.05 | 0.03 | 0.05 | 0.00 | 0.00% | 0.00 | 0 | 290 | 0.00 | 0.00 | 0.00 | 0.00 | 1/26/2026 | 3/16/2026 3:59:57 PM EST |
| 65.00 | 0.00 | 0.25 | 0.13 | 0.05 | 0.00 | 0.00% | 0.00 | 0 | 899 | 0.00 | 0.00 | 0.00 | 0.00 | 2/6/2026 | 3/16/2026 3:59:57 PM EST |
| 70.00 | 0.00 | 1.75 | 0.88 | 0.08 | 0.00 | 0.00% | 0.01 | 0 | 754 | 0.00 | 0.00 | 0.00 | 0.00 | 1/8/2026 | 3/16/2026 3:59:57 PM EST |
| 75.00 | 0.00 | 1.75 | 0.88 | 2.90 | 0.00 | 0.00% | 0.01 | 0 | 14 | 0.00 | 0.00 | 0.00 | 0.00 | 10/28/2025 | 3/16/2026 3:59:57 PM EST |
| 80.00 | 0.00 | 1.75 | 0.88 | 1.90 | 0.00 | 0.00% | 0.01 | 0 | 131 | 0.00 | 0.00 | 0.00 | 0.00 | 10/28/2025 | 3/16/2026 3:59:57 PM EST |
| 85.00 | 0.00 | 0.70 | 0.35 | 0.06 | 0.00 | 0.00% | 0.00 | 0 | 4 | 0.00 | 0.00 | 0.00 | 0.00 | 3/4/2026 | 3/16/2026 3:59:57 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15.00 | 0.00 | 1.75 | 0.88 | % | 0.06 | 0 | 0 | 6.59 | 0.00 | 0.00 | 0.00 | 3/16/2026 3:59:57 PM EST | |||
| 17.50 | 0.00 | 0.45 | 0.23 | 0.37 | 0.00 | 0.00% | 0.01 | 0 | 14 | 3.00 | 0.00 | 0.00 | 0.00 | 2/23/2026 | 3/16/2026 3:59:57 PM EST |
| 20.00 | 0.00 | 0.35 | 0.18 | 0.17 | -0.18 | -51.43% | 0.01 | 1 | 974 | 1.93 | -0.04 | 0.03 | -0.05 | 3/16/2026 | 3/16/2026 3:59:57 PM EST |
| 22.50 | 0.20 | 2.50 | 1.35 | 0.40 | -0.05 | -11.12% | 0.06 | 1 | 377 | 2.20 | -0.22 | 0.10 | -0.19 | 3/16/2026 | 3/16/2026 3:59:57 PM EST |
| 25.00 | 1.20 | 2.45 | 1.83 | 1.55 | 0.00 | 0.00% | 0.07 | 0 | 1,258 | 2.17 | -0.54 | 0.14 | -0.19 | 3/12/2026 | 3/16/2026 3:59:57 PM EST |
| 30.00 | 5.30 | 6.50 | 5.90 | 5.90 | 0.00 | 0.00% | 0.20 | 0 | 233 | 2.69 | -0.95 | 0.04 | -0.05 | 3/12/2026 | 3/16/2026 3:59:57 PM EST |
| 35.00 | 9.60 | 12.30 | 10.95 | 12.47 | 0.00 | 0.00% | 0.31 | 0 | 2 | 4.70 | -1.00 | 0.00 | 0.00 | 2/23/2026 | 3/16/2026 3:59:57 PM EST |
| 40.00 | 14.10 | 17.60 | 15.85 | 14.77 | 0.00 | 0.00% | 0.40 | 0 | 1 | 5.92 | -1.00 | 0.00 | 0.00 | 2/20/2026 | 3/16/2026 3:59:57 PM EST |
| 45.00 | 19.10 | 22.60 | 20.85 | 25.10 | 0.00 | 0.00% | 0.46 | 0 | 0 | 6.66 | -1.00 | 0.00 | 0.00 | 2/4/2026 | 3/16/2026 3:59:57 PM EST |
| 50.00 | 24.10 | 27.60 | 25.85 | 29.61 | 0.00 | 0.00% | 0.52 | 0 | 0 | 7.28 | -1.00 | 0.00 | 0.00 | 2/4/2026 | 3/16/2026 3:59:57 PM EST |
| 55.00 | 29.40 | 32.60 | 31.00 | 19.50 | 0.00 | 0.00% | 0.56 | 0 | 0 | 7.84 | -1.00 | 0.00 | 0.00 | 11/4/2025 | 3/16/2026 3:59:57 PM EST |
| 60.00 | 34.40 | 37.90 | 36.15 | 24.90 | 0.00 | 0.00% | 0.60 | 0 | 0 | 8.69 | -1.00 | 0.00 | 0.00 | 10/29/2025 | 3/16/2026 3:59:57 PM EST |
| 65.00 | 39.10 | 42.60 | 40.85 | 29.73 | 0.00 | 0.00% | 0.63 | 0 | 0 | 8.77 | -1.00 | 0.00 | 0.00 | 10/29/2025 | 3/16/2026 3:59:57 PM EST |
| 70.00 | 44.10 | 47.60 | 45.85 | % | 0.66 | 0 | 0 | 9.18 | -1.00 | 0.00 | 0.00 | 3/16/2026 3:59:57 PM EST | |||
| 75.00 | 49.10 | 52.60 | 50.85 | % | 0.68 | 0 | 0 | 9.54 | -1.00 | 0.00 | 0.00 | 3/16/2026 3:59:57 PM EST | |||
| 80.00 | 54.10 | 57.60 | 55.85 | % | 0.70 | 0 | 0 | 9.89 | -1.00 | 0.00 | 0.00 | 3/16/2026 3:59:57 PM EST | |||
| 85.00 | 59.10 | 62.60 | 60.85 | % | 0.72 | 0 | 0 | 0.00 | -1.00 | 0.00 | 0.00 | 3/16/2026 3:59:57 PM EST |