Options Chain for VARONIS SYS INC COM (VRNS) - $29.84 as of 1/30/2026 8:54:55 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17.50 | 11.10 | 14.80 | 12.95 | % | 0.74 | 0 | 0 | 2.15 | 0.99 | 0.00 | -0.01 | 1/30/2026 4:00:02 PM EST | |||
| 20.00 | 8.30 | 12.40 | 10.35 | % | 0.52 | 0 | 0 | 1.81 | 0.95 | 0.01 | -0.01 | 1/30/2026 4:00:02 PM EST | |||
| 22.50 | 6.30 | 10.10 | 8.20 | % | 0.36 | 0 | 0 | 1.51 | 0.90 | 0.02 | -0.02 | 1/30/2026 4:00:02 PM EST | |||
| 25.00 | 4.50 | 8.10 | 6.30 | % | 0.25 | 0 | 0 | 1.34 | 0.81 | 0.04 | -0.02 | 1/30/2026 4:00:02 PM EST | |||
| 30.00 | 2.35 | 3.10 | 2.73 | 3.10 | 0.00 | 0.00% | 0.09 | 0 | 254 | 0.62 | 0.55 | 0.06 | -0.03 | 1/29/2026 | 1/30/2026 4:00:02 PM EST |
| 35.00 | 0.85 | 1.40 | 1.13 | 1.25 | 0.00 | 0.00% | 0.03 | 1 | 1,482 | 0.63 | 0.29 | 0.05 | -0.02 | 1/30/2026 | 1/30/2026 4:00:02 PM EST |
| 40.00 | 0.00 | 0.70 | 0.35 | 0.60 | +0.03 | +5.27% | 0.01 | 9 | 1,012 | 0.71 | 0.14 | 0.03 | -0.02 | 1/30/2026 | 1/30/2026 4:00:02 PM EST |
| 45.00 | 0.15 | 0.35 | 0.25 | 0.70 | 0.00 | 0.00% | 0.01 | 0 | 194 | 0.71 | 0.06 | 0.02 | -0.01 | 1/23/2026 | 1/30/2026 4:00:02 PM EST |
| 50.00 | 0.00 | 0.45 | 0.23 | 0.15 | -0.17 | -53.13% | 0.00 | 5 | 236 | 0.97 | 0.02 | 0.01 | 0.00 | 1/30/2026 | 1/30/2026 4:00:02 PM EST |
| 55.00 | 0.00 | 0.40 | 0.20 | 0.13 | 0.00 | 0.00% | 0.00 | 0 | 606 | 1.07 | 0.01 | 0.00 | 0.00 | 1/26/2026 | 1/30/2026 4:00:02 PM EST |
| 60.00 | 0.00 | 0.30 | 0.15 | 0.05 | 0.00 | 0.00% | 0.00 | 0 | 290 | 1.11 | 0.00 | 0.00 | 0.00 | 1/26/2026 | 1/30/2026 4:00:02 PM EST |
| 65.00 | 0.00 | 0.20 | 0.10 | 0.10 | 0.00 | 0.00% | 0.00 | 0 | 900 | 1.12 | 0.00 | 0.00 | 0.00 | 1/28/2026 | 1/30/2026 4:00:02 PM EST |
| 70.00 | 0.00 | 1.20 | 0.60 | 0.08 | 0.00 | 0.00% | 0.01 | 0 | 754 | 1.20 | 0.00 | 0.00 | 0.00 | 1/8/2026 | 1/30/2026 4:00:02 PM EST |
| 75.00 | 0.00 | 2.15 | 1.08 | 2.90 | 0.00 | 0.00% | 0.01 | 0 | 14 | 2.16 | 0.00 | 0.00 | 0.00 | 10/28/2025 | 1/30/2026 4:00:02 PM EST |
| 80.00 | 0.00 | 2.15 | 1.08 | 1.90 | 0.00 | 0.00% | 0.01 | 0 | 131 | 2.25 | 0.00 | 0.00 | 0.00 | 10/28/2025 | 1/30/2026 4:00:02 PM EST |
| 85.00 | 0.00 | 2.15 | 1.08 | 1.15 | 0.00 | 0.00% | 0.01 | 0 | 4 | 2.33 | 0.00 | 0.00 | 0.00 | 10/28/2025 | 1/30/2026 4:00:02 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 | 2.40 | 1.20 | 0.15 | 0.00 | 0.00% | 0.07 | 0 | 13 | 2.10 | -0.01 | 0.00 | -0.01 | 1/22/2026 | 1/30/2026 4:00:02 PM EST |
| 20.00 | 0.15 | 2.50 | 1.33 | 0.34 | 0.00 | 0.00% | 0.07 | 0 | 5 | 1.24 | -0.05 | 0.01 | -0.01 | 11/14/2025 | 1/30/2026 4:00:02 PM EST |
| 22.50 | 0.35 | 2.70 | 1.53 | 0.48 | 0.00 | 0.00% | 0.07 | 0 | 100 | 1.09 | -0.10 | 0.02 | -0.02 | 1/29/2026 | 1/30/2026 4:00:02 PM EST |
| 25.00 | 0.75 | 1.15 | 0.95 | 0.65 | 0.00 | 0.00% | 0.04 | 0 | 0 | 0.69 | -0.19 | 0.04 | -0.02 | 12/12/2025 | 1/30/2026 4:00:02 PM EST |
| 30.00 | 2.40 | 3.00 | 2.70 | 2.55 | 0.00 | 0.00% | 0.09 | 0 | 248 | 0.62 | -0.45 | 0.06 | -0.03 | 1/29/2026 | 1/30/2026 4:00:02 PM EST |
| 35.00 | 5.90 | 6.50 | 6.20 | 3.50 | 0.00 | 0.00% | 0.18 | 0 | 2,685 | 0.65 | -0.71 | 0.05 | -0.02 | 1/27/2026 | 1/30/2026 4:00:02 PM EST |
| 40.00 | 8.80 | 11.80 | 10.30 | 6.80 | 0.00 | 0.00% | 0.26 | 0 | 37 | 1.07 | -0.86 | 0.03 | -0.02 | 11/5/2025 | 1/30/2026 4:00:02 PM EST |
| 45.00 | 13.30 | 16.80 | 15.05 | 12.07 | 0.00 | 0.00% | 0.33 | 0 | 13 | 1.28 | -0.94 | 0.02 | -0.01 | 12/26/2025 | 1/30/2026 4:00:02 PM EST |
| 50.00 | 18.20 | 21.50 | 19.85 | 17.26 | 0.00 | 0.00% | 0.40 | 0 | 6 | 1.37 | -0.98 | 0.01 | 0.00 | 11/20/2025 | 1/30/2026 4:00:02 PM EST |
| 55.00 | 23.10 | 26.50 | 24.80 | 19.50 | 0.00 | 0.00% | 0.45 | 0 | 0 | 1.52 | -0.99 | 0.00 | 0.00 | 11/4/2025 | 1/30/2026 4:00:02 PM EST |
| 60.00 | 28.10 | 31.70 | 29.90 | 24.90 | 0.00 | 0.00% | 0.50 | 0 | 0 | 1.72 | -1.00 | 0.00 | 0.00 | 10/29/2025 | 1/30/2026 4:00:02 PM EST |
| 65.00 | 33.10 | 36.60 | 34.85 | 29.73 | 0.00 | 0.00% | 0.54 | 0 | 0 | 1.80 | -1.00 | 0.00 | 0.00 | 10/29/2025 | 1/30/2026 4:00:02 PM EST |
| 70.00 | 38.10 | 41.90 | 40.00 | % | 0.57 | 0 | 0 | 2.01 | -1.00 | 0.00 | 0.00 | 1/30/2026 4:00:02 PM EST | |||
| 75.00 | 43.10 | 46.60 | 44.85 | % | 0.60 | 0 | 0 | 2.01 | -1.00 | 0.00 | 0.00 | 1/30/2026 4:00:02 PM EST | |||
| 80.00 | 48.10 | 51.60 | 49.85 | % | 0.62 | 0 | 0 | 2.10 | -1.00 | 0.00 | 0.00 | 1/30/2026 4:00:02 PM EST | |||
| 85.00 | 53.10 | 56.90 | 55.00 | % | 0.65 | 0 | 0 | 2.29 | -1.00 | 0.00 | 0.00 | 1/30/2026 4:00:02 PM EST |