Options Chain for VARONIS SYS INC COM (VRNS) - $46.84 as of 2/4/2025 10:41:21 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 23.70 | 27.00 | % | 0 | 0 | 2.21 | 1.00 | 0.00 | 0.00 | 2/4/2025 3:59:48 PM EST | |||
| 25.00 | 20.60 | 24.50 | % | 0 | 0 | 1.95 | 1.00 | 0.00 | 0.00 | 2/4/2025 3:59:48 PM EST | |||
| 30.00 | 16.40 | 19.10 | % | 0 | 0 | 1.53 | 0.99 | 0.00 | -0.01 | 2/4/2025 3:59:48 PM EST | |||
| 35.00 | 11.60 | 14.30 | % | 0 | 0 | 1.19 | 0.95 | 0.01 | -0.02 | 2/4/2025 3:59:48 PM EST | |||
| 40.00 | 7.30 | 9.70 | 6.80 | 0.00 | 0.00% | 0 | 55 | 0.95 | 0.84 | 0.03 | -0.03 | 2/3/2025 | 2/4/2025 3:59:48 PM EST |
| 45.00 | 4.10 | 5.80 | 4.10 | +0.10 | +2.50% | 69 | 140 | 0.57 | 0.65 | 0.05 | -0.04 | 2/4/2025 | 2/4/2025 3:59:48 PM EST |
| 50.00 | 1.75 | 2.55 | 1.97 | +0.27 | +15.89% | 22 | 1,343 | 0.49 | 0.41 | 0.05 | -0.04 | 2/4/2025 | 2/4/2025 3:59:48 PM EST |
| 55.00 | 0.65 | 0.90 | 0.80 | +0.20 | +33.34% | 243 | 1,931 | 0.45 | 0.21 | 0.04 | -0.03 | 2/4/2025 | 2/4/2025 3:59:48 PM EST |
| 60.00 | 0.20 | 0.40 | 0.35 | +0.10 | +40.00% | 202 | 1,531 | 0.46 | 0.09 | 0.02 | -0.01 | 2/4/2025 | 2/4/2025 3:59:48 PM EST |
| 65.00 | 0.00 | 0.95 | 0.15 | 0.00 | 0.00% | 0 | 467 | 0.80 | 0.03 | 0.01 | -0.01 | 1/2/2025 | 2/4/2025 3:59:48 PM EST |
| 70.00 | 0.00 | 2.20 | 0.35 | 0.00 | 0.00% | 0 | 258 | 1.20 | 0.01 | 0.00 | 0.00 | 11/25/2024 | 2/4/2025 3:59:48 PM EST |
| 75.00 | 0.00 | 0.95 | 1.10 | 0.00 | 0.00% | 0 | 29 | 1.02 | 0.00 | 0.00 | 0.00 | 10/23/2024 | 2/4/2025 3:59:48 PM EST |
| 80.00 | 0.00 | 2.15 | 1.00 | 0.00 | 0.00% | 0 | 55 | 1.41 | 0.00 | 0.00 | 0.00 | 8/15/2024 | 2/4/2025 3:59:48 PM EST |
| 85.00 | 0.00 | 2.15 | 0.60 | 0.00 | 0.00% | 0 | 2 | 1.51 | 0.00 | 0.00 | 0.00 | 10/14/2024 | 2/4/2025 3:59:48 PM EST |
Puts
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 0.00 | 2.20 | % | 0 | 0 | 2.22 | 0.00 | 0.00 | 0.00 | 2/4/2025 3:59:48 PM EST | |||
| 25.00 | 0.00 | 2.20 | % | 0 | 0 | 1.97 | 0.00 | 0.00 | 0.00 | 2/4/2025 3:59:48 PM EST | |||
| 30.00 | 0.00 | 1.45 | % | 0 | 0 | 1.31 | -0.01 | 0.00 | -0.01 | 2/4/2025 3:59:48 PM EST | |||
| 35.00 | 0.10 | 1.00 | 0.31 | -0.04 | -11.43% | 3,241 | 6 | 0.68 | -0.05 | 0.01 | -0.02 | 2/4/2025 | 2/4/2025 3:59:48 PM EST |
| 40.00 | 0.75 | 0.90 | 0.85 | -0.15 | -15.00% | 4,063 | 21 | 0.54 | -0.16 | 0.03 | -0.03 | 2/4/2025 | 2/4/2025 3:59:48 PM EST |
| 45.00 | 2.10 | 2.35 | 2.16 | -0.34 | -13.60% | 5 | 1,934 | 0.51 | -0.35 | 0.05 | -0.04 | 2/4/2025 | 2/4/2025 3:59:48 PM EST |
| 50.00 | 4.80 | 5.00 | 6.76 | 0.00 | 0.00% | 0 | 293 | 0.50 | -0.59 | 0.05 | -0.04 | 1/29/2025 | 2/4/2025 3:59:48 PM EST |
| 55.00 | 8.20 | 9.40 | 5.45 | 0.00 | 0.00% | 0 | 42 | 0.64 | -0.79 | 0.04 | -0.03 | 11/12/2024 | 2/4/2025 3:59:48 PM EST |
| 60.00 | 12.70 | 13.80 | 14.70 | 0.00 | 0.00% | 0 | 2 | 0.73 | -0.91 | 0.02 | -0.01 | 1/14/2025 | 2/4/2025 3:59:48 PM EST |
| 65.00 | 17.80 | 19.20 | % | 0 | 0 | 0.92 | -0.97 | 0.01 | -0.01 | 2/4/2025 3:59:48 PM EST | |||
| 70.00 | 22.60 | 24.70 | 12.70 | 0.00 | 0.00% | 0 | 0 | 1.12 | -0.99 | 0.00 | 0.00 | 10/10/2024 | 2/4/2025 3:59:48 PM EST |
| 75.00 | 26.30 | 30.40 | % | 0 | 0 | 1.39 | -1.00 | 0.00 | 0.00 | 2/4/2025 3:59:48 PM EST | |||
| 80.00 | 31.30 | 35.40 | % | 0 | 0 | 1.50 | -1.00 | 0.00 | 0.00 | 2/4/2025 3:59:48 PM EST | |||
| 85.00 | 36.60 | 40.40 | % | 0 | 0 | 1.60 | -1.00 | 0.00 | 0.00 | 2/4/2025 3:59:48 PM EST |