Options Chain for VARONIS SYS INC COM (VRNS) - $21.71 as of 2/24/2026 8:56:54 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.50 | 7.40 | 11.50 | 9.45 | % | 0.76 | 0 | 0 | 2.22 | 0.99 | 0.00 | -0.01 | 2/24/2026 4:00:16 PM EST | |||
| 15.00 | 5.70 | 8.40 | 7.05 | % | 0.47 | 0 | 0 | 1.69 | 0.96 | 0.02 | -0.02 | 2/24/2026 4:00:16 PM EST | |||
| 17.50 | 2.80 | 6.10 | 4.45 | % | 0.25 | 0 | 0 | 1.07 | 0.89 | 0.04 | -0.02 | 2/24/2026 4:00:16 PM EST | |||
| 20.00 | 1.10 | 4.50 | 2.80 | % | 0.14 | 0 | 0 | 1.05 | 0.76 | 0.06 | -0.03 | 2/24/2026 4:00:16 PM EST | |||
| 22.50 | 1.75 | 2.05 | 1.90 | 1.55 | % | 0.08 | 7 | 0 | 0.49 | 0.59 | 0.08 | -0.03 | 2/24/2026 | 2/24/2026 4:00:16 PM EST | |
| 25.00 | 0.50 | 3.00 | 1.75 | 0.90 | % | 0.07 | 1 | 0 | 0.73 | 0.41 | 0.07 | -0.02 | 2/24/2026 | 2/24/2026 4:00:16 PM EST | |
| 30.00 | 0.00 | 2.50 | 1.25 | % | 0.04 | 0 | 0 | 1.42 | 0.16 | 0.04 | -0.01 | 2/24/2026 4:00:16 PM EST | |||
| 35.00 | 0.00 | 1.45 | 0.73 | % | 0.02 | 0 | 0 | 1.35 | 0.05 | 0.02 | -0.01 | 2/24/2026 4:00:16 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.50 | 0.00 | 1.75 | 0.88 | % | 0.07 | 0 | 0 | 2.17 | -0.01 | 0.00 | -0.01 | 2/24/2026 4:00:16 PM EST | |||
| 15.00 | 0.00 | 2.45 | 1.23 | % | 0.08 | 0 | 0 | 2.02 | -0.04 | 0.02 | -0.02 | 2/24/2026 4:00:16 PM EST | |||
| 17.50 | 0.00 | 2.35 | 1.18 | % | 0.07 | 0 | 0 | 1.52 | -0.11 | 0.04 | -0.02 | 2/24/2026 4:00:16 PM EST | |||
| 20.00 | 0.00 | 1.90 | 0.95 | 1.40 | +0.20 | +16.67% | 0.05 | 6 | 1 | 0.96 | -0.24 | 0.06 | -0.03 | 2/24/2026 | 2/24/2026 4:00:16 PM EST |
| 22.50 | 0.65 | 3.10 | 1.88 | 2.55 | +1.05 | +70.00% | 0.08 | 4 | 1 | 0.94 | -0.41 | 0.08 | -0.03 | 2/24/2026 | 2/24/2026 4:00:16 PM EST |
| 25.00 | 2.85 | 6.40 | 4.63 | 3.90 | 0.00 | 0.00% | 0.19 | 0 | 11 | 1.48 | -0.59 | 0.07 | -0.02 | 2/23/2026 | 2/24/2026 4:00:16 PM EST |
| 30.00 | 7.90 | 10.00 | 8.95 | 8.31 | 0.00 | 0.00% | 0.30 | 0 | 2 | 1.46 | -0.84 | 0.04 | -0.01 | 2/23/2026 | 2/24/2026 4:00:16 PM EST |
| 35.00 | 11.60 | 15.20 | 13.40 | % | 0.38 | 0 | 0 | 1.84 | -0.95 | 0.02 | -0.01 | 2/24/2026 4:00:16 PM EST |