Options Chain for VARONIS SYS INC COM (VRNS) - $21.54 as of 4/10/2026 5:32:01 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 | 8.70 | 11.60 | 10.15 | % | 0.81 | 0 | 0 | 9.14 | 1.00 | 0.00 | 0.00 | 4/15/2026 4:00:08 PM EST | |||
| 15.00 | 6.20 | 9.40 | 7.80 | % | 0.52 | 0 | 0 | 7.84 | 1.00 | 0.00 | 0.00 | 4/15/2026 4:00:08 PM EST | |||
| 17.50 | 4.10 | 6.50 | 5.30 | 3.73 | 0.00 | 0.00% | 0.30 | 0 | 2 | 5.07 | 1.00 | 0.00 | 0.00 | 3/27/2026 | 4/15/2026 4:00:08 PM EST |
| 20.00 | 2.90 | 3.70 | 3.30 | 0.80 | 0.00 | 0.00% | 0.16 | 0 | 21 | 2.90 | 1.00 | 0.00 | 0.00 | 4/10/2026 | 4/15/2026 4:00:08 PM EST |
| 22.50 | 0.75 | 1.20 | 0.98 | 1.05 | +0.55 | +110.00% | 0.04 | 1 | 753 | 1.03 | 0.64 | 0.23 | -0.13 | 4/15/2026 | 4/15/2026 4:00:08 PM EST |
| 25.00 | 0.05 | 0.20 | 0.13 | 0.10 | -0.07 | -41.18% | 0.01 | 33 | 1,187 | 1.01 | 0.17 | 0.13 | -0.11 | 4/15/2026 | 4/15/2026 4:00:08 PM EST |
| 30.00 | 0.00 | 0.05 | 0.03 | 0.01 | -0.02 | -66.67% | 0.00 | 42 | 988 | 1.98 | 0.00 | 0.00 | 0.00 | 4/15/2026 | 4/15/2026 4:00:08 PM EST |
| 35.00 | 0.00 | 2.15 | 1.08 | 0.16 | 0.00 | 0.00% | 0.03 | 0 | 1 | 7.77 | 0.00 | 0.00 | 0.00 | 4/9/2026 | 4/15/2026 4:00:08 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 | 1.45 | 0.73 | 0.05 | 0.00 | 0.00% | 0.06 | 0 | 6 | 0.00 | 0.00 | 0.00 | 0.00 | 3/23/2026 | 4/15/2026 4:00:08 PM EST |
| 15.00 | 0.00 | 0.75 | 0.38 | 0.25 | 0.00 | 0.00% | 0.03 | 0 | 21 | 6.04 | 0.00 | 0.00 | 0.00 | 3/26/2026 | 4/15/2026 4:00:08 PM EST |
| 17.50 | 0.00 | 0.95 | 0.48 | 0.05 | 0.00 | 0.00% | 0.03 | 0 | 3 | 4.90 | 0.00 | 0.00 | 0.00 | 4/9/2026 | 4/15/2026 4:00:08 PM EST |
| 20.00 | 0.00 | 0.95 | 0.48 | 0.18 | 0.00 | 0.00% | 0.02 | 0 | 66 | 3.33 | 0.00 | 0.00 | 0.00 | 4/13/2026 | 4/15/2026 4:00:08 PM EST |
| 22.50 | 0.35 | 0.65 | 0.50 | 2.55 | 0.00 | 0.00% | 0.02 | 0 | 125 | 1.05 | -0.36 | 0.23 | -0.13 | 4/10/2026 | 4/15/2026 4:00:08 PM EST |
| 25.00 | 1.60 | 2.75 | 2.18 | 2.51 | -0.37 | -12.85% | 0.09 | 81 | 95 | 2.12 | -0.83 | 0.13 | -0.11 | 4/15/2026 | 4/15/2026 4:00:08 PM EST |
| 30.00 | 5.60 | 8.20 | 6.90 | 8.52 | 0.00 | 0.00% | 0.23 | 0 | 0 | 0.00 | -1.00 | 0.00 | 0.00 | 4/1/2026 | 4/15/2026 4:00:08 PM EST |
| 35.00 | 10.70 | 13.50 | 12.10 | % | 0.35 | 0 | 0 | 0.00 | -1.00 | 0.00 | 0.00 | 4/15/2026 4:00:08 PM EST |