Options Chain for VARONIS SYS INC COM (VRNS) - $21.83 as of 3/26/2026 10:15:19 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 8.10 11.40 9.75 % 0.78 0 0 2.23 0.95 0.01 -0.01 3/26/2026 4:00:08 PM EST
15.00 5.70 9.30 7.50 % 0.50 0 0 1.90 0.89 0.02 -0.02 3/26/2026 4:00:08 PM EST
17.50 3.60 7.30 5.45 % 0.31 0 0 1.63 0.80 0.04 -0.03 3/26/2026 4:00:08 PM EST
20.00 2.40 4.60 3.50 % 0.17 0 0 0.71 0.69 0.05 -0.03 3/26/2026 4:00:08 PM EST
22.50 1.90 3.70 2.80 % 0.12 0 0 0.91 0.55 0.06 -0.03 3/26/2026 4:00:08 PM EST
25.00 1.10 2.45 1.78 1.50 -0.16 -9.64% 0.07 1 3 0.86 0.41 0.06 -0.03 3/26/2026 3/26/2026 4:00:08 PM EST
30.00 0.15 1.60 0.88 0.50 0.00 0.00% 0.03 0 4 0.86 0.22 0.04 -0.02 3/25/2026 3/26/2026 4:00:08 PM EST
35.00 0.15 0.65 0.40 % 0.01 0 0 0.85 0.12 0.03 -0.02 3/26/2026 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 1.35 0.68 % 0.05 0 0 1.93 -0.05 0.01 -0.01 3/26/2026 4:00:08 PM EST
15.00 0.05 2.00 1.03 % 0.07 0 0 1.19 -0.12 0.02 -0.02 3/26/2026 4:00:08 PM EST
17.50 0.65 1.15 0.90 % 0.05 0 0 0.90 -0.20 0.04 -0.03 3/26/2026 4:00:08 PM EST
20.00 1.30 2.65 1.98 1.60 0.00 0.00% 0.10 0 1 0.96 -0.31 0.05 -0.03 3/25/2026 3/26/2026 4:00:08 PM EST
22.50 2.45 3.10 2.78 % 0.12 0 23 0.80 -0.45 0.06 -0.03 3/26/2026 4:00:08 PM EST
25.00 3.50 5.40 4.45 % 0.18 0 0 0.81 -0.59 0.06 -0.03 3/26/2026 4:00:08 PM EST
30.00 6.90 10.20 8.55 % 0.29 0 0 1.47 -0.78 0.04 -0.02 3/26/2026 4:00:08 PM EST
35.00 11.30 14.90 13.10 % 0.37 0 0 1.66 -0.88 0.03 -0.02 3/26/2026 4:00:08 PM EST