Options Chain for VARONIS SYS INC COM (VRNS) - $41.64 as of 3/28/2025 9:19:21 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 18.50 | 21.40 | % | 0 | 0 | 1.97 | 1.00 | 0.00 | 0.00 | 3/28/2025 3:59:48 PM EST | |||
| 25.00 | 16.10 | 19.00 | % | 0 | 0 | 1.74 | 1.00 | 0.00 | 0.00 | 3/28/2025 3:59:48 PM EST | |||
| 30.00 | 11.20 | 14.10 | % | 0 | 0 | 1.32 | 0.97 | 0.01 | 0.00 | 3/28/2025 3:59:48 PM EST | |||
| 35.00 | 6.50 | 9.40 | % | 0 | 0 | 0.98 | 0.87 | 0.03 | -0.01 | 3/28/2025 3:59:48 PM EST | |||
| 40.00 | 3.60 | 3.90 | % | 0 | 0 | 0.48 | 0.63 | 0.06 | -0.03 | 3/28/2025 3:59:48 PM EST | |||
| 45.00 | 1.30 | 1.55 | 1.33 | -0.12 | -8.28% | 12 | 5 | 0.44 | 0.34 | 0.06 | -0.02 | 3/28/2025 | 3/28/2025 3:59:48 PM EST |
| 50.00 | 0.30 | 0.60 | 0.35 | -0.20 | -36.37% | 12 | 3 | 0.56 | 0.14 | 0.03 | -0.01 | 3/28/2025 | 3/28/2025 3:59:48 PM EST |
| 55.00 | 0.00 | 0.25 | % | 0 | 0 | 0.64 | 0.04 | 0.01 | -0.01 | 3/28/2025 3:59:48 PM EST | |||
| 60.00 | 0.00 | 0.40 | % | 0 | 0 | 0.68 | 0.01 | 0.00 | 0.00 | 3/28/2025 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 | 0.60 | % | 0 | 0 | 1.27 | 0.00 | 0.00 | 0.00 | 3/28/2025 3:59:48 PM EST | |||
| 25.00 | 0.00 | 0.95 | % | 0 | 0 | 1.25 | 0.00 | 0.00 | 0.00 | 3/28/2025 3:59:48 PM EST | |||
| 30.00 | 0.05 | 0.90 | % | 0 | 0 | 0.88 | -0.03 | 0.01 | 0.00 | 3/28/2025 3:59:48 PM EST | |||
| 35.00 | 0.10 | 1.20 | % | 0 | 0 | 0.65 | -0.13 | 0.03 | -0.01 | 3/28/2025 3:59:48 PM EST | |||
| 40.00 | 1.75 | 2.00 | % | 0 | 0 | 0.44 | -0.37 | 0.06 | -0.03 | 3/28/2025 3:59:48 PM EST | |||
| 45.00 | 3.90 | 4.70 | 4.60 | +0.30 | +6.98% | 1 | 1 | 0.35 | -0.66 | 0.06 | -0.02 | 3/28/2025 | 3/28/2025 3:59:48 PM EST |
| 50.00 | 8.30 | 9.00 | % | 0 | 0 | 0.50 | -0.86 | 0.03 | -0.01 | 3/28/2025 3:59:48 PM EST | |||
| 55.00 | 13.00 | 14.10 | % | 0 | 0 | 0.66 | -0.96 | 0.01 | -0.01 | 3/28/2025 3:59:48 PM EST | |||
| 60.00 | 17.70 | 19.30 | % | 0 | 0 | 0.96 | -0.99 | 0.00 | 0.00 | 3/28/2025 3:59:48 PM EST |