Options Chain for VARONIS SYS INC COM (VRNS) - $43.85 as of 5/5/2025 9:30:07 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 19.80 | 23.60 | % | 0 | 0 | 4.33 | 1.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 25.00 | 17.90 | 21.10 | % | 0 | 0 | 3.60 | 1.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 30.00 | 13.00 | 16.10 | % | 0 | 0 | 2.84 | 0.99 | 0.00 | -0.02 | 5/5/2025 3:59:57 PM EST | |||
| 35.00 | 8.30 | 11.40 | 9.80 | +1.60 | +19.52% | 5 | 15 | 1.31 | 0.92 | 0.02 | -0.06 | 5/5/2025 | 5/5/2025 3:59:57 PM EST |
| 40.00 | 4.70 | 5.40 | 5.50 | +1.30 | +30.96% | 10 | 510 | 0.87 | 0.76 | 0.04 | -0.11 | 5/5/2025 | 5/5/2025 3:59:57 PM EST |
| 45.00 | 1.50 | 2.05 | 2.00 | +0.45 | +29.04% | 5,862 | 1,373 | 0.72 | 0.47 | 0.06 | -0.12 | 5/5/2025 | 5/5/2025 3:59:57 PM EST |
| 50.00 | 0.20 | 1.10 | 0.79 | +0.44 | +125.72% | 53 | 503 | 0.78 | 0.19 | 0.05 | -0.08 | 5/5/2025 | 5/5/2025 3:59:57 PM EST |
| 55.00 | 0.00 | 0.65 | % | 0 | 0 | 0.90 | 0.06 | 0.02 | -0.03 | 5/5/2025 3:59:57 PM EST | |||
| 60.00 | 0.00 | 2.15 | % | 0 | 0 | 2.11 | 0.01 | 0.01 | -0.01 | 5/5/2025 3:59:57 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 | 2.15 | % | 0 | 0 | 4.24 | 0.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 25.00 | 0.00 | 2.15 | % | 0 | 0 | 3.73 | 0.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 30.00 | 0.00 | 2.25 | % | 0 | 0 | 2.89 | -0.01 | 0.00 | -0.02 | 5/5/2025 3:59:57 PM EST | |||
| 35.00 | 0.20 | 0.95 | 0.42 | 0.00 | 0.00% | 0 | 7 | 1.26 | -0.08 | 0.02 | -0.06 | 4/24/2025 | 5/5/2025 3:59:57 PM EST |
| 40.00 | 0.85 | 1.15 | 1.05 | -0.05 | -4.55% | 38 | 1,156 | 0.86 | -0.24 | 0.04 | -0.11 | 5/5/2025 | 5/5/2025 3:59:57 PM EST |
| 45.00 | 2.85 | 3.10 | 2.91 | -0.62 | -17.57% | 215 | 24 | 0.80 | -0.53 | 0.06 | -0.12 | 5/5/2025 | 5/5/2025 3:59:57 PM EST |
| 50.00 | 5.60 | 7.50 | % | 0 | 0 | 0.74 | -0.81 | 0.05 | -0.08 | 5/5/2025 3:59:57 PM EST | |||
| 55.00 | 10.20 | 12.90 | % | 0 | 0 | 1.48 | -0.94 | 0.02 | -0.03 | 5/5/2025 3:59:57 PM EST | |||
| 60.00 | 14.90 | 17.60 | % | 0 | 0 | 1.89 | -0.99 | 0.01 | -0.01 | 5/5/2025 3:59:57 PM EST |