Options Chain for VARONIS SYS INC COM (VRNS) - $33.63 as of 6/9/2026 6:58:21 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 | 18.30 | 22.10 | 20.20 | 16.24 | 0.00 | 0.00% | 1.62 | 0 | 0 | 6.98 | 1.00 | 0.00 | 0.00 | 5/7/2026 | 6/9/2026 3:59:55 PM EST |
| 15.00 | 16.00 | 19.20 | 17.60 | 18.02 | 0.00 | 0.00% | 1.17 | 0 | 3 | 5.39 | 1.00 | 0.00 | 0.00 | 6/5/2026 | 6/9/2026 3:59:55 PM EST |
| 17.50 | 13.40 | 16.90 | 15.15 | 13.10 | 0.00 | 0.00% | 0.87 | 0 | 1 | 4.73 | 1.00 | 0.00 | 0.00 | 5/20/2026 | 6/9/2026 3:59:55 PM EST |
| 20.00 | 10.70 | 13.60 | 12.15 | 12.38 | +9.38 | +312.67% | 0.61 | 2 | 11 | 3.21 | 1.00 | 0.00 | 0.00 | 6/9/2026 | 6/9/2026 3:59:55 PM EST |
| 22.50 | 8.70 | 11.50 | 10.10 | 8.35 | 0.00 | 0.00% | 0.45 | 0 | 17 | 2.97 | 1.00 | 0.00 | 0.00 | 5/20/2026 | 6/9/2026 3:59:55 PM EST |
| 25.00 | 6.50 | 8.40 | 7.45 | 8.14 | 0.00 | 0.00% | 0.30 | 0 | 587 | 1.93 | 0.99 | 0.01 | -0.01 | 6/5/2026 | 6/9/2026 3:59:55 PM EST |
| 30.00 | 1.80 | 3.50 | 2.65 | 3.00 | 0.00 | 0.00% | 0.09 | 0 | 2,568 | 1.03 | 0.78 | 0.08 | -0.06 | 6/5/2026 | 6/9/2026 3:59:55 PM EST |
| 35.00 | 0.30 | 0.65 | 0.48 | 0.55 | -0.30 | -35.30% | 0.01 | 40 | 4,156 | 0.69 | 0.26 | 0.09 | -0.07 | 6/9/2026 | 6/9/2026 3:59:55 PM EST |
| 40.00 | 0.05 | 0.20 | 0.13 | 0.10 | -0.11 | -52.39% | 0.00 | 4 | 3,856 | 0.88 | 0.03 | 0.02 | -0.01 | 6/9/2026 | 6/9/2026 3:59:55 PM EST |
| 45.00 | 0.00 | 0.15 | 0.08 | 0.06 | 0.00 | 0.00% | 0.00 | 0 | 1,646 | 1.25 | 0.00 | 0.00 | 0.00 | 6/4/2026 | 6/9/2026 3:59:55 PM EST |
| 50.00 | 0.00 | 0.30 | 0.15 | 0.12 | 0.00 | 0.00% | 0.00 | 0 | 114 | 1.78 | 0.00 | 0.00 | 0.00 | 5/7/2026 | 6/9/2026 3:59:55 PM EST |
| 55.00 | 0.00 | 0.95 | 0.48 | % | 0.01 | 0 | 155 | 2.74 | 0.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 60.00 | 0.00 | 0.20 | 0.10 | 0.05 | 0.00 | 0.00% | 0.00 | 0 | 610 | 2.15 | 0.00 | 0.00 | 0.00 | 6/1/2026 | 6/9/2026 3:59:55 PM EST |
| 65.00 | 0.00 | 0.05 | 0.03 | % | 0.00 | 0 | 256 | 1.93 | 0.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 70.00 | 0.00 | 1.20 | 0.60 | % | 0.01 | 0 | 5 | 2.56 | 0.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 75.00 | 0.00 | 0.60 | 0.30 | % | 0.00 | 0 | 13 | 2.73 | 0.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 80.00 | 0.00 | 0.55 | 0.28 | % | 0.00 | 0 | 3 | 2.90 | 0.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 85.00 | 0.00 | 0.95 | 0.48 | % | 0.01 | 0 | 0 | 4.09 | 0.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 90.00 | 0.00 | 0.95 | 0.48 | % | 0.01 | 0 | 0 | 4.25 | 0.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 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 | 0.95 | 0.48 | % | 0.04 | 0 | 0 | 5.24 | 0.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 15.00 | 0.00 | 0.95 | 0.48 | 0.30 | 0.00 | 0.00% | 0.03 | 0 | 20 | 4.37 | 0.00 | 0.00 | 0.00 | 5/18/2026 | 6/9/2026 3:59:55 PM EST |
| 17.50 | 0.00 | 0.55 | 0.28 | 0.79 | 0.00 | 0.00% | 0.02 | 0 | 73 | 3.10 | 0.00 | 0.00 | 0.00 | 4/23/2026 | 6/9/2026 3:59:55 PM EST |
| 20.00 | 0.00 | 0.10 | 0.05 | 0.13 | 0.00 | 0.00% | 0.00 | 0 | 121 | 1.73 | 0.00 | 0.00 | 0.00 | 5/20/2026 | 6/9/2026 3:59:55 PM EST |
| 22.50 | 0.00 | 0.95 | 0.48 | 0.38 | 0.00 | 0.00% | 0.02 | 0 | 590 | 2.47 | 0.00 | 0.00 | 0.00 | 5/19/2026 | 6/9/2026 3:59:55 PM EST |
| 25.00 | 0.00 | 0.95 | 0.48 | 0.19 | 0.00 | 0.00% | 0.02 | 0 | 147 | 1.95 | -0.01 | 0.01 | -0.01 | 6/2/2026 | 6/9/2026 3:59:55 PM EST |
| 30.00 | 0.35 | 0.65 | 0.50 | 0.40 | -0.29 | -42.03% | 0.02 | 11 | 57 | 0.72 | -0.23 | 0.08 | -0.06 | 6/9/2026 | 6/9/2026 3:59:55 PM EST |
| 35.00 | 2.85 | 3.20 | 3.03 | 2.50 | 0.00 | 0.00% | 0.09 | 0 | 841 | 0.67 | -0.74 | 0.09 | -0.07 | 6/8/2026 | 6/9/2026 3:59:55 PM EST |
| 40.00 | 6.60 | 8.70 | 7.65 | 7.36 | 0.00 | 0.00% | 0.19 | 0 | 246 | 1.70 | -0.97 | 0.02 | -0.01 | 5/29/2026 | 6/9/2026 3:59:55 PM EST |
| 45.00 | 11.30 | 13.70 | 12.50 | 20.16 | 0.00 | 0.00% | 0.28 | 0 | 1 | 2.19 | -1.00 | 0.00 | 0.00 | 4/20/2026 | 6/9/2026 3:59:55 PM EST |
| 50.00 | 16.30 | 19.00 | 17.65 | % | 0.35 | 0 | 0 | 2.79 | -1.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 55.00 | 21.30 | 23.90 | 22.60 | % | 0.41 | 0 | 0 | 3.08 | -1.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 60.00 | 26.30 | 29.00 | 27.65 | % | 0.46 | 0 | 0 | 3.45 | -1.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 65.00 | 31.30 | 34.60 | 32.95 | % | 0.51 | 0 | 0 | 4.14 | -1.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 70.00 | 36.30 | 39.30 | 37.80 | % | 0.54 | 0 | 0 | 4.19 | -1.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 75.00 | 41.30 | 44.60 | 42.95 | % | 0.57 | 0 | 0 | 4.62 | -1.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 80.00 | 46.30 | 49.60 | 47.95 | % | 0.60 | 0 | 0 | 4.84 | -1.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 85.00 | 51.30 | 54.30 | 52.80 | % | 0.62 | 0 | 0 | 4.82 | -1.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST | |||
| 90.00 | 56.30 | 59.10 | 57.70 | % | 0.64 | 0 | 0 | 4.84 | -1.00 | 0.00 | 0.00 | 6/9/2026 3:59:55 PM EST |