Options Chain for VARONIS SYS INC COM (VRNS) - $23.92 as of 4/24/2026 4:07:21 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 | 10.30 | 14.40 | 12.35 | % | 0.99 | 0 | 0 | 2.47 | 0.97 | 0.01 | -0.01 | 4/24/2026 3:59:59 PM EST | |||
| 15.00 | 8.00 | 12.00 | 10.00 | 10.55 | 0.00 | 0.00% | 0.67 | 0 | 3 | 2.02 | 0.92 | 0.01 | -0.01 | 4/20/2026 | 4/24/2026 3:59:59 PM EST |
| 17.50 | 5.80 | 9.80 | 7.80 | % | 0.45 | 0 | 0 | 1.72 | 0.86 | 0.02 | -0.02 | 4/24/2026 3:59:59 PM EST | |||
| 20.00 | 4.60 | 6.30 | 5.45 | 3.00 | 0.00 | 0.00% | 0.27 | 0 | 11 | 1.00 | 0.78 | 0.03 | -0.02 | 4/10/2026 | 4/24/2026 3:59:59 PM EST |
| 22.50 | 3.90 | 4.50 | 4.20 | 1.90 | 0.00 | 0.00% | 0.19 | 0 | 18 | 0.83 | 0.67 | 0.04 | -0.03 | 4/10/2026 | 4/24/2026 3:59:59 PM EST |
| 25.00 | 2.75 | 3.00 | 2.88 | 2.75 | +0.30 | +12.25% | 0.12 | 500 | 73 | 0.80 | 0.55 | 0.05 | -0.03 | 4/24/2026 | 4/24/2026 3:59:59 PM EST |
| 30.00 | 1.15 | 1.50 | 1.33 | 1.10 | 0.00 | 0.00% | 0.04 | 0 | 2,276 | 0.80 | 0.33 | 0.05 | -0.03 | 4/23/2026 | 4/24/2026 3:59:59 PM EST |
| 35.00 | 0.55 | 0.95 | 0.75 | 0.65 | 0.00 | 0.00% | 0.02 | 0 | 2,434 | 0.86 | 0.19 | 0.03 | -0.02 | 4/22/2026 | 4/24/2026 3:59:59 PM EST |
| 40.00 | 0.25 | 0.50 | 0.38 | 0.35 | 0.00 | 0.00% | 0.01 | 0 | 3,138 | 0.87 | 0.11 | 0.02 | -0.01 | 4/22/2026 | 4/24/2026 3:59:59 PM EST |
| 45.00 | 0.00 | 0.50 | 0.25 | 0.10 | 0.00 | 0.00% | 0.01 | 0 | 1,643 | 1.09 | 0.05 | 0.01 | -0.01 | 4/23/2026 | 4/24/2026 3:59:59 PM EST |
| 50.00 | 0.00 | 1.50 | 0.75 | 0.35 | 0.00 | 0.00% | 0.01 | 0 | 113 | 1.65 | 0.02 | 0.01 | 0.00 | 3/27/2026 | 4/24/2026 3:59:59 PM EST |
| 55.00 | 0.00 | 0.95 | 0.48 | % | 0.01 | 0 | 155 | 1.56 | 0.01 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 60.00 | 0.00 | 1.00 | 0.50 | % | 0.01 | 0 | 610 | 1.26 | 0.01 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 65.00 | 0.00 | 0.20 | 0.10 | % | 0.00 | 0 | 256 | 1.29 | 0.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 70.00 | 0.00 | 0.70 | 0.35 | % | 0.01 | 0 | 5 | 1.37 | 0.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 75.00 | 0.00 | 0.75 | 0.38 | % | 0.01 | 0 | 13 | 1.44 | 0.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 80.00 | 0.00 | 1.00 | 0.50 | % | 0.01 | 0 | 3 | 1.50 | 0.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 85.00 | 0.00 | 1.35 | 0.68 | % | 0.01 | 0 | 0 | 2.26 | 0.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 90.00 | 0.00 | 1.90 | 0.95 | % | 0.01 | 0 | 0 | 2.54 | 0.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 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 | 2.45 | 1.23 | % | 0.10 | 0 | 0 | 2.60 | -0.03 | 0.01 | -0.01 | 4/24/2026 3:59:59 PM EST | |||
| 15.00 | 0.25 | 1.15 | 0.70 | 0.30 | 0.00 | 0.00% | 0.05 | 0 | 20 | 1.20 | -0.08 | 0.01 | -0.01 | 4/23/2026 | 4/24/2026 3:59:59 PM EST |
| 17.50 | 0.55 | 0.85 | 0.70 | 0.79 | 0.00 | 0.00% | 0.04 | 0 | 73 | 0.94 | -0.14 | 0.02 | -0.02 | 4/23/2026 | 4/24/2026 3:59:59 PM EST |
| 20.00 | 1.00 | 1.45 | 1.23 | 1.20 | 0.00 | 0.00% | 0.06 | 0 | 113 | 0.87 | -0.22 | 0.03 | -0.02 | 4/21/2026 | 4/24/2026 3:59:59 PM EST |
| 22.50 | 1.75 | 2.15 | 1.95 | 2.30 | -0.42 | -15.45% | 0.09 | 500 | 62 | 0.80 | -0.33 | 0.04 | -0.03 | 4/24/2026 | 4/24/2026 3:59:59 PM EST |
| 25.00 | 2.90 | 3.40 | 3.15 | 3.20 | 0.00 | 0.00% | 0.13 | 0 | 26 | 0.78 | -0.45 | 0.05 | -0.03 | 4/21/2026 | 4/24/2026 3:59:59 PM EST |
| 30.00 | 6.40 | 7.00 | 6.70 | 7.09 | -2.16 | -23.36% | 0.22 | 24 | 53 | 0.81 | -0.67 | 0.05 | -0.03 | 4/24/2026 | 4/24/2026 3:59:59 PM EST |
| 35.00 | 10.00 | 12.20 | 11.10 | % | 0.32 | 0 | 837 | 1.26 | -0.81 | 0.03 | -0.02 | 4/24/2026 3:59:59 PM EST | |||
| 40.00 | 13.70 | 17.80 | 15.75 | 17.70 | 0.00 | 0.00% | 0.39 | 0 | 290 | 1.66 | -0.89 | 0.02 | -0.01 | 4/14/2026 | 4/24/2026 3:59:59 PM EST |
| 45.00 | 19.00 | 22.80 | 20.90 | 20.16 | 0.00 | 0.00% | 0.46 | 0 | 1 | 1.86 | -0.95 | 0.01 | -0.01 | 4/20/2026 | 4/24/2026 3:59:59 PM EST |
| 50.00 | 23.60 | 27.70 | 25.65 | % | 0.51 | 0 | 0 | 1.99 | -0.98 | 0.01 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 55.00 | 28.60 | 32.50 | 30.55 | % | 0.56 | 0 | 0 | 2.13 | -0.99 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 60.00 | 34.00 | 37.50 | 35.75 | % | 0.60 | 0 | 0 | 2.26 | -0.99 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 65.00 | 39.00 | 42.50 | 40.75 | % | 0.63 | 0 | 0 | 2.37 | -1.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 70.00 | 44.00 | 47.50 | 45.75 | % | 0.65 | 0 | 0 | 2.47 | -1.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 75.00 | 49.00 | 52.50 | 50.75 | % | 0.68 | 0 | 0 | 2.56 | -1.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 80.00 | 54.00 | 57.50 | 55.75 | % | 0.70 | 0 | 0 | 2.65 | -1.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 85.00 | 59.00 | 62.50 | 60.75 | % | 0.71 | 0 | 0 | 2.73 | -1.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST | |||
| 90.00 | 64.00 | 67.50 | 65.75 | % | 0.73 | 0 | 0 | 2.80 | -1.00 | 0.00 | 0.00 | 4/24/2026 3:59:59 PM EST |