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 | 20.50 | 23.80 | % | 0 | 0 | 1.92 | 1.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 25.00 | 18.10 | 21.30 | 20.30 | 0.00 | 0.00% | 0 | 30 | 1.78 | 1.00 | 0.00 | 0.00 | 1/21/2025 | 5/5/2025 3:59:57 PM EST |
| 30.00 | 13.10 | 16.40 | 10.82 | 0.00 | 0.00% | 0 | 3 | 0.97 | 0.97 | 0.01 | -0.01 | 4/22/2025 | 5/5/2025 3:59:57 PM EST |
| 35.00 | 8.90 | 10.90 | 8.60 | 0.00 | 0.00% | 0 | 1 | 0.64 | 0.89 | 0.02 | -0.02 | 4/30/2025 | 5/5/2025 3:59:57 PM EST |
| 40.00 | 5.40 | 5.70 | 4.70 | 0.00 | 0.00% | 0 | 117 | 0.52 | 0.73 | 0.04 | -0.03 | 4/29/2025 | 5/5/2025 3:59:57 PM EST |
| 45.00 | 2.30 | 3.30 | 2.40 | +0.30 | +14.29% | 10 | 824 | 0.52 | 0.49 | 0.05 | -0.04 | 5/5/2025 | 5/5/2025 3:59:57 PM EST |
| 50.00 | 0.80 | 1.10 | 0.80 | +0.25 | +45.46% | 9 | 257 | 0.46 | 0.26 | 0.04 | -0.03 | 5/5/2025 | 5/5/2025 3:59:57 PM EST |
| 55.00 | 0.25 | 0.55 | 0.30 | 0.00 | 0.00% | 0 | 98 | 0.48 | 0.11 | 0.03 | -0.02 | 4/29/2025 | 5/5/2025 3:59:57 PM EST |
| 60.00 | 0.00 | 2.20 | 0.53 | 0.00 | 0.00% | 0 | 20 | 1.04 | 0.04 | 0.01 | -0.01 | 4/21/2025 | 5/5/2025 3:59:57 PM EST |
| 65.00 | 0.00 | 2.15 | 0.28 | 0.00 | 0.00% | 0 | 174 | 1.17 | 0.01 | 0.00 | 0.00 | 2/10/2025 | 5/5/2025 3:59:57 PM EST |
| 70.00 | 0.00 | 2.15 | % | 0 | 0 | 1.30 | 0.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 75.00 | 0.00 | 2.15 | 0.40 | 0.00 | 0.00% | 0 | 6 | 1.41 | 0.00 | 0.00 | 0.00 | 1/30/2025 | 5/5/2025 3:59:57 PM EST |
| 80.00 | 0.00 | 2.15 | % | 0 | 0 | 1.51 | 0.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 85.00 | 0.00 | 2.15 | % | 0 | 0 | 1.60 | 0.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 90.00 | 0.00 | 2.15 | % | 0 | 0 | 1.69 | 0.00 | 0.00 | 0.00 | 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 | 0.55 | % | 0 | 0 | 1.27 | 0.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 25.00 | 0.00 | 0.35 | 0.30 | 0.00 | 0.00% | 0 | 100 | 1.07 | 0.00 | 0.00 | 0.00 | 3/21/2025 | 5/5/2025 3:59:57 PM EST |
| 30.00 | 0.05 | 0.40 | 0.50 | 0.00 | 0.00% | 0 | 1 | 0.80 | -0.03 | 0.01 | -0.01 | 2/3/2025 | 5/5/2025 3:59:57 PM EST |
| 35.00 | 0.35 | 0.95 | 1.15 | 0.00 | 0.00% | 0 | 88 | 0.61 | -0.11 | 0.02 | -0.02 | 4/11/2025 | 5/5/2025 3:59:57 PM EST |
| 40.00 | 1.25 | 1.55 | 1.45 | 0.00 | 0.00% | 0 | 80 | 0.51 | -0.27 | 0.04 | -0.03 | 5/1/2025 | 5/5/2025 3:59:57 PM EST |
| 45.00 | 3.20 | 3.70 | 3.00 | -3.85 | -56.21% | 9 | 697 | 0.47 | -0.51 | 0.05 | -0.04 | 5/5/2025 | 5/5/2025 3:59:57 PM EST |
| 50.00 | 6.60 | 7.20 | 11.00 | 0.00 | 0.00% | 0 | 5,004 | 0.46 | -0.74 | 0.04 | -0.03 | 4/21/2025 | 5/5/2025 3:59:57 PM EST |
| 55.00 | 10.20 | 12.80 | % | 0 | 0 | 0.65 | -0.89 | 0.03 | -0.02 | 5/5/2025 3:59:57 PM EST | |||
| 60.00 | 14.10 | 17.80 | 10.80 | 0.00 | 0.00% | 0 | 0 | 0.85 | -0.96 | 0.01 | -0.01 | 10/31/2024 | 5/5/2025 3:59:57 PM EST |
| 65.00 | 19.10 | 22.40 | % | 0 | 0 | 0.99 | -0.99 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 70.00 | 24.70 | 27.30 | % | 0 | 0 | 1.21 | -1.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 75.00 | 29.00 | 32.70 | % | 0 | 0 | 1.25 | -1.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 80.00 | 34.80 | 37.70 | % | 0 | 0 | 1.52 | -1.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 85.00 | 39.80 | 42.70 | % | 0 | 0 | 1.44 | -1.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST | |||
| 90.00 | 44.60 | 47.40 | % | 0 | 0 | 1.55 | -1.00 | 0.00 | 0.00 | 5/5/2025 3:59:57 PM EST |