Options Chain for VARONIS SYS INC COM (VRNS) - $36.11 as of 6/2/2026 12:08:45 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15.00 | 18.60 | 22.20 | 20.40 | % | 1.36 | 0 | 0 | 2.83 | 1.00 | 0.00 | 0.00 | 6/1/2026 3:59:49 PM EST | |||
| 17.50 | 16.20 | 18.30 | 17.25 | % | 0.99 | 0 | 0 | 2.19 | 1.00 | 0.00 | 0.00 | 6/1/2026 3:59:49 PM EST | |||
| 20.00 | 13.70 | 16.00 | 14.85 | % | 0.74 | 0 | 0 | 2.02 | 0.99 | 0.00 | -0.01 | 6/1/2026 3:59:49 PM EST | |||
| 22.50 | 11.30 | 13.50 | 12.40 | % | 0.55 | 0 | 0 | 1.72 | 0.97 | 0.01 | -0.01 | 6/1/2026 3:59:49 PM EST | |||
| 25.00 | 9.20 | 11.30 | 10.25 | % | 0.41 | 0 | 0 | 0.99 | 0.93 | 0.01 | -0.02 | 6/1/2026 3:59:49 PM EST | |||
| 30.00 | 4.60 | 6.60 | 5.60 | 5.90 | 0.00 | 0.00% | 0.19 | 0 | 531 | 0.61 | 0.81 | 0.03 | -0.03 | 6/1/2026 | 6/1/2026 3:59:49 PM EST |
| 35.00 | 2.20 | 3.40 | 2.80 | 3.42 | 0.00 | 0.00% | 0.08 | 0 | 457 | 0.63 | 0.61 | 0.05 | -0.04 | 6/1/2026 | 6/1/2026 3:59:49 PM EST |
| 40.00 | 1.00 | 1.60 | 1.30 | 1.45 | -0.26 | -15.21% | 0.03 | 1 | 121 | 0.60 | 0.35 | 0.05 | -0.03 | 6/2/2026 | 6/1/2026 3:59:49 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 15.00 | 0.00 | 0.75 | 0.38 | % | 0.03 | 0 | 0 | 2.09 | 0.00 | 0.00 | 0.00 | 6/1/2026 3:59:49 PM EST | |||
| 17.50 | 0.00 | 0.75 | 0.38 | % | 0.02 | 0 | 0 | 1.89 | 0.00 | 0.00 | 0.00 | 6/1/2026 3:59:49 PM EST | |||
| 20.00 | 0.00 | 0.75 | 0.38 | % | 0.02 | 0 | 0 | 1.61 | -0.01 | 0.00 | -0.01 | 6/1/2026 3:59:49 PM EST | |||
| 22.50 | 0.05 | 0.75 | 0.40 | % | 0.02 | 0 | 0 | 1.36 | -0.03 | 0.01 | -0.01 | 6/1/2026 3:59:49 PM EST | |||
| 25.00 | 0.10 | 0.75 | 0.43 | % | 0.02 | 0 | 0 | 1.13 | -0.07 | 0.01 | -0.02 | 6/1/2026 3:59:49 PM EST | |||
| 30.00 | 0.75 | 1.85 | 1.30 | 1.20 | 0.00 | 0.00% | 0.04 | 0 | 89 | 0.71 | -0.19 | 0.03 | -0.03 | 5/29/2026 | 6/1/2026 3:59:49 PM EST |
| 35.00 | 2.60 | 3.70 | 3.15 | 2.70 | 0.00 | 0.00% | 0.09 | 0 | 6 | 0.63 | -0.39 | 0.05 | -0.04 | 6/1/2026 | 6/1/2026 3:59:49 PM EST |
| 40.00 | 5.80 | 7.30 | 6.55 | % | 0.16 | 0 | 0 | 0.71 | -0.65 | 0.05 | -0.03 | 6/1/2026 3:59:49 PM EST |