Options Chain for VARONIS SYS INC COM (VRNS) - $32.71 as of 6/23/2026 3:16:57 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 | 18.80 | 22.50 | 20.65 | % | 1.38 | 0 | 0 | 3.53 | 1.00 | 0.00 | 0.00 | 6/23/2026 2:59:07 PM EST | |||
| 17.50 | 16.40 | 20.00 | 18.20 | % | 1.04 | 0 | 0 | 3.03 | 1.00 | 0.00 | 0.00 | 6/23/2026 2:59:07 PM EST | |||
| 20.00 | 13.80 | 17.50 | 15.65 | % | 0.78 | 0 | 0 | 2.60 | 1.00 | 0.00 | 0.00 | 6/23/2026 2:59:07 PM EST | |||
| 22.50 | 11.50 | 15.00 | 13.25 | % | 0.59 | 0 | 0 | 2.12 | 1.00 | 0.00 | 0.00 | 6/23/2026 2:59:07 PM EST | |||
| 25.00 | 9.00 | 12.50 | 10.75 | 8.93 | 0.00 | 0.00% | 0.43 | 0 | 13 | 1.79 | 1.00 | 0.00 | -0.01 | 6/12/2026 | 6/23/2026 2:59:07 PM EST |
| 30.00 | 4.50 | 7.00 | 5.75 | 7.62 | +2.96 | +63.52% | 0.19 | 3 | 532 | 1.19 | 0.90 | 0.03 | -0.05 | 6/23/2026 | 6/23/2026 2:59:07 PM EST |
| 35.00 | 1.95 | 3.40 | 2.68 | 2.60 | +1.43 | +122.23% | 0.08 | 4,891 | 626 | 0.51 | 0.59 | 0.08 | -0.06 | 6/23/2026 | 6/23/2026 2:59:07 PM EST |
| 40.00 | 1.10 | 1.50 | 1.30 | 1.30 | +0.95 | +271.43% | 0.03 | 3,714 | 3,085 | 0.76 | 0.21 | 0.06 | -0.04 | 6/23/2026 | 6/23/2026 2:59:07 PM EST |
| 45.00 | 0.30 | 0.45 | 0.38 | 0.35 | % | 0.01 | 10,524 | 0 | 0.76 | 0.04 | 0.02 | -0.01 | 6/23/2026 | 6/23/2026 2:59:07 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 | 0.05 | 0.03 | % | 0.00 | 0 | 0 | 1.58 | 0.00 | 0.00 | 0.00 | 6/23/2026 2:59:07 PM EST | |||
| 17.50 | 0.00 | 2.35 | 1.18 | % | 0.07 | 0 | 0 | 3.28 | 0.00 | 0.00 | 0.00 | 6/23/2026 2:59:07 PM EST | |||
| 20.00 | 0.00 | 2.15 | 1.08 | % | 0.05 | 0 | 0 | 1.62 | 0.00 | 0.00 | 0.00 | 6/23/2026 2:59:07 PM EST | |||
| 22.50 | 0.00 | 0.90 | 0.45 | % | 0.02 | 0 | 0 | 1.39 | 0.00 | 0.00 | 0.00 | 6/23/2026 2:59:07 PM EST | |||
| 25.00 | 0.00 | 0.50 | 0.25 | 0.55 | % | 0.01 | 1 | 0 | 1.17 | 0.00 | 0.00 | -0.01 | 6/23/2026 | 6/23/2026 2:59:07 PM EST | |
| 30.00 | 0.15 | 1.20 | 0.68 | 0.45 | -0.25 | -35.72% | 0.02 | 4,549 | 96 | 0.59 | -0.10 | 0.03 | -0.05 | 6/23/2026 | 6/23/2026 2:59:07 PM EST |
| 35.00 | 1.65 | 2.10 | 1.88 | 1.65 | -2.07 | -55.65% | 0.05 | 171 | 52 | 0.52 | -0.41 | 0.08 | -0.06 | 6/23/2026 | 6/23/2026 2:59:07 PM EST |
| 40.00 | 4.50 | 6.70 | 5.60 | % | 0.14 | 0 | 0 | 1.09 | -0.79 | 0.06 | -0.04 | 6/23/2026 2:59:07 PM EST | |||
| 45.00 | 9.10 | 11.60 | 10.35 | % | 0.23 | 0 | 0 | 1.43 | -0.96 | 0.02 | -0.01 | 6/23/2026 2:59:07 PM EST |