Options Chain for VARONIS SYS INC COM (VRNS) - $46.82 as of 5/27/2025 3:44:53 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 23.30 | 27.10 | % | 0 | 0 | 2.05 | 1.00 | 0.00 | 0.00 | 5/27/2025 2:58:57 PM EST | |||
| 25.00 | 20.90 | 24.60 | % | 0 | 0 | 1.81 | 1.00 | 0.00 | 0.00 | 5/27/2025 2:58:57 PM EST | |||
| 30.00 | 16.40 | 19.80 | % | 0 | 0 | 1.41 | 1.00 | 0.00 | 0.00 | 5/27/2025 2:58:57 PM EST | |||
| 35.00 | 11.50 | 14.70 | % | 0 | 0 | 0.79 | 1.00 | 0.00 | -0.01 | 5/27/2025 2:58:57 PM EST | |||
| 40.00 | 6.90 | 9.40 | % | 0 | 0 | 0.45 | 0.93 | 0.02 | -0.01 | 5/27/2025 2:58:57 PM EST | |||
| 45.00 | 3.40 | 4.00 | % | 0 | 0 | 0.28 | 0.73 | 0.07 | -0.02 | 5/27/2025 2:58:57 PM EST | |||
| 50.00 | 0.80 | 1.05 | 1.05 | +0.10 | +10.53% | 20 | 516 | 0.25 | 0.34 | 0.08 | -0.02 | 5/27/2025 | 5/27/2025 2:58:57 PM EST |
| 55.00 | 0.00 | 0.30 | 0.24 | +0.10 | +71.43% | 1,048 | 20 | 0.25 | 0.07 | 0.03 | -0.01 | 5/27/2025 | 5/27/2025 2:58:57 PM EST |
| 60.00 | 0.00 | 1.00 | 0.18 | 0.00 | 0.00% | 0 | 10 | 0.45 | 0.01 | 0.00 | 0.00 | 5/22/2025 | 5/27/2025 2:58:57 PM EST |
| 65.00 | 0.00 | 1.15 | % | 0 | 0 | 0.67 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:58:57 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 | 2.15 | % | 0 | 0 | 1.21 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:58:57 PM EST | |||
| 25.00 | 0.00 | 1.15 | % | 0 | 0 | 1.09 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:58:57 PM EST | |||
| 30.00 | 0.00 | 1.15 | % | 0 | 0 | 0.92 | 0.00 | 0.00 | 0.00 | 5/27/2025 2:58:57 PM EST | |||
| 35.00 | 0.00 | 0.85 | % | 0 | 0 | 0.74 | 0.00 | 0.00 | -0.01 | 5/27/2025 2:58:57 PM EST | |||
| 40.00 | 0.00 | 0.85 | % | 0 | 0 | 0.36 | -0.07 | 0.02 | -0.01 | 5/27/2025 2:58:57 PM EST | |||
| 45.00 | 0.05 | 0.95 | 0.90 | -0.40 | -30.77% | 19 | 1,501 | 0.29 | -0.27 | 0.07 | -0.02 | 5/27/2025 | 5/27/2025 2:58:57 PM EST |
| 50.00 | 2.60 | 3.90 | % | 0 | 0 | 0.26 | -0.66 | 0.08 | -0.02 | 5/27/2025 2:58:57 PM EST | |||
| 55.00 | 6.50 | 9.50 | % | 0 | 0 | 0.42 | -0.93 | 0.03 | -0.01 | 5/27/2025 2:58:57 PM EST | |||
| 60.00 | 11.40 | 14.50 | % | 0 | 0 | 0.84 | -0.99 | 0.00 | 0.00 | 5/27/2025 2:58:57 PM EST | |||
| 65.00 | 15.80 | 19.20 | % | 0 | 0 | 0.93 | -1.00 | 0.00 | 0.00 | 5/27/2025 2:58:57 PM EST |