Options Chain for VARONIS SYS INC COM (VRNS) - $42.86 as of 7/3/2026 7:49:50 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17.50 | 23.30 | 27.60 | 25.45 | % | 1.45 | 0 | 0 | 2.45 | 1.00 | 0.00 | 0.00 | 7/2/2026 4:00:05 PM EST | |||
| 20.00 | 20.80 | 24.90 | 22.85 | % | 1.14 | 0 | 0 | 2.18 | 1.00 | 0.00 | 0.00 | 7/2/2026 4:00:05 PM EST | |||
| 22.50 | 18.40 | 22.40 | 20.40 | % | 0.91 | 0 | 0 | 1.95 | 1.00 | 0.00 | 0.00 | 7/2/2026 4:00:05 PM EST | |||
| 25.00 | 17.70 | 18.60 | 18.15 | 18.28 | 0.00 | 0.00% | 0.73 | 0 | 25 | 1.23 | 1.00 | 0.00 | 0.00 | 7/1/2026 | 7/2/2026 4:00:05 PM EST |
| 30.00 | 11.80 | 14.90 | 13.35 | 11.00 | 0.00 | 0.00% | 0.45 | 0 | 1 | 1.30 | 0.95 | 0.01 | -0.01 | 6/29/2026 | 7/2/2026 4:00:05 PM EST |
| 35.00 | 7.20 | 10.90 | 9.05 | 8.70 | -1.10 | -11.23% | 0.26 | 10 | 10 | 1.11 | 0.83 | 0.03 | -0.02 | 7/2/2026 | 7/2/2026 4:00:05 PM EST |
| 40.00 | 3.70 | 7.30 | 5.50 | 5.95 | 0.00 | 0.00% | 0.14 | 0 | 145 | 0.67 | 0.65 | 0.04 | -0.03 | 7/1/2026 | 7/2/2026 4:00:05 PM EST |
| 45.00 | 1.50 | 3.80 | 2.65 | 2.53 | -0.73 | -22.40% | 0.06 | 46 | 60 | 0.58 | 0.44 | 0.04 | -0.04 | 7/2/2026 | 7/2/2026 4:00:05 PM EST |
| 50.00 | 0.40 | 1.75 | 1.08 | 1.15 | -0.35 | -23.34% | 0.02 | 13 | 16 | 0.52 | 0.26 | 0.04 | -0.03 | 7/2/2026 | 7/2/2026 4:00:05 PM EST |
| 55.00 | 0.00 | 1.50 | 0.75 | 0.50 | 0.00 | 0.00% | 0.01 | 0 | 5 | 0.79 | 0.14 | 0.02 | -0.02 | 7/1/2026 | 7/2/2026 4:00:05 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17.50 | 0.00 | 0.95 | 0.48 | % | 0.03 | 0 | 0 | 1.94 | 0.00 | 0.00 | 0.00 | 7/2/2026 4:00:05 PM EST | |||
| 20.00 | 0.00 | 1.75 | 0.88 | % | 0.04 | 0 | 0 | 2.05 | 0.00 | 0.00 | 0.00 | 7/2/2026 4:00:05 PM EST | |||
| 22.50 | 0.00 | 2.25 | 1.13 | % | 0.05 | 0 | 0 | 1.97 | 0.00 | 0.00 | 0.00 | 7/2/2026 4:00:05 PM EST | |||
| 25.00 | 0.00 | 2.35 | 1.18 | % | 0.05 | 0 | 0 | 1.76 | 0.00 | 0.00 | 0.00 | 7/2/2026 4:00:05 PM EST | |||
| 30.00 | 0.00 | 2.00 | 1.00 | 1.25 | 0.00 | 0.00% | 0.03 | 0 | 40 | 1.23 | -0.05 | 0.01 | -0.01 | 6/24/2026 | 7/2/2026 4:00:05 PM EST |
| 35.00 | 0.00 | 1.50 | 0.75 | 1.30 | 0.00 | 0.00% | 0.02 | 0 | 20 | 0.76 | -0.17 | 0.03 | -0.02 | 7/1/2026 | 7/2/2026 4:00:05 PM EST |
| 40.00 | 1.70 | 3.00 | 2.35 | 5.90 | 0.00 | 0.00% | 0.06 | 0 | 10 | 0.57 | -0.35 | 0.04 | -0.03 | 6/23/2026 | 7/2/2026 4:00:05 PM EST |
| 45.00 | 3.50 | 6.60 | 5.05 | % | 0.11 | 0 | 0 | 0.58 | -0.56 | 0.04 | -0.04 | 7/2/2026 4:00:05 PM EST | |||
| 50.00 | 6.60 | 9.90 | 8.25 | % | 0.17 | 0 | 0 | 0.82 | -0.74 | 0.04 | -0.03 | 7/2/2026 4:00:05 PM EST | |||
| 55.00 | 11.90 | 14.60 | 13.25 | % | 0.24 | 0 | 0 | 1.00 | -0.86 | 0.02 | -0.02 | 7/2/2026 4:00:05 PM EST |