Options Chain for VARONIS SYS INC COM (VRNS) - $47.33 as of 7/16/2026 3:48:09 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 | 28.10 | 31.50 | 29.80 | % | 1.70 | 0 | 0 | 3.01 | 1.00 | 0.00 | 0.00 | 7/16/2026 3:59:50 PM EST | |||
| 20.00 | 25.60 | 29.00 | 27.30 | % | 1.36 | 0 | 0 | 2.64 | 1.00 | 0.00 | 0.00 | 7/16/2026 3:59:50 PM EST | |||
| 22.50 | 23.10 | 26.60 | 24.85 | % | 1.10 | 0 | 0 | 2.37 | 1.00 | 0.00 | 0.00 | 7/16/2026 3:59:50 PM EST | |||
| 25.00 | 21.30 | 22.90 | 22.10 | 18.28 | 0.00 | 0.00% | 0.88 | 0 | 25 | 1.39 | 1.00 | 0.00 | -0.01 | 7/1/2026 | 7/16/2026 3:59:50 PM EST |
| 30.00 | 16.10 | 19.40 | 17.75 | 11.00 | 0.00 | 0.00% | 0.59 | 0 | 1 | 1.70 | 0.98 | 0.00 | -0.02 | 6/29/2026 | 7/16/2026 3:59:50 PM EST |
| 35.00 | 11.50 | 14.70 | 13.10 | 11.44 | 0.00 | 0.00% | 0.37 | 0 | 16 | 1.35 | 0.92 | 0.01 | -0.04 | 7/13/2026 | 7/16/2026 3:59:50 PM EST |
| 40.00 | 6.90 | 10.50 | 8.70 | 8.40 | 0.00 | 0.00% | 0.22 | 0 | 146 | 1.13 | 0.80 | 0.03 | -0.05 | 7/16/2026 | 7/16/2026 3:59:50 PM EST |
| 45.00 | 5.00 | 6.40 | 5.70 | 5.47 | 0.00 | 0.00% | 0.13 | 0 | 53 | 0.75 | 0.64 | 0.04 | -0.06 | 7/16/2026 | 7/16/2026 3:59:50 PM EST |
| 50.00 | 1.60 | 3.70 | 2.65 | 2.63 | 0.00 | 0.00% | 0.05 | 0 | 344 | 0.61 | 0.45 | 0.04 | -0.06 | 7/16/2026 | 7/16/2026 3:59:50 PM EST |
| 55.00 | 0.45 | 2.95 | 1.70 | 0.85 | 0.00 | 0.00% | 0.03 | 0 | 2,511 | 0.71 | 0.28 | 0.03 | -0.05 | 7/16/2026 | 7/16/2026 3:59:50 PM EST |
| 60.00 | 0.00 | 1.40 | 0.70 | 0.48 | 0.00 | 0.00% | 0.01 | 0 | 149 | 0.83 | 0.15 | 0.02 | -0.03 | 7/14/2026 | 7/16/2026 3:59:50 PM EST |
| 65.00 | 0.00 | 2.15 | 1.08 | % | 0.02 | 0 | 0 | 1.18 | 0.08 | 0.02 | -0.02 | 7/16/2026 3:59:50 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 | 1.75 | 0.88 | % | 0.05 | 0 | 0 | 2.94 | 0.00 | 0.00 | 0.00 | 7/16/2026 3:59:50 PM EST | |||
| 20.00 | 0.00 | 1.75 | 0.88 | % | 0.04 | 0 | 0 | 2.60 | 0.00 | 0.00 | 0.00 | 7/16/2026 3:59:50 PM EST | |||
| 22.50 | 0.00 | 1.75 | 0.88 | % | 0.04 | 0 | 0 | 2.31 | 0.00 | 0.00 | 0.00 | 7/16/2026 3:59:50 PM EST | |||
| 25.00 | 0.00 | 1.75 | 0.88 | % | 0.04 | 0 | 0 | 2.04 | 0.00 | 0.00 | -0.01 | 7/16/2026 3:59:50 PM EST | |||
| 30.00 | 0.00 | 1.75 | 0.88 | 1.25 | 0.00 | 0.00% | 0.03 | 0 | 40 | 1.59 | -0.02 | 0.00 | -0.02 | 6/24/2026 | 7/16/2026 3:59:50 PM EST |
| 35.00 | 0.10 | 1.95 | 1.03 | 0.60 | 0.00 | 0.00% | 0.03 | 0 | 27 | 0.90 | -0.08 | 0.01 | -0.04 | 7/16/2026 | 7/16/2026 3:59:50 PM EST |
| 40.00 | 0.15 | 2.20 | 1.18 | 1.35 | 0.00 | 0.00% | 0.03 | 0 | 46 | 0.66 | -0.20 | 0.03 | -0.05 | 7/14/2026 | 7/16/2026 3:59:50 PM EST |
| 45.00 | 2.90 | 4.00 | 3.45 | 3.39 | 0.00 | 0.00% | 0.08 | 0 | 2,501 | 0.80 | -0.36 | 0.04 | -0.06 | 7/16/2026 | 7/16/2026 3:59:50 PM EST |
| 50.00 | 3.50 | 6.70 | 5.10 | 6.45 | 0.00 | 0.00% | 0.10 | 0 | 1 | 0.59 | -0.55 | 0.04 | -0.06 | 7/6/2026 | 7/16/2026 3:59:50 PM EST |
| 55.00 | 6.90 | 10.70 | 8.80 | % | 0.16 | 0 | 0 | 0.99 | -0.72 | 0.03 | -0.05 | 7/16/2026 3:59:50 PM EST | |||
| 60.00 | 11.20 | 14.50 | 12.85 | % | 0.21 | 0 | 0 | 0.96 | -0.85 | 0.02 | -0.03 | 7/16/2026 3:59:50 PM EST | |||
| 65.00 | 16.10 | 19.60 | 17.85 | % | 0.27 | 0 | 0 | 1.16 | -0.92 | 0.02 | -0.02 | 7/16/2026 3:59:50 PM EST |