Options Chain for VARONIS SYS INC COM (VRNS) - $45.74 as of 7/27/2026 6:44:31 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.50 | 32.40 | 36.50 | 34.45 | % | 2.76 | 0 | 0 | 3.40 | 1.00 | 0.00 | 0.00 | 7/27/2026 3:59:49 PM EST | |||
| 15.00 | 29.90 | 34.00 | 31.95 | % | 2.13 | 0 | 0 | 2.95 | 1.00 | 0.00 | 0.00 | 7/27/2026 3:59:49 PM EST | |||
| 17.50 | 27.50 | 31.60 | 29.55 | % | 1.69 | 0 | 0 | 2.67 | 1.00 | 0.00 | 0.00 | 7/27/2026 3:59:49 PM EST | |||
| 20.00 | 25.00 | 29.00 | 27.00 | 12.50 | 0.00 | 0.00% | 1.35 | 0 | 7 | 2.35 | 1.00 | 0.00 | 0.00 | 5/28/2026 | 7/27/2026 3:59:49 PM EST |
| 22.50 | 22.60 | 26.70 | 24.65 | 8.35 | 0.00 | 0.00% | 1.10 | 0 | 30 | 2.11 | 0.99 | 0.00 | -0.01 | 5/19/2026 | 7/27/2026 3:59:49 PM EST |
| 25.00 | 20.50 | 24.50 | 22.50 | 23.40 | 0.00 | 0.00% | 0.90 | 0 | 534 | 1.69 | 0.97 | 0.00 | -0.02 | 7/20/2026 | 7/27/2026 3:59:49 PM EST |
| 30.00 | 15.90 | 19.50 | 17.70 | 13.37 | 0.00 | 0.00% | 0.59 | 0 | 132 | 1.50 | 0.94 | 0.01 | -0.02 | 7/2/2026 | 7/27/2026 3:59:49 PM EST |
| 35.00 | 11.50 | 15.20 | 13.35 | 14.50 | 0.00 | 0.00% | 0.38 | 0 | 2,059 | 1.26 | 0.87 | 0.01 | -0.03 | 7/14/2026 | 7/27/2026 3:59:49 PM EST |
| 40.00 | 6.90 | 11.10 | 9.00 | 9.58 | 0.00 | 0.00% | 0.23 | 0 | 97 | 0.69 | 0.76 | 0.02 | -0.05 | 7/20/2026 | 7/27/2026 3:59:49 PM EST |
| 45.00 | 3.90 | 7.40 | 5.65 | 6.10 | +0.35 | +6.09% | 0.13 | 4 | 1,042 | 0.66 | 0.61 | 0.03 | -0.05 | 7/27/2026 | 7/27/2026 3:59:49 PM EST |
| 50.00 | 2.20 | 3.90 | 3.05 | 3.62 | 0.00 | 0.00% | 0.06 | 0 | 2,347 | 0.61 | 0.43 | 0.04 | -0.04 | 7/24/2026 | 7/27/2026 3:59:49 PM EST |
| 55.00 | 0.25 | 2.05 | 1.15 | 1.40 | 0.00 | 0.00% | 0.02 | 0 | 202 | 0.49 | 0.21 | 0.03 | -0.02 | 7/22/2026 | 7/27/2026 3:59:49 PM EST |
| 60.00 | 0.00 | 2.50 | 1.25 | 0.80 | 0.00 | 0.00% | 0.02 | 0 | 3 | 0.90 | 0.14 | 0.02 | -0.02 | 7/21/2026 | 7/27/2026 3:59:49 PM EST |
| 65.00 | 0.00 | 2.30 | 1.15 | % | 0.02 | 0 | 0 | 1.00 | 0.06 | 0.01 | -0.01 | 7/27/2026 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12.50 | 0.00 | 0.95 | 0.48 | 0.70 | 0.00 | 0.00% | 0.04 | 0 | 13 | 2.62 | 0.00 | 0.00 | 0.00 | 4/7/2026 | 7/27/2026 3:59:49 PM EST |
| 15.00 | 0.00 | 2.30 | 1.15 | 0.20 | 0.00 | 0.00% | 0.08 | 0 | 4 | 3.01 | 0.00 | 0.00 | 0.00 | 5/29/2026 | 7/27/2026 3:59:49 PM EST |
| 17.50 | 0.00 | 2.35 | 1.18 | 0.60 | 0.00 | 0.00% | 0.07 | 0 | 64 | 2.67 | 0.00 | 0.00 | 0.00 | 5/13/2026 | 7/27/2026 3:59:49 PM EST |
| 20.00 | 0.00 | 2.40 | 1.20 | 1.10 | 0.00 | 0.00% | 0.06 | 0 | 20 | 2.37 | 0.00 | 0.00 | 0.00 | 5/13/2026 | 7/27/2026 3:59:49 PM EST |
| 22.50 | 0.00 | 2.50 | 1.25 | 0.65 | 0.00 | 0.00% | 0.06 | 0 | 304 | 2.14 | -0.01 | 0.00 | -0.01 | 6/2/2026 | 7/27/2026 3:59:49 PM EST |
| 25.00 | 0.05 | 0.60 | 0.33 | 0.20 | 0.00 | 0.00% | 0.01 | 0 | 1,115 | 0.93 | -0.03 | 0.00 | -0.02 | 7/22/2026 | 7/27/2026 3:59:49 PM EST |
| 30.00 | 0.00 | 1.40 | 0.70 | 3.55 | 0.00 | 0.00% | 0.02 | 0 | 6 | 1.19 | -0.06 | 0.01 | -0.02 | 5/26/2026 | 7/27/2026 3:59:49 PM EST |
| 35.00 | 0.00 | 3.20 | 1.60 | 1.05 | 0.00 | 0.00% | 0.05 | 0 | 5 | 1.27 | -0.13 | 0.01 | -0.03 | 7/24/2026 | 7/27/2026 3:59:49 PM EST |
| 40.00 | 1.25 | 2.35 | 1.80 | 1.80 | 0.00 | 0.00% | 0.04 | 0 | 18 | 0.68 | -0.24 | 0.02 | -0.05 | 7/14/2026 | 7/27/2026 3:59:49 PM EST |
| 45.00 | 2.20 | 4.40 | 3.30 | 4.50 | 0.00 | 0.00% | 0.07 | 0 | 3 | 0.61 | -0.39 | 0.03 | -0.05 | 7/6/2026 | 7/27/2026 3:59:49 PM EST |
| 50.00 | 5.00 | 7.50 | 6.25 | 7.40 | 0.00 | 0.00% | 0.12 | 0 | 4 | 0.61 | -0.57 | 0.04 | -0.04 | 7/6/2026 | 7/27/2026 3:59:49 PM EST |
| 55.00 | 8.20 | 11.10 | 9.65 | % | 0.18 | 0 | 0 | 0.79 | -0.79 | 0.03 | -0.02 | 7/27/2026 3:59:49 PM EST | |||
| 60.00 | 12.50 | 15.40 | 13.95 | % | 0.23 | 0 | 0 | 0.88 | -0.86 | 0.02 | -0.02 | 7/27/2026 3:59:49 PM EST | |||
| 65.00 | 17.30 | 20.10 | 18.70 | % | 0.29 | 0 | 0 | 0.98 | -0.94 | 0.01 | -0.01 | 7/27/2026 3:59:49 PM EST |