Options Chain for VARONIS SYS INC COM (VRNS) - $54.41 as of 7/29/2025 2:47:52 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 30.70 | 34.20 | 32.45 | % | 1.44 | 0 | 0 | 2.02 | 1.00 | 0.00 | 0.00 | 7/29/2025 1:58:53 PM EST | |||
| 25.00 | 27.80 | 31.70 | 29.75 | % | 1.19 | 0 | 0 | 2.02 | 1.00 | 0.00 | 0.00 | 7/29/2025 1:58:53 PM EST | |||
| 30.00 | 23.50 | 26.80 | 25.15 | 16.95 | 0.00 | 0.00% | 0.84 | 0 | 2 | 1.65 | 1.00 | 0.00 | 0.00 | 5/16/2025 | 7/29/2025 1:58:53 PM EST |
| 35.00 | 18.50 | 21.60 | 20.05 | % | 0.57 | 0 | 0 | 1.27 | 0.99 | 0.00 | -0.01 | 7/29/2025 1:58:53 PM EST | |||
| 40.00 | 14.70 | 15.80 | 15.25 | 10.70 | 0.00 | 0.00% | 0.38 | 0 | 22 | 0.80 | 0.95 | 0.01 | -0.02 | 7/1/2025 | 7/29/2025 1:58:53 PM EST |
| 45.00 | 10.10 | 10.60 | 10.35 | 8.50 | 0.00 | 0.00% | 0.23 | 0 | 626 | 0.47 | 0.87 | 0.02 | -0.03 | 7/22/2025 | 7/29/2025 1:58:53 PM EST |
| 50.00 | 6.00 | 6.40 | 6.20 | 6.60 | 0.00 | 0.00% | 0.12 | 1 | 429 | 0.41 | 0.74 | 0.04 | -0.03 | 7/29/2025 | 7/29/2025 1:58:53 PM EST |
| 55.00 | 3.00 | 3.30 | 3.15 | 3.30 | +0.01 | +0.31% | 0.06 | 36 | 250 | 0.39 | 0.52 | 0.05 | -0.04 | 7/29/2025 | 7/29/2025 1:58:53 PM EST |
| 60.00 | 1.20 | 1.45 | 1.33 | 1.30 | -0.05 | -3.71% | 0.02 | 11 | 66 | 0.38 | 0.30 | 0.04 | -0.03 | 7/29/2025 | 7/29/2025 1:58:53 PM EST |
| 65.00 | 0.45 | 0.75 | 0.60 | 0.85 | 0.00 | 0.00% | 0.01 | 0 | 1 | 0.40 | 0.16 | 0.03 | -0.02 | 7/10/2025 | 7/29/2025 1:58:53 PM EST |
| 70.00 | 0.10 | 0.75 | 0.43 | % | 0.01 | 0 | 0 | 0.45 | 0.08 | 0.02 | -0.01 | 7/29/2025 1:58:53 PM EST | |||
| 75.00 | 0.00 | 0.75 | 0.38 | % | 0.01 | 0 | 0 | 0.65 | 0.03 | 0.01 | -0.01 | 7/29/2025 1:58:53 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 0.00 | 0.75 | 0.38 | % | 0.02 | 0 | 0 | 1.67 | 0.00 | 0.00 | 0.00 | 7/29/2025 1:58:53 PM EST | |||
| 25.00 | 0.00 | 0.75 | 0.38 | 0.50 | 0.00 | 0.00% | 0.02 | 0 | 3 | 1.49 | 0.00 | 0.00 | 0.00 | 4/21/2025 | 7/29/2025 1:58:53 PM EST |
| 30.00 | 0.00 | 0.75 | 0.38 | 1.85 | 0.00 | 0.00% | 0.01 | 0 | 2 | 1.19 | 0.00 | 0.00 | 0.00 | 4/7/2025 | 7/29/2025 1:58:53 PM EST |
| 35.00 | 0.00 | 0.75 | 0.38 | 0.40 | 0.00 | 0.00% | 0.01 | 0 | 22 | 0.94 | -0.01 | 0.00 | -0.01 | 6/20/2025 | 7/29/2025 1:58:53 PM EST |
| 40.00 | 0.20 | 0.75 | 0.48 | 0.35 | 0.00 | 0.00% | 0.01 | 0 | 670 | 0.62 | -0.05 | 0.01 | -0.02 | 7/23/2025 | 7/29/2025 1:58:53 PM EST |
| 45.00 | 0.45 | 0.70 | 0.58 | 0.70 | 0.00 | 0.00% | 0.01 | 0 | 191 | 0.46 | -0.13 | 0.02 | -0.03 | 7/21/2025 | 7/29/2025 1:58:53 PM EST |
| 50.00 | 1.25 | 1.50 | 1.38 | 1.60 | -0.80 | -33.34% | 0.03 | 1 | 57 | 0.41 | -0.26 | 0.04 | -0.03 | 7/29/2025 | 7/29/2025 1:58:53 PM EST |
| 55.00 | 3.10 | 3.50 | 3.30 | 3.20 | -0.20 | -5.89% | 0.06 | 62 | 3 | 0.39 | -0.48 | 0.05 | -0.04 | 7/29/2025 | 7/29/2025 1:58:53 PM EST |
| 60.00 | 6.30 | 6.80 | 6.55 | % | 0.11 | 0 | 0 | 0.38 | -0.70 | 0.04 | -0.03 | 7/29/2025 1:58:53 PM EST | |||
| 65.00 | 9.90 | 11.40 | 10.65 | % | 0.16 | 0 | 0 | 0.51 | -0.84 | 0.03 | -0.02 | 7/29/2025 1:58:53 PM EST | |||
| 70.00 | 14.40 | 16.20 | 15.30 | % | 0.22 | 0 | 0 | 0.59 | -0.92 | 0.02 | -0.01 | 7/29/2025 1:58:53 PM EST | |||
| 75.00 | 19.40 | 21.50 | 20.45 | % | 0.27 | 0 | 0 | 0.77 | -0.97 | 0.01 | -0.01 | 7/29/2025 1:58:53 PM EST |