Options Chain for VARONIS SYS INC COM (VRNS) - $52.18 as of 9/6/2024 3:15:07 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 26.50 | 31.00 | % | 0 | 0 | 4.41 | 1.00 | 0.00 | 0.00 | 9/6/2024 3:59:51 PM EST | |||
| 25.00 | 24.00 | 28.50 | 28.90 | 0.00 | 0.00% | 0 | 1 | 3.95 | 1.00 | 0.00 | 0.00 | 7/30/2024 | 9/6/2024 3:59:51 PM EST |
| 30.00 | 19.20 | 23.50 | % | 0 | 0 | 3.15 | 1.00 | 0.00 | 0.00 | 9/6/2024 3:59:51 PM EST | |||
| 35.00 | 14.40 | 18.50 | % | 0 | 0 | 2.48 | 1.00 | 0.00 | 0.00 | 9/6/2024 3:59:51 PM EST | |||
| 40.00 | 10.30 | 13.40 | 16.70 | 0.00 | 0.00% | 0 | 45 | 1.88 | 1.00 | 0.00 | 0.00 | 8/20/2024 | 9/6/2024 3:59:51 PM EST |
| 45.00 | 5.40 | 8.40 | 12.60 | 0.00 | 0.00% | 0 | 78 | 1.27 | 0.94 | 0.03 | -0.01 | 8/27/2024 | 9/6/2024 3:59:51 PM EST |
| 50.00 | 2.05 | 2.75 | 2.10 | 0.00 | 0.00% | 0 | 739 | 0.48 | 0.61 | 0.09 | -0.05 | 9/5/2024 | 9/6/2024 3:59:51 PM EST |
| 55.00 | 0.00 | 0.40 | 0.28 | -0.17 | -37.78% | 30 | 196 | 0.65 | 0.17 | 0.06 | -0.03 | 9/6/2024 | 9/6/2024 3:59:51 PM EST |
| 60.00 | 0.00 | 0.45 | 0.70 | 0.00 | 0.00% | 0 | 230 | 0.71 | 0.01 | 0.01 | 0.00 | 8/29/2024 | 9/6/2024 3:59:51 PM EST |
| 65.00 | 0.00 | 0.05 | 0.15 | 0.00 | 0.00% | 0 | 32 | 0.61 | 0.00 | 0.00 | 0.00 | 8/23/2024 | 9/6/2024 3:59:51 PM EST |
| 70.00 | 0.00 | 0.05 | % | 0 | 0 | 0.76 | 0.00 | 0.00 | 0.00 | 9/6/2024 3:59:51 PM EST | |||
| 75.00 | 0.00 | 1.95 | % | 0 | 0 | 1.97 | 0.00 | 0.00 | 0.00 | 9/6/2024 3:59:51 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 | 0.10 | % | 0 | 0 | 2.05 | 0.00 | 0.00 | 0.00 | 9/6/2024 3:59:51 PM EST | |||
| 25.00 | 0.00 | 0.35 | % | 0 | 0 | 2.26 | 0.00 | 0.00 | 0.00 | 9/6/2024 3:59:51 PM EST | |||
| 30.00 | 0.00 | 1.05 | 0.25 | 0.00 | 0.00% | 0 | 2 | 2.32 | 0.00 | 0.00 | 0.00 | 5/13/2024 | 9/6/2024 3:59:51 PM EST |
| 35.00 | 0.00 | 1.25 | 0.86 | 0.00 | 0.00% | 0 | 50 | 1.89 | 0.00 | 0.00 | 0.00 | 6/7/2024 | 9/6/2024 3:59:51 PM EST |
| 40.00 | 0.00 | 0.15 | 0.50 | 0.00 | 0.00% | 0 | 201 | 0.77 | 0.00 | 0.00 | 0.00 | 8/2/2024 | 9/6/2024 3:59:51 PM EST |
| 45.00 | 0.00 | 1.05 | 0.15 | 0.00 | 0.00% | 0 | 706 | 0.83 | -0.06 | 0.03 | -0.01 | 8/20/2024 | 9/6/2024 3:59:51 PM EST |
| 50.00 | 0.95 | 1.40 | 1.00 | +0.65 | +185.72% | 2 | 132 | 0.41 | -0.39 | 0.09 | -0.05 | 9/6/2024 | 9/6/2024 3:59:51 PM EST |
| 55.00 | 3.40 | 4.60 | 4.05 | 0.00 | 0.00% | 0 | 37 | 0.44 | -0.83 | 0.06 | -0.03 | 9/5/2024 | 9/6/2024 3:59:51 PM EST |
| 60.00 | 7.00 | 11.00 | % | 0 | 0 | 1.23 | -0.99 | 0.01 | 0.00 | 9/6/2024 3:59:51 PM EST | |||
| 65.00 | 12.00 | 16.00 | % | 0 | 0 | 1.52 | -1.00 | 0.00 | 0.00 | 9/6/2024 3:59:51 PM EST | |||
| 70.00 | 17.00 | 21.00 | % | 0 | 0 | 1.77 | -1.00 | 0.00 | 0.00 | 9/6/2024 3:59:51 PM EST | |||
| 75.00 | 22.00 | 25.90 | 25.80 | 0.00 | 0.00% | 0 | 0 | 1.96 | -1.00 | 0.00 | 0.00 | 3/21/2024 | 9/6/2024 3:59:51 PM EST |