Options Chain for VARONIS SYS INC COM (VRNS) - $49.58 as of 7/11/2025 9:05:24 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 | 25.00 | 29.10 | 27.05 | % | 1.20 | 0 | 0 | 5.76 | 1.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 25.00 | 22.90 | 26.60 | 24.75 | % | 0.99 | 0 | 0 | 5.12 | 1.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 30.00 | 17.80 | 21.40 | 19.60 | 21.02 | 0.00 | 0.00% | 0.65 | 0 | 2 | 3.90 | 1.00 | 0.00 | 0.00 | 6/27/2025 | 7/11/2025 3:59:57 PM EST |
| 35.00 | 12.80 | 16.40 | 14.60 | % | 0.42 | 0 | 0 | 3.00 | 1.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 40.00 | 8.40 | 11.30 | 9.85 | 11.05 | 0.00 | 0.00% | 0.25 | 0 | 2 | 2.20 | 1.00 | 0.00 | 0.00 | 6/27/2025 | 7/11/2025 3:59:57 PM EST |
| 45.00 | 3.70 | 6.50 | 5.10 | 5.39 | -0.08 | -1.47% | 0.11 | 2 | 9 | 1.48 | 0.95 | 0.04 | -0.03 | 7/11/2025 | 7/11/2025 3:59:57 PM EST |
| 50.00 | 0.40 | 0.70 | 0.55 | 0.55 | -3.15 | -85.14% | 0.01 | 2 | 2,278 | 0.26 | 0.46 | 0.13 | -0.09 | 7/11/2025 | 7/11/2025 3:59:57 PM EST |
| 55.00 | 0.00 | 0.10 | 0.05 | 0.30 | 0.00 | 0.00% | 0.00 | 0 | 3,429 | 0.50 | 0.04 | 0.03 | -0.02 | 7/9/2025 | 7/11/2025 3:59:57 PM EST |
| 60.00 | 0.00 | 2.15 | 1.08 | 0.05 | 0.00 | 0.00% | 0.02 | 0 | 13 | 2.00 | 0.00 | 0.00 | 0.00 | 6/24/2025 | 7/11/2025 3:59:57 PM EST |
| 65.00 | 0.00 | 1.75 | 0.88 | % | 0.01 | 0 | 0 | 2.21 | 0.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 70.00 | 0.00 | 2.15 | 1.08 | % | 0.02 | 0 | 0 | 2.74 | 0.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 75.00 | 0.00 | 2.15 | 1.08 | % | 0.01 | 0 | 0 | 3.04 | 0.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 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 | 1.20 | 0.60 | % | 0.03 | 0 | 0 | 4.76 | 0.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 25.00 | 0.00 | 2.15 | 1.08 | % | 0.04 | 0 | 0 | 5.12 | 0.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 30.00 | 0.00 | 0.05 | 0.03 | % | 0.00 | 0 | 0 | 1.68 | 0.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 35.00 | 0.00 | 0.05 | 0.03 | % | 0.00 | 0 | 0 | 1.21 | 0.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 40.00 | 0.00 | 2.15 | 1.08 | % | 0.03 | 0 | 0 | 2.31 | 0.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 45.00 | 0.00 | 1.20 | 0.60 | 0.21 | 0.00 | 0.00% | 0.01 | 0 | 1,515 | 1.11 | -0.05 | 0.04 | -0.03 | 7/3/2025 | 7/11/2025 3:59:57 PM EST |
| 50.00 | 0.00 | 1.55 | 0.78 | 0.07 | 0.00 | 0.00% | 0.02 | 0 | 854 | 0.46 | -0.54 | 0.13 | -0.09 | 7/9/2025 | 7/11/2025 3:59:57 PM EST |
| 55.00 | 4.50 | 7.30 | 5.90 | 2.75 | 0.00 | 0.00% | 0.11 | 0 | 20 | 1.36 | -0.96 | 0.03 | -0.02 | 7/10/2025 | 7/11/2025 3:59:57 PM EST |
| 60.00 | 9.50 | 12.20 | 10.85 | % | 0.18 | 0 | 0 | 1.79 | -1.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 65.00 | 14.50 | 17.10 | 15.80 | % | 0.24 | 0 | 0 | 2.12 | -1.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 70.00 | 19.50 | 22.40 | 20.95 | % | 0.30 | 0 | 0 | 2.60 | -1.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST | |||
| 75.00 | 23.80 | 27.20 | 25.50 | % | 0.34 | 0 | 0 | 2.80 | -1.00 | 0.00 | 0.00 | 7/11/2025 3:59:57 PM EST |