Options Chain for VARONIS SYS INC COM (VRNS) - $21.54 as of 4/10/2026 5:32:01 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 | 10.20 | 13.80 | 12.00 | % | 0.96 | 0 | 0 | 3.35 | 0.99 | 0.00 | 0.00 | 4/17/2026 4:00:08 PM EST | |||
| 15.00 | 8.10 | 11.40 | 9.75 | % | 0.65 | 0 | 0 | 2.73 | 0.97 | 0.01 | -0.01 | 4/17/2026 4:00:08 PM EST | |||
| 17.50 | 5.40 | 9.10 | 7.25 | % | 0.41 | 0 | 0 | 2.26 | 0.91 | 0.03 | -0.02 | 4/17/2026 4:00:08 PM EST | |||
| 20.00 | 3.70 | 6.00 | 4.85 | 3.20 | 0.00 | 0.00% | 0.24 | 0 | 159 | 1.46 | 0.80 | 0.04 | -0.03 | 4/14/2026 | 4/17/2026 4:00:08 PM EST |
| 22.50 | 3.00 | 3.50 | 3.25 | 3.45 | +0.59 | +20.63% | 0.14 | 80 | 121 | 0.87 | 0.67 | 0.06 | -0.04 | 4/17/2026 | 4/17/2026 4:00:08 PM EST |
| 25.00 | 1.70 | 2.15 | 1.93 | 2.00 | +0.10 | +5.27% | 0.08 | 8 | 183 | 0.83 | 0.50 | 0.07 | -0.04 | 4/17/2026 | 4/17/2026 4:00:08 PM EST |
| 30.00 | 0.55 | 0.90 | 0.73 | 0.68 | +0.08 | +13.34% | 0.02 | 16 | 155 | 0.89 | 0.24 | 0.05 | -0.03 | 4/17/2026 | 4/17/2026 4:00:08 PM EST |
| 35.00 | 0.20 | 0.35 | 0.28 | 0.47 | +0.12 | +34.29% | 0.01 | 5 | 2 | 0.94 | 0.12 | 0.03 | -0.02 | 4/17/2026 | 4/17/2026 4:00:08 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 | 2.25 | 1.13 | 0.10 | 0.00 | 0.00% | 0.09 | 0 | 25 | 3.45 | -0.01 | 0.00 | 0.00 | 4/8/2026 | 4/17/2026 4:00:08 PM EST |
| 15.00 | 0.00 | 2.35 | 1.18 | 0.30 | 0.00 | 0.00% | 0.08 | 0 | 18 | 2.82 | -0.03 | 0.01 | -0.01 | 4/15/2026 | 4/17/2026 4:00:08 PM EST |
| 17.50 | 0.25 | 2.55 | 1.40 | 0.65 | 0.00 | 0.00% | 0.08 | 0 | 5 | 1.64 | -0.09 | 0.03 | -0.02 | 4/15/2026 | 4/17/2026 4:00:08 PM EST |
| 20.00 | 0.40 | 0.95 | 0.68 | 1.15 | 0.00 | 0.00% | 0.03 | 0 | 289 | 0.89 | -0.20 | 0.04 | -0.03 | 4/15/2026 | 4/17/2026 4:00:08 PM EST |
| 22.50 | 1.30 | 1.70 | 1.50 | 1.62 | -1.03 | -38.87% | 0.07 | 1 | 200 | 0.89 | -0.33 | 0.06 | -0.04 | 4/17/2026 | 4/17/2026 4:00:08 PM EST |
| 25.00 | 2.45 | 2.95 | 2.70 | 2.75 | -1.05 | -27.64% | 0.11 | 1 | 82 | 0.86 | -0.50 | 0.07 | -0.04 | 4/17/2026 | 4/17/2026 4:00:08 PM EST |
| 30.00 | 5.40 | 7.50 | 6.45 | 8.79 | 0.00 | 0.00% | 0.21 | 0 | 6 | 1.33 | -0.76 | 0.05 | -0.03 | 4/1/2026 | 4/17/2026 4:00:08 PM EST |
| 35.00 | 9.80 | 12.40 | 11.10 | % | 0.32 | 0 | 0 | 1.68 | -0.88 | 0.03 | -0.02 | 4/17/2026 4:00:08 PM EST |