Options Chain for VARONIS SYS INC COM (VRNS) - $41.64 as of 3/31/2025 2:55:24 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 17.10 | 20.10 | % | 0 | 0 | 2.07 | 1.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 PM EST | |||
| 25.00 | 14.90 | 17.60 | % | 0 | 0 | 2.47 | 1.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 PM EST | |||
| 30.00 | 9.90 | 12.70 | % | 0 | 0 | 1.32 | 1.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 PM EST | |||
| 35.00 | 5.10 | 7.80 | % | 0 | 0 | 0.84 | 0.97 | 0.02 | -0.01 | 3/31/2025 2:59:01 PM EST | |||
| 40.00 | 1.35 | 1.65 | 1.50 | -0.65 | -30.24% | 1 | 47 | 0.34 | 0.55 | 0.14 | -0.04 | 3/31/2025 | 3/31/2025 2:59:01 PM EST |
| 45.00 | 0.00 | 0.45 | 0.28 | 0.00 | 0.00% | 0 | 1,382 | 0.35 | 0.06 | 0.04 | -0.01 | 3/25/2025 | 3/31/2025 2:59:01 PM EST |
| 50.00 | 0.00 | 0.25 | 0.13 | 0.00 | 0.00% | 0 | 9 | 0.68 | 0.00 | 0.00 | 0.00 | 3/21/2025 | 3/31/2025 2:59:01 PM EST |
| 55.00 | 0.00 | 0.75 | % | 0 | 0 | 1.24 | 0.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 PM EST | |||
| 60.00 | 0.00 | 0.75 | % | 0 | 0 | 1.46 | 0.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 PM EST | |||
| 65.00 | 0.00 | 0.75 | % | 0 | 0 | 1.65 | 0.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 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 | 1.00 | % | 0 | 0 | 2.40 | 0.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 PM EST | |||
| 25.00 | 0.00 | 0.10 | % | 0 | 0 | 1.88 | 0.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 PM EST | |||
| 30.00 | 0.00 | 1.00 | % | 0 | 0 | 1.31 | 0.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 PM EST | |||
| 35.00 | 0.00 | 0.75 | 0.15 | 0.00 | 0.00% | 0 | 60 | 0.47 | -0.03 | 0.02 | -0.01 | 3/21/2025 | 3/31/2025 2:59:01 PM EST |
| 40.00 | 0.70 | 1.05 | 1.10 | +0.55 | +100.00% | 8 | 317 | 0.32 | -0.45 | 0.14 | -0.04 | 3/31/2025 | 3/31/2025 2:59:01 PM EST |
| 45.00 | 4.10 | 5.20 | 5.10 | +2.10 | +70.00% | 6 | 11 | 0.43 | -0.94 | 0.04 | -0.01 | 3/31/2025 | 3/31/2025 2:59:01 PM EST |
| 50.00 | 8.10 | 10.20 | 10.75 | 0.00 | 0.00% | 0 | 0 | 0.98 | -1.00 | 0.00 | 0.00 | 3/13/2025 | 3/31/2025 2:59:01 PM EST |
| 55.00 | 13.00 | 15.20 | % | 0 | 0 | 1.24 | -1.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 PM EST | |||
| 60.00 | 18.20 | 20.20 | % | 0 | 0 | 1.47 | -1.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 PM EST | |||
| 65.00 | 23.70 | 25.20 | % | 0 | 0 | 1.66 | -1.00 | 0.00 | 0.00 | 3/31/2025 2:59:01 PM EST |