Options Chain for VARONIS SYS INC COM (VRNS) - $44.84 as of 4/26/2024 3:55:55 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 22.30 | 25.50 | 21.95 | 0.00 | 0.00% | 0 | 1 | 3.37 | 1.00 | 0.00 | -0.01 | 4/17/2024 | 4/26/2024 4:00:01 PM EST |
| 25.00 | 19.70 | 23.00 | % | 0 | 0 | 2.97 | 1.00 | 0.00 | -0.01 | 4/26/2024 4:00:01 PM EST | |||
| 30.00 | 14.70 | 18.00 | % | 0 | 0 | 2.29 | 1.00 | 0.00 | -0.01 | 4/26/2024 4:00:01 PM EST | |||
| 35.00 | 10.10 | 13.00 | 14.83 | 0.00 | 0.00% | 0 | 1 | 1.70 | 0.95 | 0.01 | -0.03 | 3/14/2024 | 4/26/2024 4:00:01 PM EST |
| 40.00 | 6.00 | 8.20 | 5.20 | 0.00 | 0.00% | 0 | 2 | 0.88 | 0.81 | 0.04 | -0.06 | 4/22/2024 | 4/26/2024 4:00:01 PM EST |
| 45.00 | 2.75 | 3.00 | 3.02 | +0.72 | +31.31% | 7 | 71 | 0.60 | 0.56 | 0.06 | -0.07 | 4/26/2024 | 4/26/2024 4:00:01 PM EST |
| 50.00 | 0.95 | 1.10 | 1.10 | +0.25 | +29.42% | 3 | 670 | 0.59 | 0.30 | 0.05 | -0.06 | 4/26/2024 | 4/26/2024 4:00:01 PM EST |
| 55.00 | 0.25 | 1.35 | 0.20 | 0.00 | 0.00% | 0 | 62 | 0.80 | 0.14 | 0.03 | -0.04 | 4/25/2024 | 4/26/2024 4:00:01 PM EST |
| 60.00 | 0.00 | 0.35 | 0.15 | 0.00 | 0.00% | 0 | 160 | 0.81 | 0.05 | 0.01 | -0.02 | 4/16/2024 | 4/26/2024 4:00:01 PM EST |
| 65.00 | 0.00 | 4.80 | % | 0 | 0 | 2.35 | 0.01 | 0.00 | -0.01 | 4/26/2024 4:00:01 PM EST | |||
| 70.00 | 0.00 | 4.80 | % | 0 | 0 | 2.56 | 0.00 | 0.00 | 0.00 | 4/26/2024 4:00:01 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 | 0.10 | % | 0 | 0 | 1.49 | 0.00 | 0.00 | -0.01 | 4/26/2024 4:00:01 PM EST | |||
| 25.00 | 0.00 | 1.75 | % | 0 | 0 | 2.56 | 0.00 | 0.00 | -0.01 | 4/26/2024 4:00:01 PM EST | |||
| 30.00 | 0.00 | 1.75 | % | 0 | 0 | 1.96 | 0.00 | 0.00 | -0.01 | 4/26/2024 4:00:01 PM EST | |||
| 35.00 | 0.10 | 1.20 | % | 0 | 0 | 0.93 | -0.05 | 0.01 | -0.03 | 4/26/2024 4:00:01 PM EST | |||
| 40.00 | 0.65 | 0.80 | 0.65 | -0.34 | -34.35% | 57 | 26 | 0.64 | -0.19 | 0.04 | -0.06 | 4/26/2024 | 4/26/2024 4:00:01 PM EST |
| 45.00 | 2.30 | 2.50 | 2.20 | -0.30 | -12.00% | 3 | 537 | 0.62 | -0.44 | 0.06 | -0.07 | 4/26/2024 | 4/26/2024 4:00:01 PM EST |
| 50.00 | 5.40 | 7.40 | 7.80 | 0.00 | 0.00% | 0 | 660 | 0.82 | -0.70 | 0.05 | -0.06 | 4/17/2024 | 4/26/2024 4:00:01 PM EST |
| 55.00 | 9.00 | 11.60 | % | 0 | 0 | 1.18 | -0.86 | 0.03 | -0.04 | 4/26/2024 4:00:01 PM EST | |||
| 60.00 | 14.00 | 16.40 | % | 0 | 0 | 1.38 | -0.95 | 0.01 | -0.02 | 4/26/2024 4:00:01 PM EST | |||
| 65.00 | 19.00 | 21.30 | % | 0 | 0 | 1.56 | -0.99 | 0.00 | -0.01 | 4/26/2024 4:00:01 PM EST | |||
| 70.00 | 24.00 | 26.50 | % | 0 | 0 | 1.82 | -1.00 | 0.00 | 0.00 | 4/26/2024 4:00:01 PM EST |