Options Chain for VARONIS SYS INC COM (VRNS) - $33.96 as of 1/16/2026 3:07:24 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17.50 | 14.50 | 18.30 | 16.40 | % | 0.94 | 0 | 0 | 2.57 | 1.00 | 0.00 | 0.00 | 1/16/2026 4:00:05 PM EST | |||
| 20.00 | 12.00 | 15.80 | 13.90 | 15.50 | 0.00 | 0.00% | 0.70 | 0 | 2 | 2.21 | 0.99 | 0.00 | -0.01 | 11/5/2025 | 1/16/2026 4:00:05 PM EST |
| 22.50 | 9.60 | 13.40 | 11.50 | % | 0.51 | 0 | 0 | 1.90 | 0.98 | 0.01 | -0.01 | 1/16/2026 4:00:05 PM EST | |||
| 25.00 | 7.70 | 11.10 | 9.40 | % | 0.38 | 0 | 0 | 1.60 | 0.93 | 0.02 | -0.02 | 1/16/2026 4:00:05 PM EST | |||
| 30.00 | 4.70 | 5.10 | 4.90 | 6.16 | 0.00 | 0.00% | 0.16 | 0 | 65 | 0.63 | 0.76 | 0.05 | -0.04 | 1/14/2026 | 1/16/2026 4:00:05 PM EST |
| 35.00 | 2.10 | 2.30 | 2.20 | 2.24 | -0.41 | -15.48% | 0.06 | 6 | 511 | 0.64 | 0.48 | 0.06 | -0.04 | 1/16/2026 | 1/16/2026 4:00:05 PM EST |
| 40.00 | 0.55 | 1.05 | 0.80 | 0.90 | -0.30 | -25.00% | 0.02 | 37 | 317 | 0.63 | 0.23 | 0.05 | -0.03 | 1/16/2026 | 1/16/2026 4:00:05 PM EST |
| 45.00 | 0.10 | 0.85 | 0.48 | 0.48 | -0.17 | -26.16% | 0.01 | 2 | 123 | 0.90 | 0.09 | 0.02 | -0.02 | 1/16/2026 | 1/16/2026 4:00:05 PM EST |
| 50.00 | 0.00 | 0.75 | 0.38 | 0.80 | 0.00 | 0.00% | 0.01 | 0 | 5 | 1.06 | 0.03 | 0.01 | -0.01 | 1/13/2026 | 1/16/2026 4:00:05 PM EST |
| 55.00 | 0.00 | 1.95 | 0.98 | % | 0.02 | 0 | 0 | 1.65 | 0.01 | 0.00 | 0.00 | 1/16/2026 4:00:05 PM EST | |||
| 60.00 | 0.00 | 2.15 | 1.08 | % | 0.02 | 0 | 0 | 1.87 | 0.00 | 0.00 | 0.00 | 1/16/2026 4:00:05 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17.50 | 0.00 | 1.40 | 0.70 | % | 0.04 | 0 | 0 | 2.20 | 0.00 | 0.00 | 0.00 | 1/16/2026 4:00:05 PM EST | |||
| 20.00 | 0.00 | 1.40 | 0.70 | 0.18 | 0.00 | 0.00% | 0.03 | 0 | 4 | 1.85 | -0.01 | 0.00 | -0.01 | 12/23/2025 | 1/16/2026 4:00:05 PM EST |
| 22.50 | 0.00 | 1.35 | 0.68 | % | 0.03 | 0 | 0 | 1.52 | -0.02 | 0.01 | -0.01 | 1/16/2026 4:00:05 PM EST | |||
| 25.00 | 0.20 | 1.05 | 0.63 | 0.30 | 0.00 | 0.00% | 0.03 | 0 | 114 | 0.90 | -0.07 | 0.02 | -0.02 | 1/15/2026 | 1/16/2026 4:00:05 PM EST |
| 30.00 | 1.15 | 1.40 | 1.28 | 1.20 | +0.13 | +12.15% | 0.04 | 1 | 570 | 0.72 | -0.24 | 0.05 | -0.04 | 1/16/2026 | 1/16/2026 4:00:05 PM EST |
| 35.00 | 2.35 | 3.70 | 3.03 | 3.40 | +0.45 | +15.26% | 0.09 | 43 | 325 | 0.57 | -0.52 | 0.06 | -0.04 | 1/16/2026 | 1/16/2026 4:00:05 PM EST |
| 40.00 | 5.00 | 9.10 | 7.05 | 5.67 | 0.00 | 0.00% | 0.18 | 0 | 5 | 1.22 | -0.77 | 0.05 | -0.03 | 1/7/2026 | 1/16/2026 4:00:05 PM EST |
| 45.00 | 10.30 | 13.50 | 11.90 | % | 0.26 | 0 | 0 | 1.35 | -0.91 | 0.02 | -0.02 | 1/16/2026 4:00:05 PM EST | |||
| 50.00 | 14.60 | 18.20 | 16.40 | % | 0.33 | 0 | 0 | 1.50 | -0.97 | 0.01 | -0.01 | 1/16/2026 4:00:05 PM EST | |||
| 55.00 | 19.70 | 22.90 | 21.30 | % | 0.39 | 0 | 0 | 1.60 | -0.99 | 0.00 | 0.00 | 1/16/2026 4:00:05 PM EST | |||
| 60.00 | 24.50 | 28.20 | 26.35 | % | 0.44 | 0 | 0 | 1.86 | -1.00 | 0.00 | 0.00 | 1/16/2026 4:00:05 PM EST |