Options Chain for VARONIS SYS INC COM (VRNS) - $46.09 as of 9/6/2026 10:45:09 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 | 31.60 | 36.00 | 33.80 | % | 2.70 | 0 | 0 | 6.73 | 1.00 | 0.00 | 0.00 | 9/4/2026 3:59:52 PM EST | |||
| 15.00 | 29.10 | 33.50 | 31.30 | % | 2.09 | 0 | 0 | 5.84 | 1.00 | 0.00 | 0.00 | 9/4/2026 3:59:52 PM EST | |||
| 17.50 | 26.60 | 31.00 | 28.80 | % | 1.65 | 0 | 0 | 5.12 | 1.00 | 0.00 | 0.00 | 9/4/2026 3:59:52 PM EST | |||
| 20.00 | 24.10 | 28.30 | 26.20 | 12.50 | 0.00 | 0.00% | 1.31 | 0 | 7 | 4.51 | 1.00 | 0.00 | 0.00 | 5/28/2026 | 9/4/2026 3:59:52 PM EST |
| 22.50 | 21.70 | 26.00 | 23.85 | 8.35 | 0.00 | 0.00% | 1.06 | 0 | 30 | 3.99 | 1.00 | 0.00 | 0.00 | 5/19/2026 | 9/4/2026 3:59:52 PM EST |
| 25.00 | 19.80 | 23.50 | 21.65 | 21.45 | 0.00 | 0.00% | 0.87 | 0 | 456 | 3.53 | 1.00 | 0.00 | 0.00 | 9/2/2026 | 9/4/2026 3:59:52 PM EST |
| 30.00 | 14.80 | 18.50 | 16.65 | 12.70 | 0.00 | 0.00% | 0.55 | 0 | 130 | 2.58 | 1.00 | 0.00 | 0.00 | 9/1/2026 | 9/4/2026 3:59:52 PM EST |
| 35.00 | 10.00 | 13.10 | 11.55 | 11.32 | 0.00 | 0.00% | 0.33 | 0 | 1,707 | 2.00 | 1.00 | 0.00 | 0.00 | 9/3/2026 | 9/4/2026 3:59:52 PM EST |
| 40.00 | 5.50 | 9.00 | 7.25 | 5.80 | 0.00 | 0.00% | 0.18 | 0 | 187 | 1.61 | 0.89 | 0.04 | -0.03 | 9/2/2026 | 9/4/2026 3:59:52 PM EST |
| 45.00 | 1.75 | 3.50 | 2.63 | 3.40 | +1.12 | +49.13% | 0.06 | 2,257 | 1,127 | 0.59 | 0.60 | 0.07 | -0.07 | 9/4/2026 | 9/4/2026 3:59:52 PM EST |
| 50.00 | 0.95 | 1.30 | 1.13 | 1.00 | 0.00 | 0.00% | 0.02 | 4,726 | 4,013 | 0.66 | 0.25 | 0.06 | -0.06 | 9/4/2026 | 9/4/2026 3:59:52 PM EST |
| 55.00 | 0.00 | 0.55 | 0.28 | 0.05 | -0.13 | -72.23% | 0.01 | 7 | 215 | 0.84 | 0.06 | 0.02 | -0.02 | 9/4/2026 | 9/4/2026 3:59:52 PM EST |
| 60.00 | 0.00 | 3.30 | 1.65 | 0.80 | 0.00 | 0.00% | 0.03 | 0 | 3 | 1.74 | 0.01 | 0.01 | -0.01 | 7/21/2026 | 9/4/2026 3:59:52 PM EST |
| 65.00 | 0.00 | 0.45 | 0.23 | 0.10 | 0.00 | 0.00% | 0.00 | 0 | 65 | 1.25 | 0.00 | 0.00 | 0.00 | 9/3/2026 | 9/4/2026 3:59:52 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 | 0.05 | 0.03 | 0.70 | 0.00 | 0.00% | 0.00 | 0 | 13 | 2.91 | 0.00 | 0.00 | 0.00 | 4/7/2026 | 9/4/2026 3:59:52 PM EST |
| 15.00 | 0.00 | 3.30 | 1.65 | 0.20 | 0.00 | 0.00% | 0.11 | 0 | 4 | 5.65 | 0.00 | 0.00 | 0.00 | 5/29/2026 | 9/4/2026 3:59:52 PM EST |
| 17.50 | 0.00 | 0.05 | 0.03 | 0.60 | 0.00 | 0.00% | 0.00 | 0 | 64 | 2.19 | 0.00 | 0.00 | 0.00 | 5/13/2026 | 9/4/2026 3:59:52 PM EST |
| 20.00 | 0.00 | 0.05 | 0.03 | 0.89 | 0.00 | 0.00% | 0.00 | 0 | 21 | 1.91 | 0.00 | 0.00 | 0.00 | 8/26/2026 | 9/4/2026 3:59:52 PM EST |
| 22.50 | 0.00 | 0.05 | 0.03 | 0.65 | 0.00 | 0.00% | 0.00 | 0 | 304 | 1.66 | 0.00 | 0.00 | 0.00 | 6/2/2026 | 9/4/2026 3:59:52 PM EST |
| 25.00 | 0.00 | 0.05 | 0.03 | 0.05 | 0.00 | 0.00% | 0.00 | 0 | 1,140 | 1.43 | 0.00 | 0.00 | 0.00 | 9/2/2026 | 9/4/2026 3:59:52 PM EST |
| 30.00 | 0.00 | 0.10 | 0.05 | 0.94 | 0.00 | 0.00% | 0.00 | 0 | 6 | 1.16 | 0.00 | 0.00 | 0.00 | 8/26/2026 | 9/4/2026 3:59:52 PM EST |
| 35.00 | 0.00 | 0.20 | 0.10 | 0.48 | 0.00 | 0.00% | 0.00 | 0 | 3,083 | 0.91 | 0.00 | 0.00 | 0.00 | 9/1/2026 | 9/4/2026 3:59:52 PM EST |
| 40.00 | 0.00 | 1.10 | 0.55 | 0.67 | +0.33 | +97.06% | 0.01 | 2,230 | 2,025 | 0.79 | -0.11 | 0.04 | -0.03 | 9/4/2026 | 9/4/2026 3:59:52 PM EST |
| 45.00 | 1.50 | 3.40 | 2.45 | 1.98 | +0.43 | +27.75% | 0.05 | 827 | 1,277 | 0.65 | -0.40 | 0.07 | -0.07 | 9/4/2026 | 9/4/2026 3:59:52 PM EST |
| 50.00 | 3.20 | 4.80 | 4.00 | 4.80 | +0.10 | +2.13% | 0.08 | 78 | 82 | 1.18 | -0.75 | 0.06 | -0.06 | 9/4/2026 | 9/4/2026 3:59:52 PM EST |
| 55.00 | 7.30 | 10.40 | 8.85 | % | 0.16 | 0 | 0 | 1.11 | -0.94 | 0.02 | -0.02 | 9/4/2026 3:59:52 PM EST | |||
| 60.00 | 12.40 | 15.20 | 13.80 | % | 0.23 | 0 | 0 | 1.32 | -0.99 | 0.01 | -0.01 | 9/4/2026 3:59:52 PM EST | |||
| 65.00 | 17.00 | 20.40 | 18.70 | % | 0.29 | 0 | 0 | 1.65 | -1.00 | 0.00 | 0.00 | 9/4/2026 3:59:52 PM EST |