Options Chain for VARONIS SYS INC COM (VRNS) - $46.18 as of 7/22/2026 12:07:54 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 | 26.60 | 30.20 | 28.40 | % | 1.62 | 0 | 0 | 3.49 | 1.00 | 0.00 | 0.00 | 7/22/2026 4:00:04 PM EST | |||
| 20.00 | 24.20 | 27.80 | 26.00 | % | 1.30 | 0 | 0 | 3.13 | 1.00 | 0.00 | 0.00 | 7/22/2026 4:00:04 PM EST | |||
| 22.50 | 21.60 | 25.40 | 23.50 | % | 1.04 | 0 | 0 | 2.80 | 1.00 | 0.00 | 0.00 | 7/22/2026 4:00:04 PM EST | |||
| 25.00 | 20.10 | 21.40 | 20.75 | 18.28 | 0.00 | 0.00% | 0.83 | 0 | 25 | 1.70 | 1.00 | 0.00 | 0.00 | 7/1/2026 | 7/22/2026 4:00:04 PM EST |
| 30.00 | 14.50 | 18.00 | 16.25 | 11.00 | 0.00 | 0.00% | 0.54 | 0 | 1 | 2.01 | 0.97 | 0.01 | -0.01 | 6/29/2026 | 7/22/2026 4:00:04 PM EST |
| 35.00 | 10.20 | 13.50 | 11.85 | 11.44 | 0.00 | 0.00% | 0.34 | 0 | 16 | 1.56 | 0.89 | 0.02 | -0.03 | 7/13/2026 | 7/22/2026 4:00:04 PM EST |
| 40.00 | 5.90 | 9.80 | 7.85 | 9.13 | 0.00 | 0.00% | 0.20 | 0 | 147 | 0.91 | 0.75 | 0.03 | -0.06 | 7/17/2026 | 7/22/2026 4:00:04 PM EST |
| 45.00 | 2.45 | 4.90 | 3.68 | 4.62 | 0.00 | 0.00% | 0.08 | 0 | 78 | 0.67 | 0.56 | 0.04 | -0.06 | 7/22/2026 | 7/22/2026 4:00:04 PM EST |
| 50.00 | 1.55 | 2.30 | 1.93 | 1.95 | 0.00 | 0.00% | 0.04 | 0 | 1,477 | 0.69 | 0.35 | 0.04 | -0.06 | 7/22/2026 | 7/22/2026 4:00:04 PM EST |
| 55.00 | 0.00 | 1.80 | 0.90 | 0.65 | 0.00 | 0.00% | 0.02 | 0 | 4,011 | 0.92 | 0.19 | 0.03 | -0.04 | 7/21/2026 | 7/22/2026 4:00:04 PM EST |
| 60.00 | 0.00 | 2.00 | 1.00 | 0.48 | 0.00 | 0.00% | 0.02 | 0 | 149 | 1.11 | 0.09 | 0.02 | -0.02 | 7/14/2026 | 7/22/2026 4:00:04 PM EST |
| 65.00 | 0.00 | 2.15 | 1.08 | % | 0.02 | 0 | 0 | 1.39 | 0.04 | 0.01 | -0.01 | 7/22/2026 4:00:04 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 | 1.75 | 0.88 | % | 0.05 | 0 | 0 | 3.14 | 0.00 | 0.00 | 0.00 | 7/22/2026 4:00:04 PM EST | |||
| 20.00 | 0.00 | 1.75 | 0.88 | % | 0.04 | 0 | 0 | 2.76 | 0.00 | 0.00 | 0.00 | 7/22/2026 4:00:04 PM EST | |||
| 22.50 | 0.00 | 1.75 | 0.88 | % | 0.04 | 0 | 0 | 2.43 | 0.00 | 0.00 | 0.00 | 7/22/2026 4:00:04 PM EST | |||
| 25.00 | 0.00 | 0.85 | 0.43 | % | 0.02 | 0 | 0 | 1.58 | 0.00 | 0.00 | 0.00 | 7/22/2026 4:00:04 PM EST | |||
| 30.00 | 0.00 | 1.85 | 0.93 | 1.25 | 0.00 | 0.00% | 0.03 | 0 | 40 | 1.67 | -0.03 | 0.01 | -0.01 | 6/24/2026 | 7/22/2026 4:00:04 PM EST |
| 35.00 | 0.00 | 3.10 | 1.55 | 0.70 | 0.00 | 0.00% | 0.04 | 0 | 28 | 1.58 | -0.11 | 0.02 | -0.03 | 7/21/2026 | 7/22/2026 4:00:04 PM EST |
| 40.00 | 0.50 | 3.00 | 1.75 | 2.00 | 0.00 | 0.00% | 0.04 | 0 | 1,345 | 0.78 | -0.25 | 0.03 | -0.06 | 7/22/2026 | 7/22/2026 4:00:04 PM EST |
| 45.00 | 3.30 | 4.70 | 4.00 | 4.70 | 0.00 | 0.00% | 0.09 | 0 | 4,013 | 0.82 | -0.44 | 0.04 | -0.06 | 7/22/2026 | 7/22/2026 4:00:04 PM EST |
| 50.00 | 4.30 | 7.80 | 6.05 | 6.45 | 0.00 | 0.00% | 0.12 | 0 | 13 | 0.97 | -0.65 | 0.04 | -0.06 | 7/22/2026 | 7/22/2026 4:00:04 PM EST |
| 55.00 | 7.80 | 11.80 | 9.80 | % | 0.18 | 0 | 0 | 1.03 | -0.81 | 0.03 | -0.04 | 7/22/2026 4:00:04 PM EST | |||
| 60.00 | 12.50 | 16.40 | 14.45 | % | 0.24 | 0 | 0 | 1.15 | -0.91 | 0.02 | -0.02 | 7/22/2026 4:00:04 PM EST | |||
| 65.00 | 17.50 | 21.40 | 19.45 | % | 0.30 | 0 | 0 | 1.33 | -0.96 | 0.01 | -0.01 | 7/22/2026 4:00:04 PM EST |