Options Chain for VARONIS SYS INC COM (VRNS) - $60.56 as of 10/16/2025 9:57:38 AM 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 30.00 | 29.80 | 32.60 | 31.20 | % | 1.04 | 0 | 0 | 9.46 | 1.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM EST | |||
| 35.00 | 24.70 | 27.60 | 26.15 | 22.85 | 0.00 | 0.00% | 0.75 | 0 | 1 | 7.74 | 1.00 | 0.00 | 0.00 | 9/18/2025 | 10/16/2025 9:58:49 AM EST |
| 40.00 | 19.90 | 22.30 | 21.10 | % | 0.53 | 0 | 0 | 5.69 | 1.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM EST | |||
| 45.00 | 14.90 | 18.30 | 16.60 | 16.82 | 0.00 | 0.00% | 0.37 | 0 | 5 | 5.86 | 1.00 | 0.00 | 0.00 | 10/10/2025 | 10/16/2025 9:58:49 AM EST |
| 50.00 | 10.00 | 12.40 | 11.20 | 9.45 | 0.00 | 0.00% | 0.22 | 0 | 14 | 3.41 | 1.00 | 0.00 | 0.00 | 9/29/2025 | 10/16/2025 9:58:49 AM EST |
| 55.00 | 5.40 | 7.00 | 6.20 | 7.65 | 0.00 | 0.00% | 0.11 | 0 | 35 | 1.80 | 1.00 | 0.00 | 0.00 | 10/8/2025 | 10/16/2025 9:58:49 AM EST |
| 60.00 | 1.25 | 1.90 | 1.58 | 1.70 | +0.38 | +28.79% | 0.03 | 14 | 1,116 | 1.36 | 0.78 | 0.14 | -0.26 | 10/16/2025 | 10/16/2025 9:58:49 AM EST |
| 65.00 | 0.00 | 0.55 | 0.28 | 0.05 | 0.00 | 0.00% | 0.00 | 0 | 1,243 | 1.24 | 0.05 | 0.05 | -0.04 | 10/15/2025 | 10/16/2025 9:58:49 AM EST |
| 70.00 | 0.00 | 0.50 | 0.25 | 0.15 | 0.00 | 0.00% | 0.00 | 0 | 1 | 1.97 | 0.00 | 0.00 | 0.00 | 10/9/2025 | 10/16/2025 9:58:49 AM EST |
| 75.00 | 0.00 | 0.95 | 0.48 | % | 0.01 | 0 | 0 | 3.20 | 0.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM EST | |||
| 80.00 | 0.00 | 2.15 | 1.08 | % | 0.01 | 0 | 0 | 5.08 | 0.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM EST | |||
| 85.00 | 0.00 | 0.95 | 0.48 | % | 0.01 | 0 | 0 | 4.42 | 0.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 30.00 | 0.00 | 0.75 | 0.38 | % | 0.01 | 0 | 0 | 0.00 | 0.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM EST | |||
| 35.00 | 0.00 | 0.75 | 0.38 | % | 0.01 | 0 | 0 | 0.00 | 0.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM EST | |||
| 40.00 | 0.00 | 0.75 | 0.38 | % | 0.01 | 0 | 0 | 5.68 | 0.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM EST | |||
| 45.00 | 0.00 | 0.75 | 0.38 | 0.51 | 0.00 | 0.00% | 0.01 | 0 | 1 | 4.43 | 0.00 | 0.00 | 0.00 | 8/15/2025 | 10/16/2025 9:58:49 AM EST |
| 50.00 | 0.00 | 0.25 | 0.13 | 0.07 | 0.00 | 0.00% | 0.00 | 0 | 42 | 2.43 | 0.00 | 0.00 | 0.00 | 10/9/2025 | 10/16/2025 9:58:49 AM EST |
| 55.00 | 0.00 | 0.20 | 0.10 | 0.05 | 0.00 | 0.00% | 0.00 | 0 | 217 | 1.43 | 0.00 | 0.00 | 0.00 | 10/15/2025 | 10/16/2025 9:58:49 AM EST |
| 60.00 | 0.00 | 0.60 | 0.30 | 0.35 | 0.00 | 0.00% | 0.01 | 0 | 32 | 0.94 | -0.22 | 0.14 | -0.26 | 10/15/2025 | 10/16/2025 9:58:49 AM EST |
| 65.00 | 3.10 | 4.40 | 3.75 | 3.10 | 0.00 | 0.00% | 0.06 | 0 | 7 | 1.61 | -0.95 | 0.05 | -0.04 | 10/10/2025 | 10/16/2025 9:58:49 AM EST |
| 70.00 | 7.20 | 10.30 | 8.75 | % | 0.12 | 0 | 0 | 3.24 | -1.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM EST | |||
| 75.00 | 12.70 | 15.10 | 13.90 | % | 0.19 | 0 | 0 | 3.89 | -1.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM EST | |||
| 80.00 | 17.70 | 20.10 | 18.90 | % | 0.24 | 0 | 0 | 4.60 | -1.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM EST | |||
| 85.00 | 22.40 | 25.20 | 23.80 | % | 0.28 | 0 | 0 | 5.33 | -1.00 | 0.00 | 0.00 | 10/16/2025 9:58:49 AM EST |