Options Chain for VARONIS SYS INC COM (VRNS) - $48.82 as of 10/30/2026 1:57:35 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 25.00 | 21.90 | 26.10 | 24.00 | % | 0.96 | 0 | 0 | 2.94 | 1.00 | 0.00 | 0.00 | 10/30/2026 4:00:06 PM EST | |||
| 30.00 | 16.90 | 21.10 | 19.00 | 17.93 | 0.00 | 0.00% | 0.63 | 0 | 2 | 2.31 | 1.00 | 0.00 | 0.00 | 9/18/2026 | 10/30/2026 4:00:06 PM EST |
| 35.00 | 12.10 | 16.10 | 14.10 | 13.84 | 0.00 | 0.00% | 0.40 | 0 | 19 | 1.78 | 1.00 | 0.00 | 0.00 | 10/16/2026 | 10/30/2026 4:00:06 PM EST |
| 40.00 | 6.90 | 11.10 | 9.00 | 9.10 | 0.00 | 0.00% | 0.23 | 0 | 14 | 1.30 | 1.00 | 0.00 | 0.00 | 10/16/2026 | 10/30/2026 4:00:06 PM EST |
| 45.00 | 3.40 | 6.10 | 4.75 | 4.20 | 0.00 | 0.00% | 0.11 | 0 | 30 | 0.82 | 0.97 | 0.03 | -0.01 | 10/28/2026 | 10/30/2026 4:00:06 PM EST |
| 50.00 | 0.00 | 0.05 | 0.03 | 0.01 | 0.00 | 0.00% | 0.00 | 0 | 2,039 | 0.07 | 0.31 | 0.18 | -0.02 | 10/29/2026 | 10/30/2026 4:00:06 PM EST |
| 55.00 | 0.00 | 0.35 | 0.18 | 0.03 | 0.00 | 0.00% | 0.00 | 0 | 1,289 | 0.27 | 0.00 | 0.01 | 0.00 | 10/29/2026 | 10/30/2026 4:00:06 PM EST |
| 60.00 | 0.00 | 0.35 | 0.18 | 0.60 | 0.00 | 0.00% | 0.00 | 0 | 0 | 0.43 | 0.00 | 0.00 | 0.00 | 10/15/2026 | 10/30/2026 4:00:06 PM EST |
| 65.00 | 0.00 | 0.35 | 0.18 | % | 0.00 | 0 | 0 | 0.56 | 0.00 | 0.00 | 0.00 | 10/30/2026 4:00:06 PM EST | |||
| 70.00 | 0.00 | 0.05 | 0.03 | 0.05 | 0.00 | 0.00% | 0.00 | 0 | 1 | 0.69 | 0.00 | 0.00 | 0.00 | 10/6/2026 | 10/30/2026 4:00:06 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 25.00 | 0.00 | 2.15 | 1.08 | % | 0.04 | 0 | 0 | 2.93 | 0.00 | 0.00 | 0.00 | 10/30/2026 4:00:06 PM EST | |||
| 30.00 | 0.00 | 2.15 | 1.08 | % | 0.04 | 0 | 0 | 2.31 | 0.00 | 0.00 | 0.00 | 10/30/2026 4:00:06 PM EST | |||
| 35.00 | 0.00 | 2.15 | 1.08 | % | 0.03 | 0 | 0 | 1.78 | 0.00 | 0.00 | 0.00 | 10/30/2026 4:00:06 PM EST | |||
| 40.00 | 0.00 | 0.05 | 0.03 | 0.01 | 0.00 | 0.00% | 0.00 | 0 | 1,177 | 0.44 | 0.00 | 0.00 | 0.00 | 10/29/2026 | 10/30/2026 4:00:06 PM EST |
| 45.00 | 0.00 | 0.10 | 0.05 | 0.10 | +0.05 | +100.00% | 0.00 | 3 | 2,959 | 0.25 | -0.03 | 0.03 | -0.01 | 10/30/2026 | 10/30/2026 4:00:06 PM EST |
| 50.00 | 0.15 | 3.30 | 1.73 | 1.10 | 0.00 | 0.00% | 0.03 | 0 | 12 | 0.58 | -0.69 | 0.18 | -0.02 | 10/16/2026 | 10/30/2026 4:00:06 PM EST |
| 55.00 | 4.10 | 8.30 | 6.20 | % | 0.11 | 0 | 0 | 0.92 | -1.00 | 0.01 | 0.00 | 10/30/2026 4:00:06 PM EST | |||
| 60.00 | 9.10 | 13.30 | 11.20 | % | 0.19 | 0 | 0 | 1.20 | -1.00 | 0.00 | 0.00 | 10/30/2026 4:00:06 PM EST | |||
| 65.00 | 14.10 | 18.30 | 16.20 | % | 0.25 | 0 | 0 | 1.43 | -1.00 | 0.00 | 0.00 | 10/30/2026 4:00:06 PM EST | |||
| 70.00 | 19.10 | 23.30 | 21.20 | % | 0.30 | 0 | 0 | 1.63 | -1.00 | 0.00 | 0.00 | 10/30/2026 4:00:06 PM EST |