Options Chain for VARONIS SYS INC COM (VRNS) - $23.08 as of 3/2/2026 9:35:15 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
15.00 6.70 10.30 8.50 % 0.57 0 0 3.24 1.00 0.00 0.00 3/2/2026 4:00:10 PM EST
17.50 4.40 7.90 6.15 % 0.35 0 0 2.57 0.97 0.02 -0.01 3/2/2026 4:00:10 PM EST
20.00 1.40 4.80 3.10 3.45 0.00 0.00% 0.15 0 12 1.56 0.85 0.07 -0.03 2/26/2026 3/2/2026 4:00:10 PM EST
22.50 1.55 1.85 1.70 1.95 0.00 0.00% 0.08 0 70 0.66 0.61 0.12 -0.04 2/26/2026 3/2/2026 4:00:10 PM EST
25.00 0.65 0.85 0.75 0.78 +0.03 +4.00% 0.03 12 469 0.70 0.32 0.11 -0.03 3/2/2026 3/2/2026 4:00:10 PM EST
30.00 0.15 0.45 0.30 0.17 -0.12 -41.38% 0.01 3 407 0.94 0.05 0.03 -0.01 3/2/2026 3/2/2026 4:00:10 PM EST
35.00 0.00 0.25 0.13 0.05 0.00 0.00% 0.00 0 1,705 0.93 0.00 0.00 0.00 2/27/2026 3/2/2026 4:00:10 PM EST
40.00 0.00 1.25 0.63 0.05 0.00 0.00% 0.02 0 1,026 2.40 0.00 0.00 0.00 2/26/2026 3/2/2026 4:00:10 PM EST
45.00 0.00 0.35 0.18 0.09 0.00 0.00% 0.00 0 192 1.93 0.00 0.00 0.00 2/18/2026 3/2/2026 4:00:10 PM EST
50.00 0.00 1.30 0.65 0.15 0.00 0.00% 0.01 0 231 2.97 0.00 0.00 0.00 1/30/2026 3/2/2026 4:00:10 PM EST
55.00 0.00 0.05 0.03 0.05 0.00 0.00% 0.00 0 604 1.71 0.00 0.00 0.00 2/4/2026 3/2/2026 4:00:10 PM EST
60.00 0.00 1.05 0.53 0.05 0.00 0.00% 0.01 0 290 1.85 0.00 0.00 0.00 1/26/2026 3/2/2026 4:00:10 PM EST
65.00 0.00 0.25 0.13 0.05 0.00 0.00% 0.00 0 899 2.50 0.00 0.00 0.00 2/6/2026 3/2/2026 4:00:10 PM EST
70.00 0.00 1.05 0.53 0.08 0.00 0.00% 0.01 0 754 2.09 0.00 0.00 0.00 1/8/2026 3/2/2026 4:00:10 PM EST
75.00 0.00 1.75 0.88 2.90 0.00 0.00% 0.01 0 14 4.18 0.00 0.00 0.00 10/28/2025 3/2/2026 4:00:10 PM EST
80.00 0.00 1.95 0.98 1.90 0.00 0.00% 0.01 0 131 4.45 0.00 0.00 0.00 10/28/2025 3/2/2026 4:00:10 PM EST
85.00 0.00 0.70 0.35 1.15 0.00 0.00% 0.00 0 4 3.58 0.00 0.00 0.00 10/28/2025 3/2/2026 4:00:10 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
15.00 0.00 1.35 0.68 % 0.05 0 0 2.59 0.00 0.00 0.00 3/2/2026 4:00:10 PM EST
17.50 0.00 0.45 0.23 0.37 0.00 0.00% 0.01 0 14 1.25 -0.03 0.02 -0.01 2/23/2026 3/2/2026 4:00:10 PM EST
20.00 0.30 0.50 0.40 0.41 -0.14 -25.46% 0.02 10 208 0.77 -0.15 0.07 -0.03 3/2/2026 3/2/2026 4:00:10 PM EST
22.50 0.95 1.20 1.08 1.07 -0.21 -16.41% 0.05 1 373 0.68 -0.39 0.12 -0.04 3/2/2026 3/2/2026 4:00:10 PM EST
25.00 2.50 2.70 2.60 3.60 0.00 0.00% 0.10 0 1,255 0.71 -0.68 0.11 -0.03 2/25/2026 3/2/2026 4:00:10 PM EST
30.00 6.00 8.20 7.10 6.79 0.00 0.00% 0.24 0 246 1.67 -0.95 0.03 -0.01 2/26/2026 3/2/2026 4:00:10 PM EST
35.00 11.00 13.40 12.20 12.47 0.00 0.00% 0.35 0 217 2.26 -1.00 0.00 0.00 2/23/2026 3/2/2026 4:00:10 PM EST
40.00 15.00 18.50 16.75 14.77 0.00 0.00% 0.42 0 18 2.69 -1.00 0.00 0.00 2/20/2026 3/2/2026 4:00:10 PM EST
45.00 19.90 23.60 21.75 25.10 0.00 0.00% 0.48 0 0 3.06 -1.00 0.00 0.00 2/4/2026 3/2/2026 4:00:10 PM EST
50.00 25.40 28.60 27.00 29.61 0.00 0.00% 0.54 0 0 3.33 -1.00 0.00 0.00 2/4/2026 3/2/2026 4:00:10 PM EST
55.00 30.00 33.60 31.80 19.50 0.00 0.00% 0.58 0 0 3.57 -1.00 0.00 0.00 11/4/2025 3/2/2026 4:00:10 PM EST
60.00 35.00 38.60 36.80 24.90 0.00 0.00% 0.61 0 0 3.77 -1.00 0.00 0.00 10/29/2025 3/2/2026 4:00:10 PM EST
65.00 40.40 43.60 42.00 29.73 0.00 0.00% 0.65 0 0 3.96 -1.00 0.00 0.00 10/29/2025 3/2/2026 4:00:10 PM EST
70.00 45.00 48.60 46.80 % 0.67 0 0 4.13 -1.00 0.00 0.00 3/2/2026 4:00:10 PM EST
75.00 50.00 53.60 51.80 % 0.69 0 0 4.28 -1.00 0.00 0.00 3/2/2026 4:00:10 PM EST
80.00 55.00 58.60 56.80 % 0.71 0 0 4.43 -1.00 0.00 0.00 3/2/2026 4:00:10 PM EST
85.00 60.00 63.60 61.80 % 0.73 0 0 4.56 -1.00 0.00 0.00 3/2/2026 4:00:10 PM EST