Options Chain for VARONIS SYS INC COM (VRNS) - $49.97 as of 11/20/2024 8:51:58 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 25.50 | 30.00 | 30.25 | 0.00 | 0.00% | 0 | 0 | 2.97 | 1.00 | 0.00 | 0.00 | 11/11/2024 | 11/20/2024 3:59:50 PM EST |
| 25.00 | 23.00 | 27.50 | % | 0 | 0 | 2.65 | 1.00 | 0.00 | 0.00 | 11/20/2024 3:59:50 PM EST | |||
| 30.00 | 18.70 | 22.50 | 14.22 | 0.00 | 0.00% | 0 | 10 | 2.07 | 1.00 | 0.00 | 0.00 | 5/31/2024 | 11/20/2024 3:59:50 PM EST |
| 35.00 | 14.00 | 17.50 | 12.26 | 0.00 | 0.00% | 0 | 30 | 1.61 | 1.00 | 0.00 | 0.00 | 5/15/2024 | 11/20/2024 3:59:50 PM EST |
| 40.00 | 9.00 | 12.40 | 15.26 | 0.00 | 0.00% | 0 | 67 | 1.00 | 0.99 | 0.01 | 0.00 | 9/18/2024 | 11/20/2024 3:59:50 PM EST |
| 45.00 | 5.30 | 6.10 | 10.10 | 0.00 | 0.00% | 0 | 42 | 0.43 | 0.87 | 0.04 | -0.02 | 10/30/2024 | 11/20/2024 3:59:50 PM EST |
| 50.00 | 0.70 | 1.95 | 1.90 | +0.20 | +11.77% | 1 | 873 | 0.22 | 0.52 | 0.09 | -0.03 | 11/20/2024 | 11/20/2024 3:59:50 PM EST |
| 55.00 | 0.30 | 1.25 | 0.30 | 0.00 | 0.00% | 0 | 171 | 0.45 | 0.16 | 0.05 | -0.02 | 11/19/2024 | 11/20/2024 3:59:50 PM EST |
| 60.00 | 0.00 | 0.40 | 0.50 | 0.00 | 0.00% | 0 | 587 | 0.50 | 0.03 | 0.01 | 0.00 | 11/13/2024 | 11/20/2024 3:59:50 PM EST |
| 65.00 | 0.00 | 0.15 | 0.15 | 0.00 | 0.00% | 0 | 254 | 0.53 | 0.00 | 0.00 | 0.00 | 11/12/2024 | 11/20/2024 3:59:50 PM EST |
| 70.00 | 0.00 | 0.05 | 0.85 | 0.00 | 0.00% | 0 | 618 | 0.54 | 0.00 | 0.00 | 0.00 | 10/29/2024 | 11/20/2024 3:59:50 PM EST |
| 75.00 | 0.00 | 0.25 | 0.40 | 0.00 | 0.00% | 0 | 11 | 0.82 | 0.00 | 0.00 | 0.00 | 10/29/2024 | 11/20/2024 3:59:50 PM EST |
| 80.00 | 0.00 | 1.00 | % | 0 | 0 | 1.25 | 0.00 | 0.00 | 0.00 | 11/20/2024 3:59:50 PM EST | |||
| 85.00 | 0.00 | 1.25 | 1.00 | 0.00 | 0.00% | 0 | 1 | 1.36 | 0.00 | 0.00 | 0.00 | 9/24/2024 | 11/20/2024 3:59:50 PM EST |
Puts
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 0.00 | 1.40 | % | 0 | 0 | 1.72 | 0.00 | 0.00 | 0.00 | 11/20/2024 3:59:50 PM EST | |||
| 25.00 | 0.00 | 0.55 | 1.09 | 0.00 | 0.00% | 0 | 12 | 1.52 | 0.00 | 0.00 | 0.00 | 7/16/2024 | 11/20/2024 3:59:50 PM EST |
| 30.00 | 0.00 | 1.25 | 0.70 | 0.00 | 0.00% | 0 | 30 | 1.04 | 0.00 | 0.00 | 0.00 | 6/26/2024 | 11/20/2024 3:59:50 PM EST |
| 35.00 | 0.00 | 0.20 | 0.10 | 0.00 | 0.00% | 0 | 114 | 0.77 | 0.00 | 0.00 | 0.00 | 11/4/2024 | 11/20/2024 3:59:50 PM EST |
| 40.00 | 0.00 | 1.20 | 2.58 | 0.00 | 0.00% | 0 | 3,286 | 0.90 | -0.01 | 0.01 | 0.00 | 10/30/2024 | 11/20/2024 3:59:50 PM EST |
| 45.00 | 0.30 | 0.40 | 0.42 | +0.20 | +90.91% | 1 | 4,029 | 0.35 | -0.13 | 0.04 | -0.02 | 11/20/2024 | 11/20/2024 3:59:50 PM EST |
| 50.00 | 1.55 | 1.80 | 1.85 | -0.40 | -17.78% | 1 | 383 | 0.30 | -0.48 | 0.09 | -0.03 | 11/20/2024 | 11/20/2024 3:59:50 PM EST |
| 55.00 | 4.90 | 6.20 | 5.10 | 0.00 | 0.00% | 0 | 210 | 0.34 | -0.84 | 0.05 | -0.02 | 11/18/2024 | 11/20/2024 3:59:50 PM EST |
| 60.00 | 8.80 | 12.10 | 10.00 | 0.00 | 0.00% | 0 | 50 | 0.77 | -0.97 | 0.01 | 0.00 | 11/1/2024 | 11/20/2024 3:59:50 PM EST |
| 65.00 | 12.80 | 16.60 | 13.70 | 0.00 | 0.00% | 0 | 0 | 1.07 | -1.00 | 0.00 | 0.00 | 10/31/2024 | 11/20/2024 3:59:50 PM EST |
| 70.00 | 17.80 | 21.50 | % | 0 | 0 | 1.24 | -1.00 | 0.00 | 0.00 | 11/20/2024 3:59:50 PM EST | |||
| 75.00 | 22.80 | 27.50 | 32.25 | 0.00 | 0.00% | 0 | 0 | 1.38 | -1.00 | 0.00 | 0.00 | 5/31/2024 | 11/20/2024 3:59:50 PM EST |
| 80.00 | 27.70 | 32.30 | % | 0 | 0 | 1.49 | -1.00 | 0.00 | 0.00 | 11/20/2024 3:59:50 PM EST | |||
| 85.00 | 33.50 | 37.00 | % | 0 | 0 | 1.69 | -1.00 | 0.00 | 0.00 | 11/20/2024 3:59:50 PM EST |