Options Chain for VARONIS SYS INC COM (VRNS) - $59.02 as of 8/29/2025 9:19:29 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 35.20 | 38.50 | 36.85 | % | 1.64 | 0 | 0 | 3.56 | 1.00 | 0.00 | 0.00 | 8/29/2025 4:00:00 PM EST | |||
| 25.00 | 32.70 | 36.10 | 34.40 | % | 1.38 | 0 | 0 | 3.28 | 1.00 | 0.00 | 0.00 | 8/29/2025 4:00:00 PM EST | |||
| 30.00 | 27.70 | 31.10 | 29.40 | 16.95 | 0.00 | 0.00% | 0.98 | 0 | 2 | 2.68 | 1.00 | 0.00 | 0.00 | 5/16/2025 | 8/29/2025 4:00:00 PM EST |
| 35.00 | 22.70 | 26.10 | 24.40 | % | 0.70 | 0 | 0 | 2.19 | 1.00 | 0.00 | 0.00 | 8/29/2025 4:00:00 PM EST | |||
| 40.00 | 18.00 | 21.10 | 19.55 | 10.70 | 0.00 | 0.00% | 0.49 | 0 | 22 | 1.76 | 1.00 | 0.00 | 0.00 | 7/1/2025 | 8/29/2025 4:00:00 PM EST |
| 45.00 | 14.00 | 16.10 | 15.05 | 13.26 | 0.00 | 0.00% | 0.33 | 0 | 647 | 1.38 | 1.00 | 0.00 | 0.00 | 8/26/2025 | 8/29/2025 4:00:00 PM EST |
| 50.00 | 8.40 | 11.00 | 9.70 | 9.65 | 0.00 | 0.00% | 0.19 | 0 | 340 | 0.48 | 0.99 | 0.00 | -0.01 | 8/28/2025 | 8/29/2025 4:00:00 PM EST |
| 55.00 | 4.30 | 4.60 | 4.45 | 4.55 | -0.45 | -9.00% | 0.08 | 1 | 484 | 0.28 | 0.86 | 0.05 | -0.03 | 8/29/2025 | 8/29/2025 4:00:00 PM EST |
| 60.00 | 1.00 | 1.30 | 1.15 | 1.05 | -0.06 | -5.41% | 0.02 | 3 | 269 | 0.27 | 0.43 | 0.11 | -0.04 | 8/29/2025 | 8/29/2025 4:00:00 PM EST |
| 65.00 | 0.10 | 0.20 | 0.15 | 0.10 | -0.17 | -62.97% | 0.00 | 5 | 133 | 0.28 | 0.07 | 0.04 | -0.01 | 8/29/2025 | 8/29/2025 4:00:00 PM EST |
| 70.00 | 0.00 | 0.95 | 0.48 | % | 0.01 | 0 | 0 | 0.71 | 0.00 | 0.00 | 0.00 | 8/29/2025 4:00:00 PM EST | |||
| 75.00 | 0.00 | 0.95 | 0.48 | % | 0.01 | 0 | 0 | 0.89 | 0.00 | 0.00 | 0.00 | 8/29/2025 4:00:00 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 0.00 | 0.05 | 0.03 | % | 0.00 | 0 | 0 | 1.74 | 0.00 | 0.00 | 0.00 | 8/29/2025 4:00:00 PM EST | |||
| 25.00 | 0.00 | 1.20 | 0.60 | 0.50 | 0.00 | 0.00% | 0.02 | 0 | 3 | 2.82 | 0.00 | 0.00 | 0.00 | 4/21/2025 | 8/29/2025 4:00:00 PM EST |
| 30.00 | 0.00 | 1.20 | 0.60 | 1.85 | 0.00 | 0.00% | 0.02 | 0 | 2 | 2.31 | 0.00 | 0.00 | 0.00 | 4/7/2025 | 8/29/2025 4:00:00 PM EST |
| 35.00 | 0.00 | 0.50 | 0.25 | 0.40 | 0.00 | 0.00% | 0.01 | 0 | 22 | 1.49 | 0.00 | 0.00 | 0.00 | 6/20/2025 | 8/29/2025 4:00:00 PM EST |
| 40.00 | 0.00 | 0.05 | 0.03 | 0.03 | 0.00 | 0.00% | 0.00 | 0 | 714 | 0.76 | 0.00 | 0.00 | 0.00 | 8/22/2025 | 8/29/2025 4:00:00 PM EST |
| 45.00 | 0.00 | 1.40 | 0.70 | 0.10 | 0.00 | 0.00% | 0.02 | 0 | 199 | 1.22 | 0.00 | 0.00 | 0.00 | 8/27/2025 | 8/29/2025 4:00:00 PM EST |
| 50.00 | 0.00 | 1.30 | 0.65 | 0.23 | 0.00 | 0.00% | 0.01 | 0 | 77 | 0.86 | -0.01 | 0.00 | -0.01 | 8/25/2025 | 8/29/2025 4:00:00 PM EST |
| 55.00 | 0.15 | 0.45 | 0.30 | 0.51 | 0.00 | 0.00% | 0.01 | 0 | 101 | 0.29 | -0.14 | 0.05 | -0.03 | 8/27/2025 | 8/29/2025 4:00:00 PM EST |
| 60.00 | 1.80 | 2.15 | 1.98 | 2.30 | 0.00 | 0.00% | 0.03 | 0 | 29 | 0.27 | -0.57 | 0.11 | -0.04 | 8/22/2025 | 8/29/2025 4:00:00 PM EST |
| 65.00 | 5.10 | 6.70 | 5.90 | % | 0.09 | 0 | 0 | 0.49 | -0.93 | 0.04 | -0.01 | 8/29/2025 4:00:00 PM EST | |||
| 70.00 | 10.60 | 11.50 | 11.05 | % | 0.16 | 0 | 0 | 0.64 | -1.00 | 0.00 | 0.00 | 8/29/2025 4:00:00 PM EST | |||
| 75.00 | 15.00 | 17.10 | 16.05 | % | 0.21 | 0 | 0 | 0.99 | -1.00 | 0.00 | 0.00 | 8/29/2025 4:00:00 PM EST |