Options Chain for VARONIS SYS INC COM (VRNS) - $32.22 as of 11/28/2025 3:05:25 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17.50 | 14.10 | 16.50 | 15.30 | 17.36 | 0.00 | 0.00% | 0.87 | 0 | 5 | 2.41 | 1.00 | 0.00 | 0.00 | 11/11/2025 | 11/28/2025 12:59:52 PM EST |
| 20.00 | 11.60 | 14.00 | 12.80 | % | 0.64 | 0 | 0 | 2.00 | 1.00 | 0.00 | 0.00 | 11/28/2025 12:59:52 PM EST | |||
| 22.50 | 9.50 | 11.30 | 10.40 | 10.60 | 0.00 | 0.00% | 0.46 | 0 | 8 | 1.50 | 1.00 | 0.00 | 0.00 | 11/17/2025 | 11/28/2025 12:59:52 PM EST |
| 25.00 | 7.20 | 8.50 | 7.85 | 11.10 | 0.00 | 0.00% | 0.31 | 0 | 6 | 1.06 | 1.00 | 0.00 | 0.00 | 11/3/2025 | 11/28/2025 12:59:52 PM EST |
| 30.00 | 3.30 | 3.60 | 3.45 | 3.57 | +1.12 | +45.72% | 0.12 | 11 | 120 | 0.39 | 0.86 | 0.07 | -0.02 | 11/28/2025 | 11/28/2025 12:59:52 PM EST |
| 35.00 | 0.30 | 0.80 | 0.55 | 0.60 | +0.20 | +50.00% | 0.02 | 3 | 1,393 | 0.37 | 0.31 | 0.11 | -0.03 | 11/28/2025 | 11/28/2025 12:59:52 PM EST |
| 40.00 | 0.00 | 0.10 | 0.05 | 0.05 | -0.02 | -28.58% | 0.00 | 40 | 626 | 0.43 | 0.03 | 0.02 | 0.00 | 11/28/2025 | 11/28/2025 12:59:52 PM EST |
| 45.00 | 0.00 | 0.50 | 0.25 | 0.05 | 0.00 | 0.00% | 0.01 | 0 | 471 | 0.72 | 0.00 | 0.00 | 0.00 | 11/20/2025 | 11/28/2025 12:59:52 PM EST |
| 50.00 | 0.00 | 0.10 | 0.05 | 0.10 | 0.00 | 0.00% | 0.00 | 0 | 683 | 0.81 | 0.00 | 0.00 | 0.00 | 11/26/2025 | 11/28/2025 12:59:52 PM EST |
| 55.00 | 0.00 | 0.35 | 0.18 | 0.05 | 0.00 | 0.00% | 0.00 | 0 | 392 | 1.35 | 0.00 | 0.00 | 0.00 | 11/20/2025 | 11/28/2025 12:59:52 PM EST |
| 60.00 | 0.00 | 0.75 | 0.38 | 0.05 | 0.00 | 0.00% | 0.01 | 0 | 467 | 1.22 | 0.00 | 0.00 | 0.00 | 11/25/2025 | 11/28/2025 12:59:52 PM EST |
| 65.00 | 0.00 | 0.05 | 0.03 | 0.04 | 0.00 | 0.00% | 0.00 | 0 | 562 | 1.23 | 0.00 | 0.00 | 0.00 | 11/21/2025 | 11/28/2025 12:59:52 PM EST |
| 70.00 | 0.00 | 0.75 | 0.38 | 0.06 | 0.00 | 0.00% | 0.01 | 0 | 973 | 2.12 | 0.00 | 0.00 | 0.00 | 10/29/2025 | 11/28/2025 12:59:52 PM EST |
| 75.00 | 0.00 | 0.05 | 0.03 | 0.05 | 0.00 | 0.00% | 0.00 | 0 | 35 | 1.44 | 0.00 | 0.00 | 0.00 | 11/14/2025 | 11/28/2025 12:59:52 PM EST |
| 80.00 | 0.00 | 0.75 | 0.38 | 0.01 | 0.00 | 0.00% | 0.00 | 0 | 7 | 2.37 | 0.00 | 0.00 | 0.00 | 11/21/2025 | 11/28/2025 12:59:52 PM EST |
| 85.00 | 0.00 | 0.75 | 0.38 | 0.30 | 0.00 | 0.00% | 0.00 | 0 | 1 | 2.49 | 0.00 | 0.00 | 0.00 | 9/30/2025 | 11/28/2025 12:59:52 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 17.50 | 0.00 | 0.75 | 0.38 | % | 0.02 | 0 | 0 | 2.26 | 0.00 | 0.00 | 0.00 | 11/28/2025 12:59:52 PM EST | |||
| 20.00 | 0.00 | 0.75 | 0.38 | % | 0.02 | 0 | 0 | 1.87 | 0.00 | 0.00 | 0.00 | 11/28/2025 12:59:52 PM EST | |||
| 22.50 | 0.00 | 0.75 | 0.38 | 0.20 | 0.00 | 0.00% | 0.02 | 0 | 12 | 1.53 | 0.00 | 0.00 | 0.00 | 10/29/2025 | 11/28/2025 12:59:52 PM EST |
| 25.00 | 0.00 | 0.05 | 0.03 | 0.12 | 0.00 | 0.00% | 0.00 | 0 | 6 | 0.62 | 0.00 | 0.00 | 0.00 | 11/21/2025 | 11/28/2025 12:59:52 PM EST |
| 30.00 | 0.05 | 0.55 | 0.30 | 0.50 | 0.00 | 0.00% | 0.01 | 0 | 540 | 0.42 | -0.14 | 0.07 | -0.02 | 11/25/2025 | 11/28/2025 12:59:52 PM EST |
| 35.00 | 2.15 | 2.75 | 2.45 | 2.90 | 0.00 | 0.00% | 0.07 | 0 | 331 | 0.42 | -0.69 | 0.11 | -0.03 | 11/25/2025 | 11/28/2025 12:59:52 PM EST |
| 40.00 | 6.30 | 8.00 | 7.15 | 8.35 | 0.00 | 0.00% | 0.18 | 0 | 68 | 1.02 | -0.97 | 0.02 | 0.00 | 11/24/2025 | 11/28/2025 12:59:52 PM EST |
| 45.00 | 11.10 | 13.50 | 12.30 | 12.21 | +0.74 | +6.46% | 0.27 | 8 | 8 | 1.55 | -1.00 | 0.00 | 0.00 | 11/28/2025 | 11/28/2025 12:59:52 PM EST |
| 50.00 | 16.10 | 18.50 | 17.30 | 17.39 | +2.65 | +17.98% | 0.35 | 8 | 22 | 1.83 | -1.00 | 0.00 | 0.00 | 11/28/2025 | 11/28/2025 12:59:52 PM EST |
| 55.00 | 20.80 | 23.80 | 22.30 | 21.42 | 0.00 | 0.00% | 0.41 | 0 | 0 | 2.19 | -1.00 | 0.00 | 0.00 | 11/14/2025 | 11/28/2025 12:59:52 PM EST |
| 60.00 | 25.80 | 28.80 | 27.30 | 25.05 | 0.00 | 0.00% | 0.46 | 0 | 0 | 2.41 | -1.00 | 0.00 | 0.00 | 10/29/2025 | 11/28/2025 12:59:52 PM EST |
| 65.00 | 30.80 | 33.80 | 32.30 | 32.40 | 0.00 | 0.00% | 0.50 | 0 | 0 | 2.60 | -1.00 | 0.00 | 0.00 | 10/29/2025 | 11/28/2025 12:59:52 PM EST |
| 70.00 | 35.80 | 38.80 | 37.30 | % | 0.53 | 0 | 0 | 2.76 | -1.00 | 0.00 | 0.00 | 11/28/2025 12:59:52 PM EST | |||
| 75.00 | 40.80 | 43.80 | 42.30 | % | 0.56 | 0 | 0 | 2.92 | -1.00 | 0.00 | 0.00 | 11/28/2025 12:59:52 PM EST | |||
| 80.00 | 45.80 | 48.80 | 47.30 | % | 0.59 | 0 | 0 | 3.06 | -1.00 | 0.00 | 0.00 | 11/28/2025 12:59:52 PM EST | |||
| 85.00 | 50.80 | 53.80 | 52.30 | % | 0.62 | 0 | 0 | 3.19 | -1.00 | 0.00 | 0.00 | 11/28/2025 12:59:52 PM EST |