Options Chain for VARONIS SYS INC COM (VRNS) - $47.53 as of 5/28/2025 5:25:35 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 22.90 | 26.80 | % | 0 | 0 | 3.13 | 1.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 PM EST | |||
| 25.00 | 21.50 | 24.30 | 21.05 | 0.00 | 0.00% | 0 | 30 | 2.77 | 1.00 | 0.00 | 0.00 | 5/15/2025 | 5/28/2025 3:59:48 PM EST |
| 30.00 | 15.60 | 19.30 | 10.82 | 0.00 | 0.00% | 0 | 3 | 2.16 | 1.00 | 0.00 | 0.00 | 4/22/2025 | 5/28/2025 3:59:48 PM EST |
| 35.00 | 11.30 | 14.40 | 8.60 | 0.00 | 0.00% | 0 | 1 | 1.67 | 1.00 | 0.00 | 0.00 | 4/30/2025 | 5/28/2025 3:59:48 PM EST |
| 40.00 | 7.20 | 7.60 | 6.30 | 0.00 | 0.00% | 0 | 116 | 0.96 | 1.00 | 0.00 | 0.00 | 5/20/2025 | 5/28/2025 3:59:48 PM EST |
| 45.00 | 2.65 | 3.30 | 2.75 | 0.00 | 0.00% | 0 | 2,087 | 0.36 | 0.75 | 0.10 | -0.02 | 5/27/2025 | 5/28/2025 3:59:48 PM EST |
| 50.00 | 0.25 | 0.80 | 0.35 | -0.15 | -30.00% | 6 | 1,943 | 0.33 | 0.20 | 0.09 | -0.02 | 5/28/2025 | 5/28/2025 3:59:48 PM EST |
| 55.00 | 0.00 | 0.20 | 0.04 | 0.00 | 0.00% | 0 | 108 | 0.44 | 0.01 | 0.01 | 0.00 | 5/22/2025 | 5/28/2025 3:59:48 PM EST |
| 60.00 | 0.00 | 1.00 | 0.12 | 0.00 | 0.00% | 0 | 30 | 0.95 | 0.00 | 0.00 | 0.00 | 5/22/2025 | 5/28/2025 3:59:48 PM EST |
| 65.00 | 0.00 | 0.95 | 0.10 | 0.00 | 0.00% | 0 | 172 | 1.12 | 0.00 | 0.00 | 0.00 | 5/6/2025 | 5/28/2025 3:59:48 PM EST |
| 70.00 | 0.00 | 2.10 | % | 0 | 0 | 1.65 | 0.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 PM EST | |||
| 75.00 | 0.00 | 1.15 | 0.40 | 0.00 | 0.00% | 0 | 6 | 1.50 | 0.00 | 0.00 | 0.00 | 1/30/2025 | 5/28/2025 3:59:48 PM EST |
| 80.00 | 0.00 | 1.15 | % | 0 | 0 | 1.64 | 0.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 PM EST | |||
| 85.00 | 0.00 | 0.85 | % | 0 | 0 | 1.63 | 0.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 PM EST | |||
| 90.00 | 0.00 | 1.15 | % | 0 | 0 | 1.87 | 0.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 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 | 1.10 | % | 0 | 0 | 2.46 | 0.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 PM EST | |||
| 25.00 | 0.00 | 0.25 | 0.30 | 0.00 | 0.00% | 0 | 100 | 1.51 | 0.00 | 0.00 | 0.00 | 3/21/2025 | 5/28/2025 3:59:48 PM EST |
| 30.00 | 0.00 | 1.50 | 0.50 | 0.00 | 0.00% | 0 | 1 | 1.84 | 0.00 | 0.00 | 0.00 | 2/3/2025 | 5/28/2025 3:59:48 PM EST |
| 35.00 | 0.00 | 2.15 | 0.04 | 0.00 | 0.00% | 0 | 87 | 1.60 | 0.00 | 0.00 | 0.00 | 5/22/2025 | 5/28/2025 3:59:48 PM EST |
| 40.00 | 0.00 | 0.45 | 0.15 | 0.00 | 0.00% | 0 | 102 | 0.59 | 0.00 | 0.00 | 0.00 | 5/27/2025 | 5/28/2025 3:59:48 PM EST |
| 45.00 | 0.30 | 0.85 | 0.45 | -0.20 | -30.77% | 2 | 4,616 | 0.30 | -0.25 | 0.10 | -0.02 | 5/28/2025 | 5/28/2025 3:59:48 PM EST |
| 50.00 | 2.85 | 3.20 | 3.60 | 0.00 | 0.00% | 0 | 5,004 | 0.46 | -0.80 | 0.09 | -0.02 | 5/19/2025 | 5/28/2025 3:59:48 PM EST |
| 55.00 | 6.90 | 9.50 | % | 0 | 0 | 0.88 | -0.99 | 0.01 | 0.00 | 5/28/2025 3:59:48 PM EST | |||
| 60.00 | 11.90 | 14.30 | 10.80 | 0.00 | 0.00% | 0 | 0 | 1.06 | -1.00 | 0.00 | 0.00 | 10/31/2024 | 5/28/2025 3:59:48 PM EST |
| 65.00 | 17.10 | 19.70 | % | 0 | 0 | 1.38 | -1.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 PM EST | |||
| 70.00 | 21.90 | 24.40 | % | 0 | 0 | 1.47 | -1.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 PM EST | |||
| 75.00 | 26.10 | 29.10 | % | 0 | 0 | 1.53 | -1.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 PM EST | |||
| 80.00 | 31.10 | 34.10 | % | 0 | 0 | 1.67 | -1.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 PM EST | |||
| 85.00 | 36.20 | 39.10 | % | 0 | 0 | 1.79 | -1.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 PM EST | |||
| 90.00 | 41.10 | 44.10 | % | 0 | 0 | 1.91 | -1.00 | 0.00 | 0.00 | 5/28/2025 3:59:48 PM EST |