Options Chain for VARONIS SYS INC COM (VRNS) - $45.33 as of 4/29/2024 2:35:31 PM EST
Calls
| Strike | Bid | Ask | Last Price | Change | %Chg | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 22.50 | 21.70 | 24.70 | 21.95 | 0.00 | 0.00% | 0 | 1 | 3.43 | 1.00 | 0.00 | 0.00 | 4/17/2024 | 4/29/2024 1:59:04 PM EST |
| 25.00 | 19.60 | 22.10 | % | 0 | 0 | 2.92 | 1.00 | 0.00 | 0.00 | 4/29/2024 1:59:04 PM EST | |||
| 30.00 | 14.40 | 16.80 | % | 0 | 0 | 2.36 | 1.00 | 0.00 | -0.01 | 4/29/2024 1:59:04 PM EST | |||
| 35.00 | 9.60 | 12.40 | 14.83 | 0.00 | 0.00% | 0 | 1 | 1.74 | 0.95 | 0.01 | -0.03 | 3/14/2024 | 4/29/2024 1:59:04 PM EST |
| 40.00 | 5.50 | 5.70 | 5.20 | 0.00 | 0.00% | 0 | 2 | 0.64 | 0.82 | 0.04 | -0.05 | 4/22/2024 | 4/29/2024 1:59:04 PM EST |
| 45.00 | 2.40 | 2.50 | 2.40 | -0.62 | -20.53% | 4 | 72 | 0.83 | 0.54 | 0.06 | -0.07 | 4/29/2024 | 4/29/2024 1:59:04 PM EST |
| 50.00 | 0.75 | 0.85 | 1.10 | 0.00 | 0.00% | 0 | 673 | 0.64 | 0.26 | 0.05 | -0.06 | 4/26/2024 | 4/29/2024 1:59:04 PM EST |
| 55.00 | 0.20 | 0.30 | 0.30 | +0.10 | +50.00% | 350 | 62 | 0.63 | 0.09 | 0.03 | -0.03 | 4/29/2024 | 4/29/2024 1:59:04 PM EST |
| 60.00 | 0.00 | 1.00 | 0.15 | 0.00 | 0.00% | 0 | 160 | 1.20 | 0.03 | 0.01 | -0.01 | 4/16/2024 | 4/29/2024 1:59:04 PM EST |
| 65.00 | 0.00 | 0.75 | % | 0 | 0 | 1.30 | 0.01 | 0.00 | 0.00 | 4/29/2024 1:59:04 PM EST | |||
| 70.00 | 0.00 | 1.25 | % | 0 | 0 | 1.69 | 0.00 | 0.00 | 0.00 | 4/29/2024 1:59:04 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 | 0.75 | % | 0 | 0 | 2.40 | 0.00 | 0.00 | 0.00 | 4/29/2024 1:59:04 PM EST | |||
| 25.00 | 0.00 | 0.75 | % | 0 | 0 | 2.09 | 0.00 | 0.00 | 0.00 | 4/29/2024 1:59:04 PM EST | |||
| 30.00 | 0.00 | 0.75 | % | 0 | 0 | 1.56 | 0.00 | 0.00 | -0.01 | 4/29/2024 1:59:04 PM EST | |||
| 35.00 | 0.10 | 0.20 | % | 0 | 0 | 0.72 | -0.05 | 0.01 | -0.03 | 4/29/2024 1:59:04 PM EST | |||
| 40.00 | 0.70 | 0.80 | 0.65 | 0.00 | 0.00% | 0 | 70 | 0.64 | -0.18 | 0.04 | -0.05 | 4/26/2024 | 4/29/2024 1:59:04 PM EST |
| 45.00 | 2.50 | 2.60 | 2.52 | +0.32 | +14.55% | 3 | 534 | 0.62 | -0.46 | 0.06 | -0.07 | 4/29/2024 | 4/29/2024 1:59:04 PM EST |
| 50.00 | 5.90 | 6.10 | 7.80 | 0.00 | 0.00% | 0 | 660 | 0.64 | -0.74 | 0.05 | -0.06 | 4/17/2024 | 4/29/2024 1:59:04 PM EST |
| 55.00 | 10.00 | 11.30 | % | 0 | 0 | 0.87 | -0.91 | 0.03 | -0.03 | 4/29/2024 1:59:04 PM EST | |||
| 60.00 | 14.60 | 16.00 | % | 0 | 0 | 1.30 | -0.97 | 0.01 | -0.01 | 4/29/2024 1:59:04 PM EST | |||
| 65.00 | 20.00 | 21.20 | % | 0 | 0 | 1.44 | -0.99 | 0.00 | 0.00 | 4/29/2024 1:59:04 PM EST | |||
| 70.00 | 24.60 | 26.10 | % | 0 | 0 | 1.71 | -1.00 | 0.00 | 0.00 | 4/29/2024 1:59:04 PM EST |