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Varonis Systems (VRNS)

Symbol	Exchange	Currency
VRNS	NASDAQ	USD	Real-time
1VRNS	Milan	EUR	Real-time
VS2	TradeGate	EUR	Delayed

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26.50 +0.20 +0.76%

02/05 - Closed. Currency in USD

After Hours

26.50

0.00

0.00%

4:57:50 - Real-time Data

Type: Equity

Market: United States

Volume: 3,580,384
Bid/Ask: 0.00 / 0.00
Day's Range: 26.39 - 28.26

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Varonis Systems Option Chain

Get in-depth Varonis Systems option chain data. Access detailed Call and Put option information, including strike prices, last traded price, price change, volume, implied volatility and theoretical values for Varonis Systems options across the selected expiration dates.

Expiration Date:

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Strike Price:

Quotes Analysis

May 01, 2026 20:13 GMT

Calls

Puts

Last	Chg.	Bid	Ask	Vol	Strike	Last	Chg.	Bid	Ask	Vol
0	0%	13	16.1	0	12.50	0	0%	0	0.05	0
VRNS Call 12.50 Exp: May 15, 2026 Last: 0 Chg.: 0% SymbolVRNS\|20260515\|12.50C Delta0.9356 Imp Vol3.1706 Bid13 Gamma0.0077 Theoretical14.55 Ask16.1 Theta-0.0748 Intrinsic Value14 Volume0 Vega0.0065 Time Value-14 Open Interest0 Rho0.0039 Delta / Theta-12.5029 VRNS Put 12.50 Exp: May 15, 2026 Last: 0 Chg.: 0% SymbolVRNS\|20260515\|12.50P Delta-0.0077 Imp Vol1.6985 Bid0 Gamma0.0024 Theoretical0.03 Ask0.05 Theta-0.0067 Intrinsic Value-14 Volume0 Vega0.0011 Time Value14 Open Interest25 Rho-0.0001 Delta / Theta1.1612
0	0%	10.3	12.6	0	15.00	0.16	0%	0	0.05	0
VRNS Call 15.00 Exp: May 15, 2026 Last: 0 Chg.: 0% SymbolVRNS\|20260515\|15.00C Delta0 Imp Vol0 Bid10.3 Gamma0 Theoretical0 Ask12.6 Theta0 Intrinsic Value11.5 Volume0 Vega0 Time Value-11.5 Open Interest0 Rho0 Delta / Theta0 VRNS Put 15.00 Exp: May 15, 2026 Last: 0.16 Chg.: 0% SymbolVRNS\|20260515\|15.00P Delta-0.0099 Imp Vol1.3179 Bid0 Gamma0.0039 Theoretical0.03 Ask0.05 Theta-0.0064 Intrinsic Value-11.5 Volume0 Vega0.0014 Time Value11.66 Open Interest19 Rho-0.0001 Delta / Theta1.5448
0	0%	8	11.1	0	17.50	0.05	0%	0	0.05	0
VRNS Call 17.50 Exp: May 15, 2026 Last: 0 Chg.: 0% SymbolVRNS\|20260515\|17.50C Delta0.897 Imp Vol1.972 Bid8 Gamma0.0176 Theoretical9.55 Ask11.1 Theta-0.0668 Intrinsic Value9 Volume0 Vega0.0093 Time Value-9 Open Interest0 Rho0.0054 Delta / Theta-13.4258 VRNS Put 17.50 Exp: May 15, 2026 Last: 0.05 Chg.: 0% SymbolVRNS\|20260515\|17.50P Delta-0.0131 Imp Vol0.9927 Bid0 Gamma0.0065 Theoretical0.03 Ask0.05 Theta-0.0061 Intrinsic Value-9 Volume0 Vega0.0017 Time Value9.05 Open Interest57 Rho-0.0001 Delta / Theta2.1291
					26.5	Price @ May 01, 2026 20:13 GMT
0.38	-13.64%	0.25	0.45	16	30.00	6.85	0%	2.35	4	0
VRNS Call 30.00 Exp: May 15, 2026 Last: 0.38 Chg.: -13.64% SymbolVRNS\|20260515\|30.00C Delta0.1997 Imp Vol0.702 Bid0.25 Gamma0.077 Theoretical0.38 Ask0.45 Theta-0.0368 Intrinsic Value-3.5 Volume16 Vega0.0145 Time Value3.88 Open Interest1,335 Rho0.0019 Delta / Theta-5.4281 VRNS Put 30.00 Exp: May 15, 2026 Last: 6.85 Chg.: 0% SymbolVRNS\|20260515\|30.00P Delta0 Imp Vol0 Bid2.35 Gamma0 Theoretical0 Ask4 Theta0 Intrinsic Value3.5 Volume0 Vega0 Time Value3.35 Open Interest6 Rho0 Delta / Theta0
0.05	0%	0	0.4	36	35.00	10.3	0%	6.8	9.1	0
VRNS Call 35.00 Exp: May 15, 2026 Last: 0.05 Chg.: 0% SymbolVRNS\|20260515\|35.00C Delta0.0342 Imp Vol0.7526 Bid0 Gamma0.0195 Theoretical0.05 Ask0.4 Theta-0.0106 Intrinsic Value-8.5 Volume36 Vega0.0039 Time Value8.55 Open Interest635 Rho0.0003 Delta / Theta-3.216 VRNS Put 35.00 Exp: May 15, 2026 Last: 10.3 Chg.: 0% SymbolVRNS\|20260515\|35.00P Delta0 Imp Vol0 Bid6.8 Gamma0 Theoretical0 Ask9.1 Theta0 Intrinsic Value8.5 Volume0 Vega0 Time Value1.8 Open Interest0 Rho0 Delta / Theta0

Open Positions

Calls

Puts

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