Varonis Systems

VRNS · NASDAQ

$48.68−$0.02 (−0.04%)TodayMarket closed · Oct 20, 6:29 PM ET

Prev close $48.70

VRNS options chain

Calls and puts around the current price

By Fri, Nov 20 options price a move of ±$3.33 (6.8%), between $45.38 and $52.03.

At-the-money implied volatility: 15.3%
Put/call open interest: 1.27
Total open interest: 9.74K
Underlying price: $48.70

VRNS options expiring Nov 20, 2026: calls on the left, puts on the right. Calls below $48.70 and puts above it are in the money.
Calls		Calls					Puts
Open int.	IV	Ask	Bid	Strike	Bid	Ask	IV	Open int.
14	38.2%	$11.00	$6.80	40	$0.00	$5.00	109.8%	2.48K
48	—	$4.10	$1.90	45	$0.00	$0.15	86.5%	2.95K
VRNS $48.70
2.63K	21.1%	$4.00	$0.00	50	$0.00	$2.65	9.5%	12
1.60K	55.1%	$0.05	$0.00	55	$4.20	$8.40	23.5%	0
0	55.3%	$5.00	$0.00	60	$9.20	$13.40	36.6%	0

Volatility smile

Implied volatility by strike for Fri, Nov 20, calls and puts averaged.

Unusual options activity

The latest large trades, newest first

Unusual VRNS options trades
Contract	Trade	Contracts	Premium	Sentiment	Time
VRNS 35C Dec 18	Large	499	$686.13K	neutral	Oct 19, 10:36 AM ET
VRNS 49C Jun 17	Sweep	34	$13.09K	bearish	Oct 16, 9:30 AM ET
VRNS 45P Oct 16	Sweep	306	$30.60K	neutral	Oct 7, 3:25 PM ET
VRNS 50C Oct 16	Large	1,176	$205.80K	neutral	Oct 7, 12:49 PM ET
VRNS 50C Oct 16	Large	784	$141.12K	bullish	Oct 7, 12:49 PM ET
VRNS 40P Nov 20	Large	1,146	$194.82K	bearish	Oct 5, 3:51 PM ET
VRNS 50C Nov 20	Large	482	$113.27K	bearish	Oct 5, 3:51 PM ET
VRNS 50C Oct 16	Sweep	67	$10.38K	bearish	Sep 25, 12:33 PM ET

Information on this page is provided for informational purposes only and is not a recommendation to buy, sell or hold any security. Investing involves risk, including possible loss of principal. Market data is delayed at least 15 minutes and is provided without warranty. Analyst ratings, price targets and company data come from third-party sources. Past performance does not guarantee future results.