VREX · Varex Imaging Corp

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$10.94 +0.22 (+2.05%) At close · Jul 24

Market Cap

$459.73M

42.10M

Options Chain

15-min delayed Underlying $10.94 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 20 contracts

Put / call OI

0.40

Call-heavy positioning

Open interest

102

contracts outstanding

Volume

traded today

Max pain

$10.00

$0.94 below spot

ATM implied vol

74.5%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Nov 20 117d Dec 18 145d Feb 19 208d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	262%	0.993	—		—	—	—	—	0
Call · $2.5 In the money Last — Breakeven — Implied vol 262% Delta 0.993 ≈99% ITM Gamma 0.003 Theta -0.003 Vega 0.001 Open interest 0 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	159.5%	0.863	—		—	-0.14	161.8%	—	0
Call · $7.5 In the money Last — Breakeven — Implied vol 159.5% Delta 0.863 ≈86% ITM Gamma 0.047 Theta -0.02 Vega 0.006 Open interest 0 Model this call Put · $7.5 Last — Breakeven — Implied vol 161.8% Delta -0.14 ≈14% ITM Gamma 0.047 Theta -0.02 Vega 0.006 Open interest 0 Model this put
1	1	69.6%	0.717	$1.35		$0.65	-0.298	79.5%	2	29
Call · $10 In the money Last $1.35 Breakeven $11.35 Implied vol 69.6% Delta 0.717 ≈72% ITM Gamma 0.166 Theta -0.014 Vega 0.01 Open interest 1 Model this call Put · $10 Last $0.65 Breakeven $9.35 Implied vol 79.5% Delta -0.298 ≈30% ITM Gamma 0.15 Theta -0.015 Vega 0.01 Open interest 29 Model this put
Underlying $10.94
22	10	80.3%	0.308	$0.50		—	-0.649	96.2%	—	0
Call · $12.5 Last $0.50 Breakeven $13.00 Implied vol 80.3% Delta 0.308 ≈31% ITM Gamma 0.149 Theta -0.016 Vega 0.011 Open interest 22 Model this call Put · $12.5 In the money Last — Breakeven — Implied vol 96.2% Delta -0.649 ≈65% ITM Gamma 0.132 Theta -0.019 Vega 0.011 Open interest 0 Model this put
0	—	126.1%	0.227	—		—	-0.883	90.2%	—	0
Call · $15 Last — Breakeven — Implied vol 126.1% Delta 0.227 ≈23% ITM Gamma 0.081 Theta -0.021 Vega 0.009 Open interest 0 Model this call Put · $15 In the money Last — Breakeven — Implied vol 90.2% Delta -0.883 ≈88% ITM Gamma 0.077 Theta -0.009 Vega 0.006 Open interest 0 Model this put
50	4	—	—	$0.20		—	-0.815	159.7%	—	0
Call · $17.5 Last $0.20 Breakeven $17.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 50 Model this call Put · $17.5 In the money Last — Breakeven — Implied vol 159.7% Delta -0.815 ≈82% ITM Gamma 0.058 Theta -0.023 Vega 0.009 Open interest 0 Model this put
0	—	—	—	—		—	-0.862	170.5%	—	0
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last — Breakeven — Implied vol 170.5% Delta -0.862 ≈86% ITM Gamma 0.045 Theta -0.02 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—		—	-0.905	176.7%	—	0
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol 176.7% Delta -0.905 ≈90% ITM Gamma 0.034 Theta -0.015 Vega 0.004 Open interest 0 Model this put
0	—	—	—	—		—	-0.91	194%	—	0
Call · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 In the money Last — Breakeven — Implied vol 194% Delta -0.91 ≈91% ITM Gamma 0.03 Theta -0.016 Vega 0.004 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1681622 CUSIP 92214X106 13F (30d) 25 filings 25 filers Visit website