VRNS · Varonis Systems Inc

Track VRNS — free

$44.99 -0.83 (-1.81%) At close · Aug 14

Market Cap

$4.82B

114.86M

Options Chain

Underlying $44.99 · at close Aug 14, 2026 Options Calculator

Positioning

Aug 21, 2026 · 6 days to expiry · 24 contracts · mixed snapshot sessions · Jun 29, 2026–Aug 14, 2026; 11 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

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dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 6d Sep 18 34d Dec 18 125d Jan 15 153d Mar 19 216d Jun 17 306d Jan 21 524d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	530.4%	0.953	—		—	-0.034	467.5%	—	0
Call · $17.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 530.4% Delta 0.953 ≈95% ITM Gamma 0.003 Theta -0.241 Vega 0.006 Open interest 0 Model this call Put · $17.5 Snapshot session Unknown Last — Breakeven — Implied vol 467.5% Delta -0.034 ≈3% ITM Gamma 0.003 Theta -0.164 Vega 0.004 Open interest 0 Model this put
0	—	463.2%	0.946	—		—	-0.037	396.8%	—	0
Call · $20 In the money Snapshot session Unknown Last — Breakeven — Implied vol 463.2% Delta 0.946 ≈95% ITM Gamma 0.004 Theta -0.236 Vega 0.007 Open interest 0 Model this call Put · $20 Snapshot session Unknown Last — Breakeven — Implied vol 396.8% Delta -0.037 ≈4% ITM Gamma 0.003 Theta -0.148 Vega 0.004 Open interest 0 Model this put
0	—	432.8%	0.93	—		—	-0.042	347.2%	—	0
Call · $22.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 432.8% Delta 0.93 ≈93% ITM Gamma 0.005 Theta -0.272 Vega 0.007 Open interest 0 Model this call Put · $22.5 Snapshot session Unknown Last — Breakeven — Implied vol 347.2% Delta -0.042 ≈4% ITM Gamma 0.004 Theta -0.146 Vega 0.004 Open interest 0 Model this put
25	12	326.6%	0.938	$18.28		—	-0.052	306.1%	—	0
Call · $25 In the money Snapshot session Jul 1, 2026 Last $18.28 Breakeven $43.28 Implied vol 326.6% Delta 0.938 ≈94% ITM Gamma 0.006 Theta -0.185 Vega 0.008 Open interest 25 Model this call Put · $25 Snapshot session Unknown Last — Breakeven — Implied vol 306.1% Delta -0.052 ≈5% ITM Gamma 0.006 Theta -0.15 Vega 0.008 Open interest 0 Model this put
1	2	264.5%	0.903	$11.00		$0.15	-0.066	216.6%	1	46
Call · $30 In the money Snapshot session Jun 29, 2026 Last $11.00 Breakeven $41.00 Implied vol 264.5% Delta 0.903 ≈90% ITM Gamma 0.011 Theta -0.213 Vega 0.008 Open interest 1 Model this call Put · $30 Snapshot session Aug 13, 2026 Last $0.15 Breakeven $29.85 Implied vol 216.6% Delta -0.066 ≈7% ITM Gamma 0.01 Theta -0.127 Vega 0.008 Open interest 46 Model this put
11	5	184.7%	0.861	$7.33		$0.15	-0.101	152.5%	2	100
Call · $35 In the money Snapshot session Jul 29, 2026 Last $7.33 Breakeven $42.33 Implied vol 184.7% Delta 0.861 ≈86% ITM Gamma 0.02 Theta -0.19 Vega 0.014 Open interest 11 Model this call Put · $35 Snapshot session Aug 10, 2026 Last $0.15 Breakeven $34.85 Implied vol 152.5% Delta -0.101 ≈10% ITM Gamma 0.02 Theta -0.124 Vega 0.009 Open interest 100 Model this put
393	2	138.7%	0.742	$3.56		$0.35	-0.215	109%	193	8.4k
Call · $40 In the money Snapshot session Aug 13, 2026 Last $3.56 Breakeven $43.56 Implied vol 138.7% Delta 0.742 ≈74% ITM Gamma 0.04 Theta -0.209 Vega 0.019 Open interest 393 Model this call Put · $40 Snapshot session Aug 14, 2026 Last $0.35 Breakeven $39.65 Implied vol 109% Delta -0.215 ≈22% ITM Gamma 0.046 Theta -0.147 Vega 0.019 Open interest 8.4k Model this put
Underlying $44.99
562	3	71.8%	0.457	$1.75		$1.40	-0.686	23%	1	865
Call · $45 Snapshot session Aug 14, 2026 Last $1.75 Breakeven $46.75 Implied vol 71.8% Delta 0.457 ≈46% ITM Gamma 0.095 Theta -0.133 Vega 0.024 Open interest 562 Model this call Put · $45 In the money Snapshot session Aug 14, 2026 Last $1.40 Breakeven $43.60 Implied vol 23% Delta -0.686 ≈69% ITM Gamma 0.268 Theta -0.035 Vega 0.021 Open interest 865 Model this put
1.4k	2	93.5%	0.182	$0.01		$9.75	—	—	2	13
Call · $50 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $50.01 Implied vol 93.5% Delta 0.182 ≈18% ITM Gamma 0.048 Theta -0.114 Vega 0.017 Open interest 1.4k Model this call Put · $50 In the money Snapshot session Jul 29, 2026 Last $9.75 Breakeven $40.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 13 Model this put
2.4k	1	128.8%	0.12	$0.01		—	—	—	—	0
Call · $55 Snapshot session Aug 14, 2026 Last $0.01 Breakeven $55.01 Implied vol 128.8% Delta 0.12 ≈12% ITM Gamma 0.026 Theta -0.119 Vega 0.012 Open interest 2.4k Model this call Put · $55 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
153	2	152.8%	0.079	$0.20		—	—	—	—	0
Call · $60 Snapshot session Aug 3, 2026 Last $0.20 Breakeven $60.20 Implied vol 152.8% Delta 0.079 ≈8% ITM Gamma 0.017 Theta -0.104 Vega 0.007 Open interest 153 Model this call Put · $60 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $65 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $65 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Jun 29, 2026–Aug 14, 2026; 11 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. 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.

Key facts CIK 1361113 CUSIP 922280102 13F (30d) 360 filings 331 filers Visit website