Varonis Systems (VRNS) Options Chain
NASDAQ: VRNSTechnologyComputer Software: Prepackaged SoftwareUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Nov 20, 2026
- Days to expiration
- 40
- Share price
- $50.12
- Put/call ratio (OI)
- 0.73
- Put/call ratio (volume)
- 2.34
- Expected move
- ±$8.87
- Open interest (C / P)
- 3.40K / 2.49K
VRNS options summary
The VRNS options chain for the November 20, 2026 expiration lists 6 call and 3 put contracts, with 40 days until expiration. Open interest stands at 3,402 calls and 2,488 puts, a put/call ratio of 0.73, which is fairly balanced between calls and puts. At-the-money implied volatility near the $50.00 strike is 53.5%, which implies the market expects a move of about ±$8.87 (17.7%) in Varonis Systems stock by expiration.
The most open interest sits at the $50.00 call (1.73K contracts) and the $40.00 put (2.38K contracts).
Summary generated from market data by MetaCap's automated system. Methodology
VRNS options chain · November 20, 2026
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 17.93 | 19.00 | 22.30 | 30.00 | — | — | — | |||||
| 13.75 | 13.50 | 17.50 | 35.00 | — | — | — | |||||
| 11.10 | 9.00 | 13.00 | 40.00 | 0.25 | 1.50 | 1.70 | |||||
| 7.03 | 6.80 | 9.10 | 45.00 | 0.75 | 2.05 | 1.70 | |||||
| 3.77 | 3.50 | 3.80 | 50.00 | 1.80 | 3.50 | 3.40 | |||||
| 1.40 | 0.75 | 1.80 | 55.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the VRNS put/call ratio?
For the November 20, 2026 expiration, the VRNS put/call ratio based on open interest is 0.73 (2,488 puts vs 3,402 calls), and 2.34 based on today's volume. A ratio above 1 means more puts than calls.
What is VRNS's implied volatility?
At-the-money implied volatility for VRNS options expiring November 20, 2026 is about 53.5%, an annualized estimate of how much the market expects Varonis Systems stock to move.
How many VRNS option expiration dates are there?
VRNS has 8 listed expiration dates, from Oct 16, 2026 to Jan 19, 2029.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.