Varonis Systems (VRNS) Options Chain
NASDAQ: VRNSTechnologyComputer Software: Prepackaged SoftwareUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Jun 17, 2027
- Days to expiration
- 249
- Share price
- $50.12
- Put/call ratio (OI)
- 0.00
- Put/call ratio (volume)
- 0.04
- Expected move
- ±$23.10
- Open interest (C / P)
- 2.17K / 4
VRNS options summary
The VRNS options chain for the June 17, 2027 expiration lists 8 call and 2 put contracts, with 249 days until expiration. Open interest stands at 2,175 calls and 4 puts, a put/call ratio of 0.00, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $50.00 strike is 55.8%, which implies the market expects a move of about ±$23.10 (46.1%) in Varonis Systems stock by expiration.
The most open interest sits at the $70.00 call (2.01K contracts) and the $45.00 put (3 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
VRNS options chain · June 17, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 14.61 | 15.20 | 19.00 | 35.00 | — | — | — | |||||
| 13.58 | 11.50 | 15.30 | 40.00 | — | — | — | |||||
| 9.49 | 8.10 | 12.20 | 45.00 | 1.65 | 4.90 | 3.47 | |||||
| 5.18 | 5.60 | 9.20 | 50.00 | — | — | — | |||||
| 3.00 | 2.60 | 6.50 | 55.00 | — | — | — | |||||
| 1.35 | 0.70 | 4.80 | 60.00 | 9.70 | 13.50 | 12.04 | |||||
| 0.75 | 0.00 | 3.50 | 65.00 | — | — | — | |||||
| 1.15 | 0.25 | 3.00 | 70.00 | — | — | — | |||||
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 June 17, 2027 expiration, the VRNS put/call ratio based on open interest is 0.00 (4 puts vs 2,175 calls), and 0.04 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 June 17, 2027 is about 55.8%, 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.