Varonis Systems (VRNS) Options Chain

NASDAQ: VRNSTechnologyComputer Software: Prepackaged SoftwareUSD

50.12+1.24 (+2.54%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration: Jan 21, 2028
Days to expiration: 468
Share price: $50.12
Put/call ratio (OI): 0.06
Put/call ratio (volume): 0.36
ATM implied volatility: 47.0%
Expected move: ±$26.65
Open interest (C / P): 4.50K / 287

VRNS options summary

The VRNS options chain for the January 21, 2028 expiration lists 14 call and 9 put contracts, with 468 days until expiration. Open interest stands at 4,498 calls and 287 puts, a put/call ratio of 0.06, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $50.00 strike is 47.0%, which implies the market expects a move of about ±$26.65 (53.2%) in Varonis Systems stock by expiration.

The most open interest sits at the $60.00 call (2.28K contracts) and the $45.00 put (259 contracts).

Summary generated from market data by MetaCap's automated system. Methodology

VRNS options chain · January 21, 2028

VRNS calls and puts by strike price. Shaded cells are in the money.
Calls							Puts
OI	Vol	IV	Last	Bid	Ask	Strike	Bid	Ask	Last	IV	Vol	OI
18	1	73.1%	30.60	35.50	40.50	12.50	0.00	3.60	0.63	109.3%	3	3
93	2	—	33.28	29.00	34.00	15.00	—	—	—	—	—	—
16	—	—	32.86	23.50	27.50	17.50	0.00	0.00	4.80	25.0%	—	0
3	5	—	21.00	21.50	25.50	20.00	0.50	5.50	4.91	90.1%	4	5
8	2	61.2%	28.40	26.50	31.50	22.50	2.50	7.50	6.70	100.8%	4	9
12	12	—	20.24	20.10	25.00	25.00	4.00	9.00	8.20	103.8%	—	3
11	1	56.4%	20.78	20.50	25.50	30.00	0.00	0.00	11.90	12.5%	—	0
103	10	51.1%	18.50	16.50	21.50	35.00	0.00	5.00	5.54	58.5%	—	1
9	4	61.8%	13.45	13.00	18.00	40.00	—	—	—	—	—	—
247	1	58.1%	11.80	10.00	15.00	45.00	3.00	5.60	5.30	37.0%	3	259
12	1	53.1%	8.70	7.00	11.90	50.00	5.00	9.10	6.48	40.8%	2	7
VRNS $50.12
1,678	3	48.5%	6.00	4.50	9.10	55.00	—	—	—	—	—	—
2,282	1	40.9%	3.99	2.50	5.90	60.00	—	—	—	—	—	—
6	2	47.0%	2.40	0.70	5.00	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 January 21, 2028 expiration, the VRNS put/call ratio based on open interest is 0.06 (287 puts vs 4,498 calls), and 0.36 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 January 21, 2028 is about 47.0%, 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.