Verona Pharma (VRNA) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Verona Pharma

NASDAQ: VRNA · Real-Time Price · USD
106.31
0.07 (0.07%)
At close: Sep 05, 2025, 3:59 PM
106.31
0.00%
After-hours: Sep 05, 2025, 04:35 PM EDT

VRNA Option Overview

Overview for all option chains of VRNA. As of September 07, 2025, VRNA options have an IV of 73.89% and an IV rank of 8.43%. The volume is 270 contracts, which is 93.75% of average daily volume of 288 contracts. The volume put-call ratio is 0.34, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
73.89%
IV Rank
8.43%
Historical Volatility
2.5%
IV Low
34.64% on Jul 09, 2025
IV High
500% on Jun 25, 2025

Open Interest (OI)

Today's Open Interest
24,828
Put-Call Ratio
0.51
Put Open Interest
8,350
Call Open Interest
16,478
Open Interest Avg (30-day)
24,581
Today vs Open Interest Avg (30-day)
101%

Option Volume

Today's Volume
270
Put-Call Ratio
0.34
Put Volume
69
Call Volume
201
Volume Avg (30-day)
288
Today vs Volume Avg (30-day)
93.75%

Option Chain Statistics

This table provides a comprehensive overview of all VRNA options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 19, 2025 79 3 0.04 4,391 2,481 0.57 73.89% 80
Oct 17, 2025 0 27 0 73 6 0.08 37.82% 105
Nov 21, 2025 23 0 0 133 2 0.02 29.92% 85
Dec 19, 2025 7 0 0 2,577 2,001 0.78 30.47% 100
Jan 16, 2026 35 21 0.6 6,846 2,890 0.42 34.68% 70
Mar 20, 2026 1 0 0 16 3 0.19 23.91% 100
Jan 15, 2027 56 18 0.32 2,442 967 0.4 12.71% 60