Varonis Systems Inc. (VRNS)
NASDAQ: VRNS
· Real-Time Price · USD
57.87
0.92 (1.62%)
At close: Aug 15, 2025, 10:00 AM
VRNS Option Overview
Overview for all option chains of VRNS. As of August 15, 2025, VRNS options have an IV of 261.77% and an IV rank of 48.27%. The volume is 62 contracts, which is 4.73% of average daily volume of 1,312 contracts. The volume put-call ratio is 0.17, indicating a bullish sentiment in the market.
Implied Volatility
Implied Volatility (30d)
261.77%IV Rank
48.27%Historical Volatility
39.38%IV Low
39.48% on Nov 08, 2024IV High
500% on Jun 25, 2025Open Interest (OI)
Today's Open Interest
25,499Put-Call Ratio
0.11Put Open Interest
2,471Call Open Interest
23,028Open Interest Avg (30-day)
17,013Today vs Open Interest Avg (30-day)
149.88%Option Volume
Today's Volume
62Put-Call Ratio
0.17Put Volume
9Call Volume
53Volume Avg (30-day)
1,312Today vs Volume Avg (30-day)
4.73%Option Chain Statistics
This table provides a comprehensive overview of all VRNS 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 |
| Aug 15, 2025 | 10 | 0 | 0 | 19,587 | 1,182 | 0.06 | 261.77% | 55 |
| Sep 19, 2025 | 39 | 0 | 0 | 1,713 | 1,102 | 0.64 | 61.92% | 45 |
| Oct 17, 2025 | 0 | 0 | 0 | 0 | 0 | 0 | 49.1% | 30 |
| Dec 19, 2025 | 3 | 9 | 3 | 1,529 | 170 | 0.11 | 41.2% | 40 |
| Jan 16, 2026 | 0 | 0 | 0 | 1 | 0 | 0 | 6.39% | 95 |
| Mar 20, 2026 | 1 | 0 | 0 | 198 | 17 | 0.09 | 36.38% | 55 |