Varonis Systems Inc. (VRNS)
NASDAQ: VRNS
· Real-Time Price · USD
59.54
0.93 (1.59%)
At close: Sep 26, 2025, 3:59 PM
59.54
0.00%
After-hours: Sep 26, 2025, 05:18 PM EDT
VRNS Option Overview
Overview for all option chains of VRNS. As of September 28, 2025, VRNS options have an IV of 81.41% and an IV rank of 9.11%. The volume is 68 contracts, which is 18.94% of average daily volume of 359 contracts. The volume put-call ratio is 0.58, indicating a bullish sentiment in the market.
Implied Volatility
Implied Volatility (30d)
81.41%IV Rank
9.11%Historical Volatility
26.07%IV Low
39.48% on Nov 08, 2024IV High
500% on Jun 25, 2025Open Interest (OI)
Today's Open Interest
6,592Put-Call Ratio
0.08Put Open Interest
492Call Open Interest
6,100Open Interest Avg (30-day)
3,961Today vs Open Interest Avg (30-day)
166.42%Option Volume
Today's Volume
68Put-Call Ratio
0.58Put Volume
25Call Volume
43Volume Avg (30-day)
359Today vs Volume Avg (30-day)
18.94%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 |
| Oct 17, 2025 | 15 | 0 | 0 | 2,397 | 225 | 0.09 | 81.41% | 55 |
| Nov 21, 2025 | 14 | 4 | 0.29 | 19 | 8 | 0.42 | 58.09% | 60 |
| Dec 19, 2025 | 3 | 0 | 0 | 1,945 | 231 | 0.12 | 56.19% | 45 |
| Jan 16, 2026 | 0 | 0 | 0 | 1 | 0 | 0 | 6.39% | 95 |
| Mar 20, 2026 | 11 | 21 | 1.91 | 1,738 | 28 | 0.02 | 41.21% | 60 |