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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VRNS across all expirations is 9,679.98 shares per 1% move, with 11,312.08 from calls and 1,632.1 from puts. The put-call GEX ratio of 0.14 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VRNS GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 6,130.85 | -1,231.25 | 4,899.6 | 0.20 |
| Nov 21, 25 | 36.13 | -17.42 | 18.71 | 0.48 |
| Dec 19, 25 | 2,813.59 | -343.8 | 2,469.79 | 0.12 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 2,331.51 | -39.63 | 2,291.88 | 0.02 |