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
Varonis Systems Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VRNS options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 30.00 | 0.8841 | 0.0082 | -0.1141 | 0.0367 |
| 35.00 | 0.8649 | 0.0119 | -0.1009 | 0.0412 |
| 40.00 | 0.8272 | 0.0184 | -0.0957 | 0.0496 |
| 45.00 | 0.7128 | 0.0318 | -0.114 | 0.0724 |
| 50.00 | 0.7048 | 0.0548 | -0.0709 | 0.0704 |
| 55.00 | 0.3271 | 0.1391 | -0.0702 | 0.1165 |
| 60.00 | -0.5136 | 0.1471 | -0.0438 | 0.0978 |
| 65.00 | -0.8427 | 0.0341 | -0.0232 | 0.0385 |
| 70.00 | -0.8821 | 0.0213 | -0.0247 | 0.0316 |
| 75.00 | -0.8572 | 0.0171 | -0.0442 | 0.0361 |
| 80.00 | -0.891 | 0.0131 | -0.0379 | 0.0299 |
| 85.00 | -0.9002 | 0.0110 | -0.0397 | 0.0280 |