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

Verona Pharma

NASDAQ: VRNA · Real-Time Price · USD
106.79
-0.03 (-0.03%)
At close: Oct 03, 2025, 3:59 PM
106.90
0.10%
After-hours: Oct 03, 2025, 06:10 PM EDT

VRNA Option Overview

Overview for all option chains of VRNA. As of October 05, 2025, VRNA options have an IV of 86.75% and an IV rank of 12.13%. The volume is 256 contracts, which is 71.91% of average daily volume of 356 contracts. The volume put-call ratio is 0.09, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
86.75%
IV Rank
12.13%
Historical Volatility
1.53%
IV Low
29.68% on Jul 09, 2025
IV High
500% on Jun 25, 2025

Open Interest (OI)

Today's Open Interest
23,472
Put-Call Ratio
0.51
Put Open Interest
7,903
Call Open Interest
15,569
Open Interest Avg (30-day)
19,691
Today vs Open Interest Avg (30-day)
119.2%

Option Volume

Today's Volume
256
Put-Call Ratio
0.09
Put Volume
21
Call Volume
235
Volume Avg (30-day)
356
Today vs Volume Avg (30-day)
71.91%

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
Oct 17, 2025 5 5 1 2,768 463 0.17 86.75% 105
Nov 21, 2025 0 0 0 235 42 0.18 49% 100
Dec 19, 2025 9 1 0.11 2,595 2,133 0.82 44.08% 100
Jan 16, 2026 53 0 0 6,936 3,031 0.44 39.79% 75
Mar 20, 2026 0 0 0 100 48 0.48 22.32% 100
Jan 15, 2027 132 2 0.02 2,803 1,186 0.42 12.31% 80
Jan 21, 2028 36 13 0.36 132 1,000 7.58 9.92% 105