Varonis Systems Inc. (VRNS)
NASDAQ: VRNS
· Real-Time Price · USD
59.33
-0.13 (-0.22%)
At close: Oct 03, 2025, 3:59 PM
58.75
-0.98%
After-hours: Oct 03, 2025, 05:53 PM EDT
VRNS Option Overview
Overview for all option chains of VRNS. As of October 05, 2025, VRNS options have an IV of 92.44% and an IV rank of 11.5%. The volume is 51 contracts, which is 20.99% of average daily volume of 243 contracts. The volume put-call ratio is 0.7, indicating a neutral sentiment in the market.
Implied Volatility
Implied Volatility (30d)
92.44%IV Rank
11.5%Historical Volatility
27.99%IV Low
39.48% on Nov 08, 2024IV High
500% on Jun 25, 2025Open Interest (OI)
Today's Open Interest
6,722Put-Call Ratio
0.09Put Open Interest
575Call Open Interest
6,147Open Interest Avg (30-day)
4,883Today vs Open Interest Avg (30-day)
137.66%Option Volume
Today's Volume
51Put-Call Ratio
0.7Put Volume
21Call Volume
30Volume Avg (30-day)
243Today vs Volume Avg (30-day)
20.99%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 | 6 | 0 | 0 | 2,392 | 229 | 0.1 | 92.44% | 55 |
| Nov 21, 2025 | 0 | 21 | 0 | 41 | 51 | 1.24 | 59.17% | 60 |
| Dec 19, 2025 | 5 | 0 | 0 | 1,958 | 237 | 0.12 | 58.43% | 45 |
| Jan 16, 2026 | 0 | 0 | 0 | 1 | 0 | 0 | 6.39% | 95 |
| Mar 20, 2026 | 19 | 0 | 0 | 1,755 | 58 | 0.03 | 41.36% | 60 |