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 Delta Exposure By Expiry
The total Delta Exposure (DEX) for VRNS across all expirations shows 119,138.89 net shares that market makers must hedge, with 127,400.76 from calls and 8,261.87 from puts. The put-call delta ratio of 0.06 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
VRNS DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 29,500.38 | -2,642.58 | 26,857.8 | 0.09 |
| Nov 21, 25 | 976.14 | -1,381.84 | -405.7 | 1.42 |
| Dec 19, 25 | 60,019.35 | -2,681.53 | 57,337.82 | 0.04 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 36,904.89 | -1,555.92 | 35,348.97 | 0.04 |