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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VRNS across all expirations is 9,767.15 shares per 1% move, with 11,704.61 from calls and 1,937.46 from puts. The put-call GEX ratio of 0.17 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 | 6,481.72 | -1,326.74 | 5,154.98 | 0.20 |
| Nov 21, 25 | 76.83 | -165.6 | -88.77 | 2.16 |
| Dec 19, 25 | 2,773.9 | -344.55 | 2,429.35 | 0.12 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 2,372.16 | -100.57 | 2,271.59 | 0.04 |