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
Varonis Systems Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VRNS options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 30.00 | 0.8931 | 0.0060 | -0.2505 | 0.0219 |
| 35.00 | 0.8566 | 0.0087 | -0.2732 | 0.0270 |
| 40.00 | 0.8231 | 0.0130 | -0.249 | 0.0313 |
| 45.00 | 0.6644 | 0.0298 | -0.3118 | 0.0551 |
| 50.00 | 0.6486 | 0.0492 | -0.2138 | 0.0534 |
| 55.00 | 0.4378 | 0.1714 | -0.138 | 0.0714 |
| 60.00 | -0.6917 | 0.0629 | -0.0657 | 0.0391 |
| 65.00 | -0.9087 | 0.0297 | -0.0259 | 0.0182 |
| 70.00 | -0.8336 | 0.0225 | -0.0924 | 0.0277 |
| 75.00 | -0.8528 | 0.0171 | -0.1038 | 0.0256 |
| 80.00 | -0.8993 | 0.0127 | -0.0794 | 0.0196 |
| 85.00 | -0.8735 | 0.0118 | -0.1222 | 0.0231 |