BeStock  
Stocks › VRNS

Varonis Systems VRNS

US equityMarket cap rank #1994
$48.15 +$0.58 (+1.22%)
Market closed · Oct 5, 8:10 pm ET · Last extended-hours $48.15 0.00%
Open$47.72
Prev close$47.57
Day range$47.53 – $48.64
Volume1.08M
Market cap$5.53B
P/E (TTM)–
Dividend yield–

Average implied volatility across the listed chain right now: 128%. Implied volatility measures how big a price swing the options market is pricing in — there is no fixed “normal” level, it varies a lot by stock.

Calls

ExpiryStrikeLastBid/AskVolumeOpen interestIV
16 Oct 2026 $50.00 $1.33 $1.10/$1.55 491 1,933 62%
16 Oct 2026 $45.00 $3.68 $2.35/$4.30 0 275 31%
16 Oct 2026 $55.00 $1.03 $0.35/$0.70 0 2,165 75%
16 Oct 2026 $40.00 $8.54 $6.70/$10.50 0 32 92%
16 Oct 2026 $60.00 $0.05 $0.00/$1.10 9 0 63%
16 Oct 2026 $35.00 $13.10 $11.50/$14.20 1 14 0%
16 Oct 2026 $65.00 $0.41 $0.00/$1.25 0 30 122%
16 Oct 2026 $30.00 $18.24 $16.50/$20.30 0 10 165%
16 Oct 2026 $25.00 $23.10 $21.50/$25.30 0 0 220%
16 Oct 2026 $22.50 $25.52 $24.00/$27.80 0 0 252%

Puts

ExpiryStrikeLastBid/AskVolumeOpen interestIV
16 Oct 2026 $50.00 $3.58 $1.85/$4.90 0 0 70%
16 Oct 2026 $45.00 $0.76 $0.75/$1.15 407 4,002 68%
16 Oct 2026 $55.00 $8.23 $5.60/$8.90 0 0 71%
16 Oct 2026 $40.00 $0.71 $0.00/$2.35 0 2,320 110%
16 Oct 2026 $60.00 $12.89 $10.50/$13.60 0 0 87%
16 Oct 2026 $35.00 $0.57 $0.00/$1.00 0 7 152%
16 Oct 2026 $65.00 $17.66 $15.50/$18.60 0 0 110%
16 Oct 2026 $30.00 $0.43 $0.00/$1.35 0 2 193%
16 Oct 2026 $25.00 $0.29 $0.00/$2.15 0 0 233%
16 Oct 2026 $22.50 $0.22 $0.00/$2.15 0 0 252%

Open interest = contracts currently outstanding (not yet closed out). Higher open interest generally means a strike/expiry is more actively traded and easier to get in and out of.

Discussion

No comments yet — be the first to weigh in on VRNS.

Leave a comment

Scroll to Top