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VRNS

Varonis Systems, Inc.Close $31.10EOD only

Max Pain

$30.00

Next expiry Jun 18, 2026

Expected Move

±$4.05

13.0% from close

Price Gap

-1.10

Distance to max pain

IV Rank

Low premium

P/C OI

0.39

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: May 20, 2026 close

End-of-day snapshot

This page reflects VRNS options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

May 20, 2026 close

VRNS Options Chain

Data as of market close May 20, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 29)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
12.50	16.24	16.50	20.80	0.00	2	0	149.2%	0.991	0.0018	-0.007	0.002	0.010
15.00	10.70	14.00	17.40	0.00	1	3	257.3%	0.915	0.0069	-0.062	0.014	0.009
20.00	3.00	7.10	8.70	0.00	10	11	0.0%	1.000	0.0000	-0.002	0.000	0.016
22.50	8.35	7.20	9.30	3.30	4	17	112.5%	0.883	0.0199	-0.036	0.017	0.014
25.00	6.15	5.70	6.80	1.63	85	606	53.6%	0.939	0.0258	-0.013	0.011	0.018
30.00	2.60	2.35	2.75	0.75	318	2,572	55.9%	0.629	0.0771	-0.034	0.033	0.013
35.00	0.75	0.60	1.00	0.20	292	4,395	59.1%	0.272	0.0641	-0.031	0.029	0.006
40.00	0.23	0.05	0.50	-0.15	38	3,096	65.4%	0.105	0.0317	-0.018	0.016	0.002
45.00	0.10	0.00	0.65	0.00	2	1,643	89.8%	0.094	0.0212	-0.023	0.015	0.002
50.00	0.12	0.00	0.55	0.00	4	114	103.9%	0.072	0.0150	-0.022	0.012	0.002
55.00	0.25	0.00	2.25	0.00	1	155	167.7%	0.168	0.0171	-0.064	0.022	0.003
60.00	0.17	0.00	0.35	0.00	120	610	122.1%	0.042	0.0084	-0.017	0.008	0.001
65.00	0.05	0.00	0.25	0.00	4	256	126.6%	0.030	0.0062	-0.013	0.006	0.001
70.00	0.15	0.00	0.70	0.00	2	5	162.3%	0.062	0.0086	-0.030	0.011	0.001
75.00	0.10	0.00	0.70	0.00	2	13	172.5%	0.059	0.0078	-0.031	0.010	0.001
80.00	0.10	0.00	0.45	0.00	2	3	168.6%	0.041	0.0059	-0.022	0.008	0.001

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
15.00	0.30	0.00	0.95	0.00	1	20	189.5%	-0.051	0.0063	-0.030	0.009	-0.002
17.50	0.79	0.00	0.55	0.00	2	73	135.5%	-0.044	0.0078	-0.019	0.008	-0.001
20.00	0.13	0.00	0.50	-0.27	1	121	106.4%	-0.051	0.0113	-0.017	0.009	-0.001
22.50	0.38	0.00	0.95	0.00	2	590	99.2%	-0.095	0.0195	-0.025	0.015	-0.003
25.00	0.43	0.05	0.95	-0.21	8	120	75.9%	-0.126	0.0312	-0.023	0.018	-0.003
30.00	1.68	1.05	1.95	-0.47	12	48	57.4%	-0.373	0.0752	-0.031	0.033	-0.010
35.00	7.63	4.20	5.50	0.00	1	838	64.1%	-0.707	0.0612	-0.030	0.030	-0.021
40.00	10.40	8.60	10.50	0.00	269	247	84.2%	-0.823	0.0352	-0.029	0.023	-0.028
45.00	20.16	12.60	15.40	0.00	1	1	70.5%	-0.959	0.0141	-0.004	0.008	-0.035
50.00	29.50	23.70	27.50	0.00	0	0	322.9%	-0.525	0.0141	-0.189	0.035	-0.033
55.00	19.92	20.90	25.10	0.00	7	0	170.9%	-0.825	0.0172	-0.061	0.023	-0.040

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.