Varonis Systems (VRNS) Options

41.64 ↓0.05 (-0.12%)

As of December 31, 1969, 7:00pm EST.

VRNS Max Pain

The max pain for VRNS on April 17th, 2025 is $40.

Varonis Systems is currently $41.64 which is 4.10% higher than its max pain. According to the max pain theory, Varonis Systems will likely gravitate lower closer to $40 by April 17th.

Outlook: Negative

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VRNS Max Pain Distribution Chart

Option Chain

The option chain for Varonis Systems on April 17th.

Calls

Strike	Last Price	Breakeven	Bid	Ask	Volume	Open Interest	IV	Delta	Gamma	Theta	Vega	Theoretical Value
22.5	0	N/A	17.5	21.3	0	0	160.59	0.9692	0.0046	-0.0304	0.0066	19.4
25	0	N/A	16	19	0	0	190.23	0.9189	0.0083	-0.0739	0.0143	17.5
30	0	N/A	11	13.8	0	0	129.84	0.8966	0.0146	-0.0613	0.0171	12.4
35	0	N/A	6.1	8.9	0	0	87.19	0.8375	0.0297	-0.0568	0.0234	7.5
40	2.15	1.22%	2.2	2.35	22	27	32.88	0.7268	0.1065	-0.0307	0.0316	2.27
45	0.28	8.74%	0	0.3	0	1382	27.4	0.1202	0.0769	-0.0143	0.019	0.15
50	0.13	20.39%	0	0.25	0	9	49.97	0.0632	0.0261	-0.0158	0.0118	0.13
55	0	N/A	0	0.75	0	0	88.25	0.102	0.0212	-0.0397	0.0169	0.38
60	0	N/A	0	0.75	0	0	107.6	0.0875	0.0156	-0.0432	0.0151	0.38
65	0	N/A	0	0.75	0	0	124.55	0.0782	0.0123	-0.0459	0.0139	0.38

Puts

Strike	Last Price	Breakeven	Bid	Ask	Volume	Open Interest	IV	Delta	Gamma	Theta	Vega	Theoretical Value
22.5	0	N/A	0	0.05	0	0	115.05	-0.0065	0.0017	-0.0052	0.0017	0.02
25	0	N/A	0	0.1	0	0	106.73	-0.013	0.0033	-0.0089	0.0032	0.05
30	0	N/A	0	1	0	0	117.81	-0.0866	0.0141	-0.046	0.015	0.5
35	0.15	-15.59%	0	0.75	0	60	67.76	-0.1123	0.0297	-0.0318	0.0181	0.38
40	0.55	-2.62%	0	0.6	1	318	32.95	-0.275	0.1069	-0.0262	0.0317	0.55
45	3	15.27%	3.3	3.9	0	11	34.89	-0.8268	0.0792	-0.0193	0.0241	3.6
50	10.75	45.89%	7.8	9.1	0	0	52.56	-0.9352	0.0263	-0.0137	0.0118	8.45
55	0	N/A	12.7	15.6	0	0	112.75	-0.8301	0.0238	-0.0671	0.024	14.15
60	0	N/A	16.3	20	0	0	168.21	-0.7763	0.0188	-0.1211	0.0284	20
65	0	N/A	22.7	24.1	0	0	98.37	-0.9762	0.0063	-0.011	0.0052	23.4