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Varonis Systems VRNS 48.8 0.07 0.14%

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ATM IV
0.346
Put Call Ratio (OI)
0.35
Put Call Ratio (Vol)
1.34
IV Rank
2.32
IV Percentile
1.22
Max pain
45

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-36.3
36.3
View values by strike
VRNS · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
12.50 2.4 K -60.6
15.00 9.3 K -147
17.50 3.08 K -85.2
20.00 3.14 K -140
22.50 80.6 K -522
25.00 1.97 K -20.6 K
30.00 2.79 K -7.92 K
35.00 55.6 K -698
40.00 111 K -28.5 K
41.00 96.9 0
43.00 98.3 -26.8
44.00 96.6 0
45.00 69.6 K -110 K
46.00 0 -18.8
47.00 21.4 K 0
48.00 0 -433
49.00 0 -45.5
50.00 484 K -1.54 K
55.00 117 K 0
60.00 100 K 0
65.00 257 0
70.00 14.4 K 0