Varonis Systems (VRNS) options traded 51 contracts on October 30, 2026 (47 calls and 4 puts, a put/call ratio of 0.09), compared with a 30-day average of 2,380. Options price a move of about ±0.4% by the nearest expiration.

Key numbers

30-day implied volatility (IV30): 5.5%
Implied move by the nearest expiration: ±0.4%
Option volume: 51 contracts (47 calls, 4 puts); 30-day average 2,380

Data as of October 30, 2026.

VRNS Option Breakdown

A breakdown of key statistics for each option expiration listed for VRNS. View implied volatility, volatility skew, volume, open interest, straddle premiums, and liquidity -- including bid/ask spread and NBBO bid/ask sizes. Includes links to the option chain, as well as numerous detailed charts.

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