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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

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-36.3
36.3
View values by strike
VRNS · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
12.50 6.02 -83.4
15.00 -1.04e-6 -231
17.50 39.2 -126
20.00 144 -232
22.50 2.04 K -1.03 K
25.00 118 -35.4 K
30.00 78.2 -23.2 K
35.00 11.4 K -3.48 K
40.00 46.8 K -59.7 K
41.00 31.6 0
43.00 28.2 -52.9
44.00 52.1 0
45.00 31.8 K -379 K
46.00 0 -152
47.00 46.2 K 0
48.00 0 -1.29 K
49.00 0 -600
50.00 4.5 M -13.4 K
55.00 541 K 0
60.00 252 K 0
65.00 1.92 K 0
70.00 63 K 0