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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

Volume distribution (2026-11-06)

DTE \text{DTE}
14.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-36.3
36.3
View values by strike
VRNS · Volume distribution · 2026-11-06. Contracts traded.
StrikeCallsPuts
12.50 6 12
15.00 2 11
17.50 41 1
20.00 1 3
22.50 15 4
25.00 2 1.01 K
30.00 5 15
35.00 524 9
40.00 6 751
41.00 1 0
42.00 0 1
43.00 1 1
44.00 1 0
45.00 169 66
46.00 0 1
47.00 1 0
48.00 0 11
50.00 73 143
55.00 304 3
60.00 139 2
65.00 35 0
70.00 57 0