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Varonis Systems VRNS 48.7 1.14 2.4%

VRNS Options Support & Resistance

VRNS (Varonis Systems): Explore options-derived support and resistance levels, call walls and put walls. Free delayed preview.

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ATM IV
0.589
Put Call Ratio (OI)
0.62
Put Call Ratio (Vol)
0.627
IV Rank
21.3
IV Percentile
48.4
Max Pain
45

Option Walls

A gamma wall is a strike where dealer gamma is concentrated.

Price often pauses or reverses there because dealers must hedge aggressively when the underlying crosses it. Walls above spot tend to act as resistance; walls below spot tend to act as support.

See also: Gamma exposure (GEX)

$25 Key Put Strike 2 $30 Key Put Strike 3 $45 Put Wall $50 Call Wall $55 Key Call Strike 3 $60 Key Call Strike 2