10 Day Snapshot for VRNS
Data as of
Ten trading days of price, volume, volatility, and open-interest history. The highest value in each row is green, the lowest red.
DATA IS DELAYED — showing Oct 19, 2026. Subscribe to get the latest end-of-day data.
IV QuoteOption ChainPrice History10 Day SnapshotStrike PeggerVolatility SkewTrade Finder
| 10 Day Snapshot | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Stock Price | 49.08 | 48.96 | 48.88 | 50.12 | 46.37 | 48.72 | 47.06 | 47.34 | 48.72 | 48.70 |
| Price Change | 0.93 | -0.12 | -0.08 | 1.24 | -3.75 | 2.35 | -1.66 | 0.28 | 1.38 | -0.02 |
| Stock Volume | 1.61M | 1.64M | 1.30M | 1.58M | 1.79M | 1.45M | 1.62M | 1.76M | 36.03M | 7.52M |
| Historical Volatility | 0.849 | 0.849 | 0.847 | 0.848 | 0.851 | 0.852 | 0.853 | 0.851 | 0.851 | 0.851 |
| Implied Volatility | 0.667 | 0.754 | 0.667 | 0.609 | 0.858 | 0.527 | 0.000 | 0.000 | 0.137 | 0.069 |
| Call IVol | 0.667 | 0.715 | 0.651 | 0.609 | 0.904 | 0.532 | - | - | 0.134 | 0.069 |
| Put IVol | 0.670 | 0.899 | 0.740 | 0.626 | 0.677 | 0.518 | - | - | 0.524 | - |
| Option Volume | 2.78K | 3.87K | 2.45K | 2.18K | 4.67K | 1.08K | 1.77K | 6.91K | 9.54K | 2.87K |
| Call Volume | 2.44K | 3.07K | 2.02K | 2.08K | 3.72K | 703 | 1.38K | 2.34K | 8.84K | 2.85K |
| Put Volume | 340 | 794 | 425 | 107 | 948 | 374 | 390 | 4.57K | 701 | 24 |
| Open Interest | 52.91K | 55.60K | 59.19K | 60.44K | 60.37K | 62.72K | 61.63K | 62.22K | 48.84K | 39.36K |
| Call Open Interest | 31.12K | 33.76K | 37.17K | 38.88K | 38.80K | 42.37K | 41.42K | 41.64K | 32.47K | 26.98K |
| Put Open Interest | 21.79K | 21.84K | 22.02K | 21.56K | 21.57K | 20.34K | 20.21K | 20.58K | 16.36K | 12.38K |
| Put/Call Ratio | 0.70 | 0.65 | 0.59 | 0.55 | 0.56 | 0.48 | 0.49 | 0.49 | 0.50 | 0.46 |
| Call/Put IVol Ratio | 0.995 | 0.796 | 0.880 | 0.972 | 1.336 | 1.028 | - | - | 0.255 | - |
| Strike Peg (11-20) | 44.08 | 43.77 | 43.86 | 43.91 | 43.96 | 43.92 | 43.96 | 44.73 | 44.95 | 44.92 |
| Strike Peg (12-18) | 34.18 | 34.19 | 34.19 | 34.19 | 34.22 | 34.25 | 34.24 | 34.24 | 34.24 | 34.33 |