VRNS (Varonis Systems, Inc.)
Expected Move & Straddle Price History
The expected move for VRNS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current VRNS Expected Move
30-Day Straddle
$6.55
7-Day Straddle
$6.55
Avg IV
1.1%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to VRNS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
VRNS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260729 | $6.55 | $6.55 | 1.1% | 32% |
| 20260728 | $9.55 | $9.55 | 1.4% | 64% |
| 20260727 | $8.57 | $8.57 | 1.2% | 47% |
| 20260724 | $8.10 | $8.10 | 1.3% | 50% |
| 20260723 | $7.12 | $7.12 | 1.2% | 47% |
| 20260722 | $7.60 | $7.60 | 1.2% | 41% |
| 20260721 | $7.95 | $7.95 | 1.2% | 37% |
| 20260720 | $8.12 | $8.12 | 1.2% | 43% |
| 20260716 | $8.45 | $3.15 | 1.0% | 19% |
| 20260715 | $8.47 | $3.17 | 1.1% | 33% |
| 20260714 | $8.90 | $3.00 | 1.0% | 20% |
| 20260713 | $7.40 | $3.45 | 1.0% | 24% |
| 20260710 | $7.95 | $3.27 | 1.0% | 16% |
| 20260709 | $8.85 | $2.48 | 1.0% | 15% |
| 20260708 | $8.40 | $3.30 | 0.9% | 8% |
| 20260707 | $9.45 | $3.27 | 1.0% | 14% |
| 20260706 | $8.60 | $3.23 | 1.0% | 13% |
| 20260702 | $3.62 | $3.62 | 1.3% | 40% |
| 20260701 | $4.10 | $4.10 | 1.7% | 70% |
| 20260630 | $3.83 | $3.83 | 1.2% | 34% |
| 20260629 | $4.15 | $4.15 | 1.4% | 50% |
| 20260626 | $4.08 | $4.08 | 1.1% | 20% |
| 20260625 | $4.03 | $4.03 | 1.0% | 17% |
| 20260624 | $4.38 | $4.38 | 1.0% | 16% |
| 20260623 | $4.05 | $4.05 | 1.1% | 23% |
| 20260622 | $4.45 | $4.45 | 1.0% | 12% |
| 20260618 | $4.30 | $2.40 | 0.8% | 2% |
| 20260617 | $4.58 | $2.25 | 1.1% | 25% |
| 20260616 | $4.50 | $1.88 | 1.0% | 12% |
| 20260615 | $4.33 | $2.20 | 0.9% | 9% |
| 20260613 | $4.65 | $2.72 | 0.9% | 6% |
| 20260612 | $4.88 | $2.62 | 1.0% | 13% |
| 20260611 | $5.07 | $3.05 | 0.9% | 6% |
| 20260610 | $6.25 | $3.27 | 1.0% | 10% |
| 20260609 | $5.45 | $3.15 | 0.9% | 8% |
| 20260608 | $5.67 | $3.65 | 0.9% | 7% |
| 20260605 | $5.85 | $4.00 | 0.9% | 5% |
| 20260604 | $5.55 | $4.15 | 1.0% | 13% |
| 20260603 | $5.78 | $3.75 | 0.9% | 8% |
| 20260602 | $3.85 | $3.85 | 1.6% | 64% |
| 20260601 | $4.15 | $4.15 | 1.6% | 64% |
| 20260529 | $3.95 | $3.95 | 1.5% | 54% |
| 20260528 | $3.90 | $3.90 | 1.4% | 50% |
| 20260527 | $2.88 | $2.88 | 1.5% | 57% |
| 20260526 | $3.47 | $3.47 | 1.5% | 55% |
| 20260522 | $3.77 | $3.77 | 1.3% | 36% |
| 20260521 | $3.73 | $3.73 | 1.3% | 35% |
| 20260520 | $4.00 | $4.00 | 1.3% | 42% |
| 20260519 | $4.08 | $4.08 | 1.2% | 33% |
| 20260518 | $3.90 | $3.90 | 1.3% | 39% |
| 20260515 | $4.28 | $2.05 | 1.3% | 42% |
| 20260514 | $3.60 | $2.70 | 1.3% | 35% |
| 20260513 | $4.32 | $2.32 | 1.2% | 34% |
| 20260512 | $4.97 | $3.12 | 1.2% | 32% |
| 20260511 | $4.60 | $2.48 | 1.2% | 33% |
| 20260510 | $4.53 | $1.77 | 1.1% | 29% |
| 20260508 | $4.53 | $1.77 | 1.2% | 31% |
| 20260507 | $4.62 | $2.60 | 1.1% | 29% |
| 20260506 | $5.00 | $3.28 | 1.2% | 32% |
| 20260505 | $4.83 | $3.08 | 1.1% | 25% |