VRNS · Expected Move
Varonis Systems, Inc.
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).
VRNS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current VRNS Expected Move
30-Day Straddle
$3.70
7-Day Straddle
$3.70
30-Day ATM IV
25.4%
IV Rank
10%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261029 | $3.70 | $3.70 | 25.4% | 10% |
| 20261028 | $6.15 | $6.15 | 56.9% | 51% |
| 20261027 | $1.57 | $1.57 | 30.9% | 18% |
| 20261026 | $1.55 | $1.55 | 23.0% | 7% |
| 20261023 | $1.62 | $1.62 | 45.3% | 36% |
| 20261022 | $1.70 | $1.70 | 49.7% | 42% |
| 20261021 | $7.45 | $7.45 | 67.3% | 65% |
| 20261020 | $3.33 | $3.33 | 17.3% | 0% |
| 20261019 | $2.42 | $2.42 | 25.6% | 0% |
| 20261016 | $2.60 | $3.00 | 26.1% | 0% |
| 20261015 | $7.82 | $2.92 | 64.0% | 39% |
| 20261014 | $6.85 | $3.35 | 55.7% | 23% |
| 20261013 | $6.33 | $2.77 | 49.8% | 11% |
| 20261012 | $7.53 | $3.02 | 60.0% | 31% |
| 20261009 | $6.35 | $3.47 | 48.2% | 8% |
| 20261008 | $7.05 | $4.58 | 57.9% | 27% |
| 20261007 | $6.97 | $4.30 | 54.8% | 21% |
| 20261006 | $6.47 | $4.30 | 51.4% | 14% |
| 20261005 | $6.88 | $4.70 | 53.7% | 19% |
| 20261002 | $4.97 | $4.97 | 52.0% | 15% |
| 20261001 | $5.15 | $5.15 | 56.7% | 25% |
| 20260930 | $5.67 | $5.67 | 55.9% | 23% |
| 20260929 | $5.50 | $5.50 | 57.3% | 26% |
| 20260928 | $5.42 | $5.42 | 63.3% | 38% |
| 20260925 | $6.00 | $6.00 | 59.2% | 30% |
| 20260924 | $5.75 | $5.75 | 54.6% | 20% |
| 20260923 | $5.30 | $5.30 | 55.8% | 23% |
| 20260922 | $6.45 | $6.45 | 54.6% | 21% |
| 20260921 | $5.50 | $5.50 | 52.1% | 16% |
| 20260918 | $6.17 | $2.62 | 55.9% | 23% |
| 20260917 | $5.65 | $2.52 | 54.4% | 20% |
| 20260916 | $7.03 | $4.25 | 56.8% | 25% |
| 20260915 | $6.12 | $4.12 | 46.5% | 4% |
| 20260914 | $6.12 | $3.27 | 47.1% | 6% |
| 20260911 | $5.38 | $2.73 | 48.8% | 9% |
| 20260910 | $4.97 | $3.65 | 44.3% | 0% |
| 20260909 | $5.30 | $3.47 | 45.9% | 2% |
| 20260908 | $5.58 | $4.12 | 49.5% | 9% |
| 20260904 | $6.60 | $4.47 | 51.7% | 14% |
| 20260903 | $6.12 | $4.80 | 49.6% | 9% |
| 20260902 | $4.97 | $4.97 | 44.9% | 0% |
| 20260901 | $6.05 | $6.05 | 57.1% | 22% |
| 20260831 | $4.55 | $4.55 | 53.9% | 15% |
| 20260828 | $5.12 | $5.12 | 58.4% | 23% |
| 20260827 | $5.08 | $5.08 | 56.1% | 19% |
| 20260826 | $7.20 | $7.20 | 73.0% | 52% |
| 20260825 | $6.30 | $6.30 | 66.2% | 39% |
| 20260824 | $5.83 | $5.83 | 64.5% | 35% |
| 20260821 | $6.55 | $2.45 | 68.8% | 44% |
| 20260820 | $6.28 | $2.65 | 66.7% | 39% |
| 20260819 | $6.80 | $3.03 | 65.8% | 38% |
| 20260818 | $6.55 | $2.95 | 63.7% | 34% |
| 20260817 | $5.00 | $2.62 | 51.9% | 11% |
| 20260814 | $5.12 | $2.35 | 46.4% | 0% |
| 20260813 | $5.85 | $3.62 | 53.1% | 5% |
| 20260812 | $6.30 | $3.62 | 59.2% | 18% |
| 20260811 | $6.65 | $5.42 | 62.9% | 25% |
| 20260810 | $5.45 | $4.47 | 53.7% | 6% |
| 20260807 | — | — | 54.9% | 8% |
| 20260806 | $7.60 | $6.30 | 67.1% | 34% |
More on VRNS
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.