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
$5.38
7-Day Straddle
$2.73
Avg IV
0.8%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $5.38 | $2.73 | 0.8% | 10% |
| 20260910 | $4.97 | $3.65 | 0.8% | 14% |
| 20260909 | $5.30 | $3.47 | 0.7% | 3% |
| 20260908 | $5.58 | $4.12 | 0.7% | 3% |
| 20260904 | $6.60 | $4.47 | 0.7% | 2% |
| 20260903 | $6.12 | $4.80 | 0.7% | 0% |
| 20260902 | $4.97 | $4.97 | 1.3% | 55% |
| 20260901 | $6.05 | $6.05 | 1.7% | 100% |
| 20260831 | $4.55 | $4.55 | 1.5% | 81% |
| 20260828 | $5.12 | $5.12 | 1.7% | 100% |
| 20260827 | $5.08 | $5.08 | 1.2% | 47% |
| 20260826 | $7.20 | $7.20 | 1.4% | 60% |
| 20260825 | $6.30 | $6.30 | 1.3% | 55% |
| 20260824 | $5.83 | $5.83 | 1.3% | 54% |
| 20260821 | $6.55 | $2.45 | 1.2% | 45% |
| 20260820 | $6.28 | $2.65 | 1.4% | 69% |
| 20260819 | $6.80 | $3.03 | 1.4% | 66% |
| 20260818 | $6.55 | $2.95 | 1.3% | 53% |
| 20260817 | $5.00 | $2.62 | 1.4% | 62% |
| 20260814 | $5.12 | $2.35 | 1.2% | 37% |
| 20260813 | $5.85 | $3.62 | 0.9% | 12% |
| 20260812 | $6.30 | $3.62 | 1.2% | 38% |
| 20260811 | $6.65 | $5.42 | 1.1% | 35% |
| 20260810 | $5.45 | $4.47 | 1.2% | 48% |
| 20260806 | $7.60 | $6.30 | 1.0% | 24% |
| 20260805 | $4.65 | $4.65 | 1.5% | 73% |
| 20260804 | $5.47 | $5.47 | 1.1% | 27% |
| 20260803 | $5.93 | $5.93 | 1.2% | 44% |
| 20260731 | $6.05 | $6.05 | 1.3% | 55% |
| 20260730 | $6.12 | $6.12 | 1.3% | 56% |
| 20260729 | $6.45 | $6.45 | 1.3% | 56% |
| 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% |