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
$4.65
7-Day Straddle
$2.72
Avg IV
0.9%
IV Rank
6%
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 |
|---|---|---|---|---|
| 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% |
| 20260504 | $5.10 | $3.42 | 1.1% | 23% |
| 20260502 | $2.92 | $2.92 | 1.5% | 60% |
| 20260501 | $3.17 | $3.17 | 1.5% | 58% |
| 20260430 | $3.00 | $3.00 | 1.3% | 41% |
| 20260429 | $3.70 | $3.70 | 1.4% | 48% |
| 20260428 | $4.90 | $4.90 | 1.4% | 52% |
| 20260427 | $4.80 | $4.80 | 1.5% | 53% |
| 20260424 | $5.00 | $5.00 | 1.2% | 36% |
| 20260423 | $4.62 | $4.62 | 1.2% | 35% |
| 20260422 | $5.45 | $5.45 | 1.4% | 48% |
| 20260421 | $4.60 | $4.60 | 1.3% | 42% |
| 20260420 | $4.57 | $4.57 | 1.1% | 29% |
| 20260417 | $4.62 | $0.90 | 1.1% | 28% |
| 20260416 | $4.95 | $1.62 | 1.1% | 25% |
| 20260415 | $4.50 | $1.48 | 1.0% | 23% |
| 20260414 | $4.30 | $1.50 | 1.0% | 22% |
| 20260413 | $4.53 | $2.73 | 1.0% | 23% |
| 20260410 | $4.12 | $1.57 | 1.0% | 19% |
| 20260409 | $4.40 | $2.00 | 1.0% | 22% |
| 20260408 | $4.58 | $2.10 | 1.0% | 19% |
| 20260407 | $4.75 | $2.42 | 1.0% | 23% |
| 20260406 | $4.35 | $2.53 | 1.0% | 20% |
| 20260402 | $4.53 | $1.58 | 1.0% | 19% |
| 20260401 | $2.53 | $2.53 | 1.1% | 30% |
| 20260331 | $2.67 | $2.67 | 1.1% | 25% |
| 20260330 | $2.77 | $2.77 | 1.2% | 35% |
| 20260327 | $3.18 | $3.18 | 1.1% | 29% |
| 20260326 | $3.02 | $3.02 | 1.1% | 24% |
| 20260325 | $2.85 | $2.85 | 0.9% | 13% |
| 20260324 | $3.15 | $3.15 | 1.0% | 23% |