VRNS · Iron Condor Setups
Varonis Systems, Inc.
Iron condor opportunities for VRNS based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
VRNS IV rank history
30 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for VRNS
Score
6.26
Breach Rate
38.0%
221 of 581 observations
Avg Straddle
$4.57
7.3% of price
IV Rank
37%
IV Premium
0.88x
IV ÷ Realized Vol
Beta vs SPY
0.97
P/C Vol
1.04
Current Price
$48.80
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. VRNS is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
VRNS IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20261030 | 37% |
| 20261029 | 10% |
| 20261028 | 51% |
| 20261027 | 18% |
| 20261026 | 7% |
| 20261023 | 36% |
| 20261022 | 42% |
| 20261021 | 65% |
| 20261020 | 0% |
| 20261019 | 0% |
| 20261016 | 0% |
| 20261015 | 39% |
| 20261014 | 23% |
| 20261013 | 11% |
| 20261012 | 31% |
| 20261009 | 8% |
| 20261008 | 27% |
| 20261007 | 21% |
| 20261006 | 14% |
| 20261005 | 19% |
| 20261002 | 15% |
| 20261001 | 25% |
| 20260930 | 23% |
| 20260929 | 26% |
| 20260928 | 38% |
| 20260925 | 30% |
| 20260924 | 20% |
| 20260923 | 23% |
| 20260922 | 21% |
| 20260921 | 16% |
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.