VRNS (Varonis Systems, Inc.)
Iron Condor Setups
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.
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 Iron Condor Setup for VRNS
Score
6.88
Breach Rate
39.8%
194 of 487 observations
Avg Straddle
$4.33
13.9% of price
IV Rank
6%
IV Premium
1.32x
IV ÷ Realized Vol
Beta vs SPY
0.97
P/C Vol
0.00
Current Price
$33.50
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 |
|---|---|
| 20260613 | 6% |
| 20260612 | 13% |
| 20260611 | 6% |
| 20260610 | 10% |
| 20260609 | 8% |
| 20260608 | 7% |
| 20260605 | 5% |
| 20260604 | 13% |
| 20260603 | 8% |
| 20260602 | 64% |
| 20260601 | 64% |
| 20260529 | 54% |
| 20260528 | 50% |
| 20260527 | 57% |
| 20260526 | 55% |
| 20260522 | 36% |
| 20260521 | 35% |
| 20260520 | 42% |
| 20260519 | 33% |
| 20260518 | 39% |
| 20260515 | 42% |
| 20260514 | 35% |
| 20260513 | 34% |
| 20260512 | 32% |
| 20260511 | 33% |
| 20260510 | 29% |
| 20260508 | 31% |
| 20260507 | 29% |
| 20260506 | 32% |
| 20260505 | 25% |