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Varonis Systems VRNS 48.8 0.07 0.14%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

VRNS / Comparative study

3 signals / 490 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -1.32
2.32
Mean
26.7
Window
-71.5%
ATM IV z -0.80
0.35
Mean
0.5
Window
+15.4%
IV Percentile z -1.78
1.22
Mean
56.55
Window
-91.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.57 0.76
ATM IV 0.57 1.00 0.80
IV Percent... 0.76 0.80 1.00
Source observations

Data inspector

1-50 of 490
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-06 48.8 2.32 0.35 1.22
2026-11-05 48.73 2.32 0.35 1.22
2026-11-04 48.8 0.99 0.34 0.78
2026-11-03 48.96 0.73 0.34 0.39
2026-11-02 48.75 28.75 0.74 78.35
2026-10-30 48.85 42.17 0.94 94.88
2026-10-29 48.82 39 0.89 94.07
2026-10-28 48.9 37.95 0.88 94.05
2026-10-27 49.11 37.13 0.87 93.65
2026-10-26 49.15 35.62 0.84 92.03
2026-10-23 48.88 17.52 0.58 44.44
2026-10-22 48.89 16.78 0.57 39.68
2026-10-21 48.69 16.26 0.56 36.9
2026-10-20 48.68 15.62 0.55 34.52
2026-10-19 48.7 15.05 0.55 32.27
2026-10-15 47.34 16.43 0.57 37.7
2026-10-14 47.06 16.08 0.56 35.71
2026-10-13 48.72 12.54 0.51 26.59
2026-10-12 46.37 19.22 0.61 49.8
2026-10-09 50.12 10.17 0.48 21.03
2026-10-08 48.88 15.38 0.55 35.32
2026-10-07 48.96 12.1 0.5 25.79
2026-10-06 49.08 9.38 0.46 19.44
2026-10-05 48.15 12.14 0.5 25.9
2026-10-02 47.57 10.05 0.42 9.13
2026-10-01 47.45 19.39 0.56 36.51
2026-09-30 47.45 28.23 0.69 70.24
2026-09-29 47.11 26.73 0.67 64.68
2026-09-28 47.92 27.45 0.68 66.14
2026-09-25 46.25 20.03 0.57 40.87
2026-09-24 47.95 21.26 0.59 48.21
2026-09-23 48.35 23.25 0.62 54.18
2026-09-22 47.29 20.63 0.58 45.42
2026-09-21 48.45 21.25 0.59 48.4
2026-09-18 47.56 16.52 0.52 32.67
2026-09-17 47.81 17.46 0.53 35.46
2026-09-16 46.76 23.37 0.62 54.98
2026-09-15 47.47 9.49 0.41 9.96
2026-09-14 47.48 8.63 0.4 6.8
2026-09-11 45.12 12.28 0.45 22.31
2026-09-10 45.5 7.99 0.39 7.57
2026-09-09 46.09 9.91 0.42 13.15
2026-09-08 45.46 9.54 0.41 11.16
2026-09-04 46.09 9.98 0.42 14.34
2026-09-03 46.51 10.48 0.43 16.73
2026-09-02 46.76 9.8 0.42 13.94
2026-09-01 42.35 19.63 0.56 41.2
2026-08-31 43.77 23.41 0.62 55.42
2026-08-28 43.92 30.02 0.72 74.8
2026-08-27 44.78 24.92 0.64 60