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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

Expected move

No chain in the last ten days can size a move for VRNS.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.73%
Average actual move
2.28%
Beyond the implied move
0 / 1
Median IV change
-51.07%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2025 ±10.73% +2.28% 0.21× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →