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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varonis Systems (VRNS) - NASDAQ Next Earnings Date: Estimated on Oct. 27, 2026
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 5.9
Avg Daily Volume: 2,095,130    Market Cap: 5.2B
Sector: Technology    Short Interest: 6.97
Live Interactive Chart
Days to Next Earnings: 46 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 28, 2026 AC 5.7 $44.67 @$45.00 $9.55
($44.67)
21.22% -12.69% I -8.99% I $40.65 $7.20
( $40.65 )
-24.61%
April 28, 2026 AC 5.4 $25.44 @$25.00 $4.80
($25.44)
19.2% 16.82% I 7.27% I $27.29 $3.75
( $27.29 )
-21.87%
Feb. 3, 2026 AC 4.9 $26.53 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 28, 2025 AC 3.8 $63.00 @$65.00
July 29, 2025 AC 3.8 $54.23 @$55.00
May 6, 2025 AC 4.2 $44.27 @$45.00
Feb. 4, 2025 AC 4.3 $46.84 @$45.00
Oct. 29, 2024 AC 4.2 $58.78 @$60.00
July 29, 2024 AC 3.9 $48.49 @$50.00
May 6, 2024 AC 4.0 $44.59 @$45.00

 
 
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