Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varonis Systems (VRNS) - NASDAQ Next Earnings Date: May 6, 2025 AC
EVR: 4.2
Avg Daily Volume: 1,471,286    Market Cap: 4.6B
Sector: Technology    Short Interest: 9.83
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 10.28%       Expires on: May 16, 2025

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
May 6, 2025 AC None $0.00 @$40.00 $4.28
($41.65)
10.28% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 4, 2025 AC 4.3 $46.84 @$45.00 $5.78
($46.84)
12.84% -12.31% I -7.4% I $43.37 $2.62
( $43.37 )
-54.67%
Oct. 29, 2024 AC 4.2 $58.78 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 29, 2024 AC 3.9 $48.49 @$50.00
May 6, 2024 AC 4.0 $44.59 @$45.00
Feb. 5, 2024 AC 4.3 $45.54 @$45.00
Oct. 30, 2023 AC 4.4 $31.50 @$30.00
July 31, 2023 AC 4.4 $28.70 @$30.00
May 1, 2023 AC 4.6 $23.23 @$22.50
Feb. 6, 2023 AC 4.6 $26.23 @$25.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US