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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varonis Systems (VRNS) - NASDAQ Next Earnings Date: Feb. 3, 2026 AC
EVR: 4.9
Avg Daily Volume: 2,276,994    Market Cap: 4.0B
Sector: Technology    Short Interest: 4.74
Live Interactive Chart
Implied Move Monthly: 14.87%       Expires on: Feb. 20, 2026

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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
Feb. 3, 2026 AC None $0.00 @$30.00 $4.35
($29.25)
14.87% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 28, 2025 AC 3.8 $63.00 @$65.00 $7.45
($63.00)
11.46% -49.17% O -48.66% O $32.34 $32.45
( $32.34 )
335.57%
July 29, 2025 AC 3.8 $54.23 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 5, 2024 AC 4.3 $45.54 @$45.00
Oct. 30, 2023 AC 4.4 $31.50 @$30.00

 
 
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