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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varonis Systems (VRNS) - NASDAQ Next Earnings Date: OS Estimate: Feb. 2, 2026 AC
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 4.9
Avg Daily Volume: 3,118,826    Market Cap: 4.0B
Sector: Technology    Short Interest: 4.74
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
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 $5.80
($54.23)
10.55% 6.6% I 5.31% I $57.11 $3.40
( $57.11 )
-41.38%
May 6, 2025 AC 4.2 $44.27 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 31, 2023 AC 4.4 $28.70 @$30.00

 
 
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