Optionslam.com

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

 
Varonis Systems (VRNS) - NASDAQ Next Earnings Date: Estimated on May 6, 2024
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 4.0
Avg Daily Volume: 954,954    Market Cap: 5.22B
Sector: Technology    Short Interest: 6.89
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 11.79%       Expires on: May 17, 2024

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


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 34
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, 2024 AC None $0.00 @$45.00 $5.28
($44.79)
11.79% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 5, 2024 AC 4.3 $45.54 @$45.00 $5.38
($45.54)
11.96% 11.11% I 6.71% I $48.60 $3.85
( $48.60 )
-28.44%
Oct. 30, 2023 AC 4.4 $31.50 @$30.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 31, 2022 AC 3.6 $26.77 @$25.00
Aug. 1, 2022 AC 3.6 $25.39 @$25.00
May 2, 2022 AC 3.4 $43.67 @$45.00
Feb. 7, 2022 AC 3.9 $37.96 @$40.00

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