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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varonis Systems (VRNS) - NASDAQ Next Earnings Date: OS Estimate: July 27, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 5.7
Avg Daily Volume: 2,651,683    Market Cap: 2.8B
Sector: Technology    Short Interest: 7.22
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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
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 $5.45
($26.53)
21.8% -24.38% O -10.78% I $23.67 $3.12
( $23.67 )
-42.75%
Oct. 28, 2025 AC 3.8 $63.00 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 5, 2024 AC 4.3 $45.54 @$45.00

 
 
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