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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varonis Systems (VRNS) - NASDAQ Next Earnings Date: OS Estimate: Oct. 27, 2025 AC
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 3.8
Avg Daily Volume: 1,558,015    Market Cap: 5.5B
Sector: Technology    Short Interest: 6.44
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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
July 29, 2025 AC None $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 $5.05
($44.27)
11.22% 5.19% I 2.28% I $45.28 $2.15
( $45.28 )
-57.43%
Feb. 4, 2025 AC 4.3 $46.84 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 1, 2023 AC 4.6 $23.23 @$22.50

 
 
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