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VRNS as of Oct 31 · 15:45 ET
VRNSNasdaqServices-Prepackaged Software

Varonis Systems Inc · Brief

Next report

3 days

Nov 3 · after closeest.Q3 FY26
Earnings

Expected move

Inputs

Implied vs realized

8 reportsHistory
2 of 8≥ implied
avg implied
±12.7%
avg realized
±12.7%
Oct 29 '24±10.7%▼−10.72%×1.00
Feb 4 '25±10.4%▼−7.41%×0.71
May 6 '25±9.7%▲+2.28%×0.23
Jul 29 '25±9.0%▲+5.31%×0.59
Oct 28 '25±10.0%▼−48.67%×4.85
Feb 3 '26±17.9%▼−10.78%×0.60
Q1 FY26±16.3%▲+7.27%×0.45
Q2 FY26±17.8%▼−9.00%×0.51
quarterimplied−50%0+50%realized×
Q2 FY26±17.8%▼−9.00%×0.51
Q1 FY26±16.3%▲+7.27%×0.45
Feb '26±17.9%▼−10.78%×0.60
Oct '25±10.0%▼−48.67%×4.85
Jul '25±9.0%▲+5.31%×0.59
May '25±9.7%▲+2.28%×0.23
2 older reports
Feb '25±10.4%▼−7.41%×0.71
Oct '24±10.7%▼−10.72%×1.00
Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 3 report · est.

Bull2 of 3

4tracked funds holding VRNSN-PORT · Aug 31 '26
352managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 3

6 of 8recent reports where the move came in beneath the options implied rangeEarnings history
0.15%of iShares Russell 2000 ETF's assets, the largest tracked-fund weightN-PORT · Jun 30 '26
AI captions · Sep 16 '26once per report · top 2 per case

Linked exposure

VRNS report session

No linked exposure.

Latest changes

30 daysAll changes
Oct 28impliedImplied move: ±3.7% into Nov 3 earnings (Oct 28 close).Source
Oct 158-KMaterial agreement: merger agreement with Proofpoint, Inc.Source
Oct 13impliedImplied move: ±10.9% into Oct 27 earnings (Oct 13 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.