VRNS
VARONIS SYSTEMS INC43.32post−$0.01 (−0.01%)at close +$0.00 (+0.00%)
as of 19:59:57 UTCnext report Nov 3 · 90d
Earnings Room‹ back to VRNS
The report
fiscal Q3 2026 · from the company's noticeNov 3after close90days out
Expected movement
market-implied · at the Aug 4 close±22.1%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 45straddle 11.25ATM IV 53%× 0.85 straddle-to-rangespot 43.32
Blast radius
2 linked · N-PORT + EDGARIf VRNS moves ±22.1% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
4 expiries · as of the Jul 31 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▼ −1%9.0k
Aug 21
21d
4.6k▲ +4%
▲ +0%1.9k
Sep 18
49d
6.4k
▼ −0%
▲ +0%
2.8k
Dec 18
140d
6.4k
▲ +0%
▲ +0%
2.9k
Jan 15
168d
1.3k
▲ +0%
The record
expected in pale · actual in full color2/8reports moved further than the options market had pricedtypically ±12.7% realized vs ±12.7% priced
Jul 28 '26±17.8%→−9.0%×0.51
Apr 28 '26±16.3%→+7.3%×0.45
Feb 3 '26±17.9%→−10.8%×0.60
Oct 28 '25±10.0%→−48.7%×4.85
Jul 29 '25±9.0%→+5.3%×0.59
May 6 '25±9.7%→+2.3%×0.23
Feb 4 '25±10.4%→−7.4%×0.71
Oct 29 '24±10.7%→−10.7%×1.00
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported -0.41 · rev $180M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.