VRNS
Varonis Systems Inc
OpenVolumeMkt capP/EEPSDiv yield
Day – 52-wk –
Expected move
InputsNext report
Last report
Largest filed tie
13F top-10 QoQ
Top fund weight
Varonis Systems Inc
Expected move
InputsNext report
Last report
Largest filed tie
13F top-10 QoQ
Top fund weight
Last report2 of 8 at or beyond impliedshaded = implied▲▼ = realized× = |realized| ÷ implied
Varonis Systems Inc
48.86
−9.00%
vs ±17.8% implied · ×0.51
shaded = implied · ▲▼ = realized
Largest filed tie
—
8 direct · 2 supply chain
Expected move
Inputs8Q avg ±12.7%·×0.24·cheap
straddle ±3.1%
spot 48.85exp Nov 20ATM strike 50ATM straddle 1.77IV 16%