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
No thesis.
Fund move
Fund move
| Rank | Manager | Value | % 13F | ||
|---|---|---|---|---|---|
| 1 | BlackRockBlackRockindex-like | $536.6M | 11.07% | +13.13% | |
| 2 | Vanguard Portfolio ManagementVanguard Portfolioindex-like | $317.4M | 6.55% | +1.10% | |
| 3 | Vanguard Capital ManagementVanguardindex-like | $209.2M | 4.32% | −2.24% | |
| 4 | Tremblant Capital GroupTremblant Capital | $157.3M | 3.25% | +4.75% | |
| 5 | Voya Investment ManagementVoya | $156.1M | 3.22% | +54.11% | |
| 6 | Jacobs Levy Equity ManagementJacobs Levy Equity | $139.8M | 2.88% | +29.03% | |
| 7 | First Trust AdvisorsFirst Trust | $134.2M | 2.77% | +14.07% | |
| 8 | Neuberger Berman GroupNeuberger Berman | $130.2M | 2.69% | +43.67% | |
| 9 | State StreetState Streetindex-like | $128.5M | 2.65% | +5.30% | |
| 10 | Geode Capital ManagementGeodeindex-like | $125.7M | 2.59% | +3.86% | |
| 11 | Arrowstreet Capital, Limited PartnershipArrowstreet Capital, Limited Partnership | $123.8M | 2.55% | +109.26% | |
| 12 | Penserra Capital ManagementPenserra | $105.8M | 2.18% | −12.84% | |
| 13 | BNP Paribas Investment PartnersBNP Paribas Investment Partners | $101.4M | 2.09% | +12.07% | |
| 14 | Clearbridge InvestmentsClearbridge | $98.0M | 2.02% | −1.09% | |
| 15 | Delaware Management HoldingsDelaware | $95.3M | 1.97% | +5.36% | |
| 16 | UBS GroupUBS | $94.7M | 1.95% | −6.50% | |
| 17 | American Capital ManagementAmerican | $94.1M | 1.94% | −3.72% | |
| 18 | Stephens Investment Management GroupStephens | $90.6M | 1.87% | +8.34% | |
| 19 | Goldman Sachs GroupGoldman Sachs | $79.3M | 1.63% | −14.14% | |
| 20 | JPMorgan ChaseJPMorgan Chase | $70.0M | 1.44% | +21.36% | |
| 21 | Mirae Asset Global Etfs HoldingsMirae Asset Global Etfs | $67.7M | 1.40% | +2.65% | |
| 22 | Cadian Capital ManagementCadian | $66.5M | 1.37% | new | |
| 23 | AQR Capital ManagementAQR | $66.1M | 1.36% | +41.79% | |
| 24 | NuveenNuveenindex-like | $61.7M | 1.27% | +386.46% | |
| 25 | Clal Insurance Enterprises HoldingsClal Insurance Enterprises | $61.3M | 1.26% | 0.00% |
352 managers report $4.8B of Varonis Systems on form 13F for the quarter ended Jun 30 '26. 38 of them hold 80% of it; BlackRock is largest at 11.07%.
Expected move
Inputs8Q avg ±12.7%·×0.24·cheap
straddle ±3.1%
spot 48.85exp Nov 20ATM strike 50ATM straddle 1.77IV 16%