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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Varonis Systems (VRNS) - NASDAQ Next Earnings Date: OS Estimate: Feb. 3, 2025 AC
OS Projected Window: Feb. 3, 2025 to Feb. 8, 2025
EVR: 4.3
Avg Daily Volume: 1,765,444    Market Cap: 5.24B
Sector: Technology    Short Interest: 10.88
Live Interactive Chart
Days to Next Earnings: 73 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
Oct. 29, 2024 AC 4.2 $58.78 @$60.00 $7.53
($58.78)
12.55% -11.72% I -10.71% I $52.48 $8.48
( $52.48 )
12.62%
July 29, 2024 AC 3.9 $48.49 @$50.00 $7.55
($48.49)
15.1% 16.89% O 14.64% I $55.59 $6.60
( $55.59 )
-12.58%
May 6, 2024 AC 4.0 $44.59 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 6, 2023 AC 4.6 $26.23 @$25.00
Oct. 31, 2022 AC 3.6 $26.77 @$25.00
Aug. 1, 2022 AC 3.6 $25.39 @$25.00

 
 
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