VRNS
Varonis Systems, Inc.Technology$22.53
▲ Bullish
Mkt Cap: $2.66B|Float: 114.1M|SI: 5.3%|DTC: 2.5
Data as of market close Apr 2, 2026
IV Rank
74
IV Pctl
44%
HV 20d
40.9%
52W Range
$20-$64
ATR(14)
$1.26
Exp. Move
±7.0%
P/C Ratio
0.21
Earnings
May 5
GEX Positive
DEX Long
Net Put Premium
IV High
Exp. Move Wide
Low Put/Call
VRNS Key Options Data
- IV Rank
- 74.1%
- Total GEX
- $0.00B
- Total DEX
- $0.6M
- Max Pain
- $22.50
- Expected Move
- ±7.0%
- Put/Call OI
- 0.21
- Net Premium
- $-0.1M
- Spot Price
- $22.53
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$1.57 | ±7.0% | $20.96 | $24.11 |
| 2026-05-15 | 43 | ±$2.35 | ±10.4% | $20.18 | $24.88 |
| 2026-06-18 | 77 | ±$5.92 | ±26.3% | $16.61 | $28.46 |
| 2026-09-18 | 169 | ±$8.30 | ±36.8% | $14.23 | $30.83 |
| 2026-12-18 | 260 | ±$10.75 | ±47.7% | $11.78 | $33.28 |
Explore VRNS options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.