Expected Move — VRNS
Data as of market close Apr 2, 2026
VRNS Expected Move Data
- Nearest Expiry
- 2026-04-17
- Expected Move
- ±7.0%
- Expected Range
- $20.96–$24.11
- Days to Expiry
- 15
- ATM Strike
- $22.50
- Spot Price
- $22.53
Expected Move by Expiration (spot: $22.53)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | $22.50 | ±$1.57 | ±7.0% | $20.96 | $24.11 |
| 2026-05-15 | 43 | $22.50 | ±$2.35 | ±10.4% | $20.18 | $24.88 |
| 2026-06-18 | 77 | $22.50 | ±$5.92 | ±26.3% | $16.61 | $28.46 |
| 2026-09-18 | 169 | $22.50 | ±$8.30 | ±36.8% | $14.23 | $30.83 |
| 2026-12-18 | 260 | $22.50 | ±$10.75 | ±47.7% | $11.78 | $33.28 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | 22.5 | 1.57 | 6.99 | 20.96 | 24.11 |
| 2026-05-15 | 43 | 22.5 | 2.35 | 10.43 | 20.18 | 24.88 |
| 2026-06-18 | 77 | 22.5 | 5.92 | 26.3 | 16.61 | 28.46 |
| 2026-09-18 | 169 | 22.5 | 8.3 | 36.84 | 14.23 | 30.83 |
| 2026-12-18 | 260 | 22.5 | 10.75 | 47.71 | 11.78 | 33.28 |
Check the expected price move for VRNS by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.