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VRNS - Varonis Systems
Implied Volatility Analysis

Implied Volatility:
66.1%
Put/Call-Ratio:
0.11

Varonis Systems has an Implied Volatility (IV) of 66.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VRNS is 22 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for VRNS is 0.24 standard deviations away from its 1 year mean.

Market Cap$2.90B
Next Earnings Date10/31/2022 (32d)
Implied Volatility (IV) 30d
66.08
Implied Volatility Rank (IVR) 1y
21.72
Implied Volatility Percentile (IVP) 1y
61.60
Historical Volatility (HV) 30d
54.80
IV / HV
1.21
Open Interest
3.71K
Option Volume
83.00
Put/Call Ratio (Volume)
0.11

Data was calculated after the 9/28/2022 closing.

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