Varonis Systems Inc
Varonis Systems Inc (VRNS) Straddle
VRNS straddle scan found 34 qualifying long straddle setups on the previous trading day. Probability of profit reaches up to 72.1%.
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Trading a VRNS straddle lets you take a pure volatility position on Varonis Systems Inc without committing to a direction. Varonis Systems Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate VRNS straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on VRNS profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when Varonis Systems Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the VRNS straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Varonis Systems, Inc. provides software products and services that allow enterprises to manage, analyze, alert, and secure enterprise data in North America, Europe, the Middle East, Africa, and internationally. Its software enables enterprises to protect data stored on premises and in the cloud, including sensitive files and emails; confidential personal data belonging to customers, and patients and employees' data; financial records; strategic and product plans; and other intellectual property. The company offers DatAdvantage that captures, aggregates, normalizes, and analyzes every data access event for users on Windows and UNIX/Linux servers, storage devices, email systems, Intranet servers, cloud applications, and data stores; and DatAlert that profiles users, devices, and their behaviors related to systems and data, detects and alerts on deviations that indicate compromise, and provides a Web-based dashboard and investigative interface.
It also provides Data Classification Engine that identifies and tags data based on criteria set in various metadata dimensions, as well as provides business and information technology (IT) personnel with actionable intelligence about data; and DataPrivilege, which offers a self-service Web portal that allows users to request access to data necessary for their business functions, and owners to grant access without IT intervention. In addition, the company provides Data Transport Engine, which provides an execution engine that unifies the manipulation of data and metadata, translating business decisions, and instructions into technical commands, such as data migration or archiving; and DatAnswers that offers search functionality for enterprise data. Varonis Systems, Inc. sells products and services through a network of distributors and resellers. The company serves IT, security, and business personnel. Varonis Systems, Inc. was incorporated in 2004 and is headquartered in New York, New York.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the VRNS straddle is the cleanest expression of that view. Our scanner prices every VRNS straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a VRNS straddle into a catalyst or short a VRNS straddle to harvest decay, the options straddle setups that matter are all in one place.
| Jan 19, 2029 | 65.00 | $22.00 | 854 | 25% | 72.1% | $87.00 | $43.00 | 0 |
| Jan 21, 2028 | 60.00 | $15.20 | 490 | 25% | 72.1% | $75.20 | $44.80 | 0 |
| Jan 19, 2029 | 60.00 | $19.50 | 854 | 25% | 72.0% | $79.50 | $40.50 | 0 |
| Jan 19, 2029 | 55.00 | $18.50 | 854 | 25% | 69.5% | $73.50 | $36.50 | 0 |
| Jan 21, 2028 | 55.00 | $14.50 | 490 | 25% | 69.0% | $69.50 | $40.50 | 0 |
| Jun 17, 2027 | 55.00 | $11.55 | 272 | 25% | 67.6% | $66.55 | $43.45 | 0 |
| Jan 19, 2029 | 50.00 | $17.50 | 854 | 25% | 67.0% | $67.50 | $32.50 | 0 |
| Jan 21, 2028 | 50.00 | $13.50 | 490 | 25% | 66.7% | $63.50 | $36.50 | 7 |
| Jan 21, 2028 | 70.00 | $24.05 | 490 | 25% | 66.2% | $94.05 | $45.95 | 0 |
| Jun 17, 2027 | 50.00 | $11.13 | 272 | 25% | 63.5% | $61.13 | $38.88 | 0 |
As of September 18, 2026
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