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Varonis Systems VRNS 46.75 -0.72 -1.52%

Previous-day view · Wed Sep 16 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

VRNS / Comparative study

3 signals / 502 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.27
23.37
Mean
28.81
Window
+39.8%
ATM IV z 0.66
0.62
Mean
0.49
Window
+84.4%
IV Percentile z -0.09
54.98
Mean
57.81
Window
+28.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.57 0.74
ATM IV 0.57 1.00 0.80
IV Percent... 0.74 0.80 1.00
Source observations

Data inspector

1-50 of 502
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-16 46.75 23.37 0.62 54.98
2026-09-15 47.47 9.49 0.41 9.96
2026-09-14 47.48 8.63 0.4 6.8
2026-09-11 45.12 12.28 0.45 22.31
2026-09-10 45.5 7.99 0.39 7.57
2026-09-09 46.09 9.91 0.42 13.15
2026-09-08 45.46 9.54 0.41 11.16
2026-09-07 46.09 10.97 0.43 18.4
2026-09-04 46.09 9.98 0.42 14.34
2026-09-03 46.51 10.48 0.43 16.73
2026-09-02 46.76 9.8 0.42 13.94
2026-09-01 42.35 19.63 0.56 41.2
2026-08-31 43.77 23.41 0.62 55.42
2026-08-28 43.92 30.02 0.72 74.8
2026-08-27 44.78 24.92 0.64 60
2026-08-26 41.4 37.51 0.83 91.2
2026-08-25 40.82 40.21 0.87 94
2026-08-24 41.05 26.71 0.67 63.45
2026-08-21 41.23 26.8 0.67 64.4
2026-08-20 40.85 28.21 0.69 69.6
2026-08-19 42.28 23.65 0.62 57.6
2026-08-18 43.72 24.13 0.63 59.6
2026-08-17 43.17 17.25 0.52 38.15
2026-08-14 44.99 18.06 0.53 40.4
2026-08-13 45.82 25.35 0.64 62.4
2026-08-12 41.93 22.23 0.6 54
2026-08-11 42.11 25.13 0.64 62.4
2026-08-10 42.44 18.44 0.54 42.57
2026-08-07 43.52 21.75 0.59 54.4
2026-08-06 42.44 16.92 0.52 40.4
2026-08-05 43.4 21.16 0.58 52.4
2026-08-04 43.32 16.85 0.52 40.4
2026-08-03 41.18 33.58 0.77 85.54
2026-07-31 39.95 29.71 0.71 75.6
2026-07-30 39.93 24.28 0.63 61.6
2026-07-29 40.65 31.91 0.74 81.2
2026-07-28 44.67 46.96 0.97 96
2026-07-27 46.67 35.04 0.79 89.56
2026-07-24 45.74 32.01 0.75 83.6
2026-07-23 44.78 29.52 0.71 77.2
2026-07-22 45.33 34.24 0.78 89.2
2026-07-21 46.18 33.64 0.77 87.6
2026-07-20 47.45 26.72 0.67 68.27
2026-07-17 47.54 26.15 0.66 66.8
2026-07-16 47 31.61 0.74 82.8
2026-07-15 47.33 30.43 0.72 80
2026-07-14 48.19 31.24 0.73 81.6
2026-07-13 45.38 30.37 0.72 80.32
2026-07-10 44.53 27.05 0.67 71.2
2026-07-09 45.81 29.22 0.7 79.2