Pre-earnings options volume in Varonis is 4.2x normal with calls leading puts 11:2. Implied volatility suggests the market is anticipating a move near 9.3%, or $4.25, after results are released. Median move over the past eight quarters is 9.2%.
Don't Miss our Black Friday Offers:
- Unlock your investing potential with TipRanks Premium - Now At 40% OFF!
- Make smarter investments with weekly expert stock picks from the Smart Investor Newsletter
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
See today’s best-performing stocks on TipRanks >>
Read More on VRNS:
- Varonis Introduces MDDR: Industry’s First Managed Data Detection and Response Offering
- VRNS Earnings this Week: How Will it Perform?
- Varonis announces universal data classification support for databases
- Varonis Announces Universal Data Classification Support for Databases
- Varonis Extends Data Security Posture Management Coverage to Snowflake