Varonis options imply 9.3% move in share price post-earnings
The Fly

Varonis options imply 9.3% move in share price post-earnings

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%.

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