Varonis Systems (VRNS)'s 30-day implied volatility (IV30) was 4.9% at the close on November 9, 2026, down from 6.0% the day before, against a 52-week range of 4.4% to 101.0%. Its 20-day historical volatility was 38.2%.
Key numbers
30-day implied volatility (IV30): 4.9%
IV30 52-week range: 4.4% to 101.0% (median 56.3%)
Historical volatility: 20-day 38.2%, 1-year 53.4%
Implied move by the nearest expiration: ±0.4%
Data as of November 9, 2026.
VRNS Implied Volatility (IV) vs Historical Volatility (HV)
The VRNS IV term structure shows the implied volatility difference between different maturity dates.
