VRNS VRNS
$47.06 · scored 11:55 · fresh
Decision brief
BULLISH · 62/100
What changed
No prior comparable read.
Evidence is current.
What would change the view
composite falls below +15 · confidence deteriorates materially from 62/100
For the read
options volume favours calls · open interest agrees with the read
Against / uncertainty
signal stability is low
The read
Strongly bullish, moderately evidenced .
−100 bearish 0 bullish +100
+73.1 composite
Evidence
62 / 100 · top 20% today
987 contracts · quality 49 · stability 0.00
hasn’t paid −0.05% · n=77,942
What traded today · weight 62%
+61.9 pts
986 calls · 99.9% 1 puts
bias +99.8 × 0.62
What’s on the books · weight 38%
+11.2 pts
9,608 call OI · 64.7% 5,240 put OI
bias +29.4 × 0.38
Equals
+73.1
85% of the score comes from today’s volume, 15% from open interest. Disagree with either?
See the method.
— price ◆ big one-day moves
NO HISTORY YET
We started scoring VRNS today. There’s one reading so far. The 14-day chart fills in as the hourly tape arrives. Nothing here is back-filled or guessed.
03
Should you trust it? note Some evidence, not a lot confidence 62 (80th pct) · quality 49 · 987 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 0
against This kind of read hasn’t paid strongly bullish · call-heavy · low liquidity → −0.05% avg, n=77,942
note Too few of our calls checked 0 closed calls on VRNS
04
Where the positions sit calls traded strike puts traded
Spot $47.06 highlighted. The $50 strike holds the most open interest (the “wall”, 7,096). Near-dated expiry in the mix, so OI is noisier.
05 Our record on VRNS Proof We haven’t checked a call on VRNS yet. Each read is checked 4 hours, 1 day and 3 days after it’s made.
06
Catalysts & context EPS surprise · last 4 quarters
No reported quarters stored yet.
Street — Next report —
P/E — Beta —
52w — IV rank —
VRNS
Strongly bullish, moderately evidenced .
−100 bearish 0 bullish +100
+73.1 evidence
hasn’t paid −0.05% · n=77,942
Why it’s +73
+61.9 volume · 100% calls+11.2 OI · 65% calls
1 days · tape bars, price line
Not enough tape history to draw this yet.
Should you trust it?
note Some evidence, not a lot confidence 62 (80th pct) · quality 49 · 987 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 0
against This kind of read hasn’t paid strongly bullish · call-heavy · low liquidity → −0.05% avg, n=77,942
note Too few of our calls checked 0 closed calls on VRNS
What traded today · 62%
+61.9 pts
986 calls · 1 puts · bias +99.8
What’s on the books · 38%
+11.2 pts
9,608 call OI · 5,240 put OI · bias +29.4
— price ◆ big one-day moves
Not enough tape history to draw this yet.
The read flips to bearish composite · crosses 0
Evidence drops below 60 conf · below
Price reaches the $50 wall price · above
3 days before earnings not yet · earnings
Score moves ≥10 in a day not yet · delta
Ask about VRNS
Not enough tape history on VRNS for a weekly brief yet. Ask anything below.
Why is our VRNS record what it is? What’s the $50 wall?