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Verisk Analytics, Inc. Common Stock VRSK

INDUSTRIALS · CONSULTING SERVICES
i

Market dataready · fetched 2026-11-06T14:32:50.263Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T14:32:10.331035261Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T14:32:49.770772+00:00

Share price$203.46
1D-0.5%
$202.18$202.48$202.77$203.07$203.375:30 AM6:30 AM9:00 AM1:00 PMVRSK
Sold putSold call

Verisk Analytics, Inc. Common Stock options

Live interpolated VRSK call and put midpoint premiums by absolute delta.Verisk Analytics, Inc. Common Stock$1.29$6.23$11.16$16.09$21.02$168.11$185.54$202.97$220.39$237.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRSK spot · $203.46VRSK PRICE$1.83$2.36$2.89$3.42$4.27$5.29$6.30$7.31$8.32$9.68$11.29$13.10$15.17$2.38$3.08$3.85$4.62$5.48$6.67$7.86$9.04$10.23$12.29$14.50$16.71$19.60
PutsCheap0.65×
CallsCheap0.58×
SkewBearish+6.26 pp
Implied moveBearish±$14.15
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ219.5842.3%8.8%188.6351.1%8.5%
25Δ216.7140.8%7.7%192.2848.9%7.0%
30Δ213.8439.3%6.5%195.2848.2%5.9%
35Δ210.9737.8%5.4%197.9646.5%5.0%
40Δ208.6937.7%4.7%200.5445.3%4.1%
45Δ206.7338.3%4.2%202.8245.1%3.6%
50Δ204.7638.9%3.7%205.1144.9%3.0%
55Δ202.7939.6%3.3%207.3944.8%2.5%
60Δ200.8340.2%2.8%209.6844.6%2.0%
65Δ198.6540.9%2.4%212.5145.1%1.6%
70Δ196.3241.6%2.0%215.4345.7%1.2%
75Δ193.8242.1%1.7%218.3546.2%0.9%
80Δ191.0942.3%1.4%221.9146.7%0.6%

20Δ

Calls
Pseudo strike
219.58
IV
42.3%
B/E move
8.8%
Puts
Pseudo strike
188.63
IV
51.1%
B/E move
8.5%

25Δ

Calls
Pseudo strike
216.71
IV
40.8%
B/E move
7.7%
Puts
Pseudo strike
192.28
IV
48.9%
B/E move
7.0%

30Δ

Calls
Pseudo strike
213.84
IV
39.3%
B/E move
6.5%
Puts
Pseudo strike
195.28
IV
48.2%
B/E move
5.9%

35Δ

Calls
Pseudo strike
210.97
IV
37.8%
B/E move
5.4%
Puts
Pseudo strike
197.96
IV
46.5%
B/E move
5.0%

40Δ

Calls
Pseudo strike
208.69
IV
37.7%
B/E move
4.7%
Puts
Pseudo strike
200.54
IV
45.3%
B/E move
4.1%

45Δ

Calls
Pseudo strike
206.73
IV
38.3%
B/E move
4.2%
Puts
Pseudo strike
202.82
IV
45.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
204.76
IV
38.9%
B/E move
3.7%
Puts
Pseudo strike
205.11
IV
44.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
202.79
IV
39.6%
B/E move
3.3%
Puts
Pseudo strike
207.39
IV
44.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
200.83
IV
40.2%
B/E move
2.8%
Puts
Pseudo strike
209.68
IV
44.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
198.65
IV
40.9%
B/E move
2.4%
Puts
Pseudo strike
212.51
IV
45.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
196.32
IV
41.6%
B/E move
2.0%
Puts
Pseudo strike
215.43
IV
45.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
193.82
IV
42.1%
B/E move
1.7%
Puts
Pseudo strike
218.35
IV
46.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
191.09
IV
42.3%
B/E move
1.4%
Puts
Pseudo strike
221.91
IV
46.7%
B/E move
0.6%

Options history

IV · four-Friday blend39.86%
Daily EOD
VRSK36.4%38.3%40.1%2026-10-19: 36.80%2026-10-20: 36.65%2026-10-21: 36.89%2026-10-22: 36.68%2026-10-23: 37.59%2026-10-26: 38.57%2026-10-27: 39.08%2026-10-28: 39.19%2026-10-29: 39.09%2026-10-30: 39.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.80%
36.65%
36.89%
36.68%
37.59%
38.57%
39.08%
39.19%
39.09%
39.86%