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Verisk Analytics, Inc. Common Stock VRSK

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Market datapartial · fetched 2026-10-22T15:52:13.978Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:52:04.956438221Z

FundamentalsAlpha Vantage · unavailable

Share price$202.16
1D+4.0%
$194$196$199$201$2035:30 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$1.64$8.34$15.03$21.73$28.43$154.13$173.97$193.80$213.64$233.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRSK spot · $202.16VRSK PRICE$2.36$3.14$4.23$5.31$6.40$7.66$8.94$10.23$11.87$13.75$16.06$18.65$21.60$3.32$4.40$5.59$6.73$8.02$9.51$11.28$13.05$15.05$17.55$20.05$23.06$26.50
PutsExpensive1.61×
CallsExpensive1.13×
SkewBearish+4.15 pp
Implied moveBearish±$20.22
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ223.8438.3%11.9%182.2548.8%11.5%
25Δ219.5438.6%10.2%186.7348.1%9.8%
30Δ216.5039.7%9.2%190.6347.9%8.5%
35Δ213.4640.8%8.2%194.4346.5%7.2%
40Δ210.4241.9%7.3%197.8745.6%6.1%
45Δ207.3641.8%6.4%201.2045.1%5.2%
50Δ204.3141.6%5.5%204.4644.9%4.4%
55Δ201.2541.3%4.6%207.7144.7%3.7%
60Δ198.1741.6%3.9%211.0844.6%3.0%
65Δ195.0742.2%3.3%214.7144.4%2.5%
70Δ191.6742.9%2.8%218.3444.3%1.9%
75Δ188.0443.4%2.2%222.3643.8%1.4%
80Δ184.1143.8%1.8%226.7143.2%1.0%

20Δ

Calls
Pseudo strike
223.84
IV
38.3%
B/E move
11.9%
Puts
Pseudo strike
182.25
IV
48.8%
B/E move
11.5%

25Δ

Calls
Pseudo strike
219.54
IV
38.6%
B/E move
10.2%
Puts
Pseudo strike
186.73
IV
48.1%
B/E move
9.8%

30Δ

Calls
Pseudo strike
216.50
IV
39.7%
B/E move
9.2%
Puts
Pseudo strike
190.63
IV
47.9%
B/E move
8.5%

35Δ

Calls
Pseudo strike
213.46
IV
40.8%
B/E move
8.2%
Puts
Pseudo strike
194.43
IV
46.5%
B/E move
7.2%

40Δ

Calls
Pseudo strike
210.42
IV
41.9%
B/E move
7.3%
Puts
Pseudo strike
197.87
IV
45.6%
B/E move
6.1%

45Δ

Calls
Pseudo strike
207.36
IV
41.8%
B/E move
6.4%
Puts
Pseudo strike
201.20
IV
45.1%
B/E move
5.2%

50Δ

Calls
Pseudo strike
204.31
IV
41.6%
B/E move
5.5%
Puts
Pseudo strike
204.46
IV
44.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
201.25
IV
41.3%
B/E move
4.6%
Puts
Pseudo strike
207.71
IV
44.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
198.17
IV
41.6%
B/E move
3.9%
Puts
Pseudo strike
211.08
IV
44.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
195.07
IV
42.2%
B/E move
3.3%
Puts
Pseudo strike
214.71
IV
44.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
191.67
IV
42.9%
B/E move
2.8%
Puts
Pseudo strike
218.34
IV
44.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
188.04
IV
43.4%
B/E move
2.2%
Puts
Pseudo strike
222.36
IV
43.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
184.11
IV
43.8%
B/E move
1.8%
Puts
Pseudo strike
226.71
IV
43.2%
B/E move
1.0%

Options history

No recorded observations