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Verisk Analytics, Inc. Common Stock VRSK

INDUSTRIALS · CONSULTING SERVICES
i

Market dataready · fetched 2026-11-13T01:28:33.256Z

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 · 2026-11-12T21:23:33.850103184Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:28:32.764833+00:00

Share price$206.32
1D-1.0%
AH$206.10$206.89$207.69$208.48$209.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVRSK
Sold putSold callAH

Verisk Analytics, Inc. Common Stock options

Live interpolated VRSK call and put midpoint premiums by absolute delta.Verisk Analytics, Inc. Common Stock$1.53$4.44$7.35$10.27$13.18$178.78$192.16$205.54$218.92$232.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRSK spot · $206.32VRSK PRICE$2.07$2.41$2.74$3.08$3.42$4.32$5.24$6.16$7.08$7.99$8.91$10.59$12.34$1.84$2.08$2.42$3.08$3.74$4.39$5.05$5.71$6.36$7.52$8.80$10.09$11.37
PutsCheap0.53×
CallsCheap0.68×
SkewBullish-7.87 pp
Implied moveBalanced±$10.29
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ227.1967.8%11.1%193.9852.9%6.9%
25Δ222.9261.0%9.2%197.6645.3%5.2%
30Δ218.6554.3%7.3%200.5239.5%4.0%
35Δ214.3747.5%5.4%202.0439.1%3.6%
40Δ210.1040.7%3.5%203.5738.7%3.1%
45Δ208.3940.9%3.1%205.1038.3%2.7%
50Δ206.7541.2%2.7%206.6337.9%2.3%
55Δ205.1041.6%2.4%208.1637.4%1.9%
60Δ203.4541.9%2.0%209.6937.0%1.5%
65Δ201.8142.2%1.7%211.3736.3%1.2%
70Δ200.1642.6%1.3%213.0935.6%1.0%
75Δ197.9743.4%1.1%214.8134.9%0.8%
80Δ195.7244.3%0.8%216.5434.2%0.6%

20Δ

Calls
Pseudo strike
227.19
IV
67.8%
B/E move
11.1%
Puts
Pseudo strike
193.98
IV
52.9%
B/E move
6.9%

25Δ

Calls
Pseudo strike
222.92
IV
61.0%
B/E move
9.2%
Puts
Pseudo strike
197.66
IV
45.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
218.65
IV
54.3%
B/E move
7.3%
Puts
Pseudo strike
200.52
IV
39.5%
B/E move
4.0%

35Δ

Calls
Pseudo strike
214.37
IV
47.5%
B/E move
5.4%
Puts
Pseudo strike
202.04
IV
39.1%
B/E move
3.6%

40Δ

Calls
Pseudo strike
210.10
IV
40.7%
B/E move
3.5%
Puts
Pseudo strike
203.57
IV
38.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
208.39
IV
40.9%
B/E move
3.1%
Puts
Pseudo strike
205.10
IV
38.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
206.75
IV
41.2%
B/E move
2.7%
Puts
Pseudo strike
206.63
IV
37.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
205.10
IV
41.6%
B/E move
2.4%
Puts
Pseudo strike
208.16
IV
37.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
203.45
IV
41.9%
B/E move
2.0%
Puts
Pseudo strike
209.69
IV
37.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
201.81
IV
42.2%
B/E move
1.7%
Puts
Pseudo strike
211.37
IV
36.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
200.16
IV
42.6%
B/E move
1.3%
Puts
Pseudo strike
213.09
IV
35.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
197.97
IV
43.4%
B/E move
1.1%
Puts
Pseudo strike
214.81
IV
34.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
195.72
IV
44.3%
B/E move
0.8%
Puts
Pseudo strike
216.54
IV
34.2%
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%