IntraAlpha
Create free account Start free

Verisk Analytics, Inc. Common Stock VRSK

i

Market datapartial · fetched 2026-10-23T17:39:22.867Z

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 · 2026-10-23T17:39:12.376239079Z

FundamentalsAlpha Vantage · unavailable

Share price$196.44
1D-3.6%
$194$196$199$202$2045:30 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$1.75$8.65$15.55$22.45$29.36$154.94$172.69$190.43$208.17$225.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRSK spot · $196.44VRSK PRICE$2.50$3.38$4.26$5.17$6.11$7.05$8.19$9.47$11.10$12.82$14.69$16.82$19.38$3.28$4.12$5.07$6.29$7.84$9.41$10.50$12.21$14.59$16.97$19.95$23.35$27.37
PutsExpensive1.51×
CallsExpensive1.11×
SkewBearish+4.62 pp
Implied moveBearish±$18.69
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ219.5743.2%13.0%176.7950.5%11.7%
25Δ215.5643.3%11.5%181.7747.5%9.6%
30Δ211.5543.4%9.9%185.8645.6%8.0%
35Δ207.9542.8%8.5%189.1645.6%6.9%
40Δ204.6041.7%7.3%192.3346.4%6.1%
45Δ201.2640.7%6.0%195.4547.1%5.3%
50Δ198.2740.2%5.1%198.4644.7%4.3%
55Δ195.5140.1%4.3%201.6943.8%3.5%
60Δ192.6740.5%3.7%205.1344.5%3.0%
65Δ189.8041.1%3.1%208.5745.3%2.5%
70Δ186.8440.8%2.6%212.5445.8%2.0%
75Δ183.6940.7%2.1%216.8846.2%1.5%
80Δ180.2340.9%1.6%221.7946.7%1.0%

20Δ

Calls
Pseudo strike
219.57
IV
43.2%
B/E move
13.0%
Puts
Pseudo strike
176.79
IV
50.5%
B/E move
11.7%

25Δ

Calls
Pseudo strike
215.56
IV
43.3%
B/E move
11.5%
Puts
Pseudo strike
181.77
IV
47.5%
B/E move
9.6%

30Δ

Calls
Pseudo strike
211.55
IV
43.4%
B/E move
9.9%
Puts
Pseudo strike
185.86
IV
45.6%
B/E move
8.0%

35Δ

Calls
Pseudo strike
207.95
IV
42.8%
B/E move
8.5%
Puts
Pseudo strike
189.16
IV
45.6%
B/E move
6.9%

40Δ

Calls
Pseudo strike
204.60
IV
41.7%
B/E move
7.3%
Puts
Pseudo strike
192.33
IV
46.4%
B/E move
6.1%

45Δ

Calls
Pseudo strike
201.26
IV
40.7%
B/E move
6.0%
Puts
Pseudo strike
195.45
IV
47.1%
B/E move
5.3%

50Δ

Calls
Pseudo strike
198.27
IV
40.2%
B/E move
5.1%
Puts
Pseudo strike
198.46
IV
44.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
195.51
IV
40.1%
B/E move
4.3%
Puts
Pseudo strike
201.69
IV
43.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
192.67
IV
40.5%
B/E move
3.7%
Puts
Pseudo strike
205.13
IV
44.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
189.80
IV
41.1%
B/E move
3.1%
Puts
Pseudo strike
208.57
IV
45.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
186.84
IV
40.8%
B/E move
2.6%
Puts
Pseudo strike
212.54
IV
45.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
183.69
IV
40.7%
B/E move
2.1%
Puts
Pseudo strike
216.88
IV
46.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
180.23
IV
40.9%
B/E move
1.6%
Puts
Pseudo strike
221.79
IV
46.7%
B/E move
1.0%

Options history

No recorded observations