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Verisk Analytics, Inc. Common Stock VRSK

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Market datapartial · fetched 2026-10-22T23:32:33.987Z

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 · 2026-10-22T20:39:18.24591413Z

FundamentalsAlpha Vantage · unavailable

Share price$203.33
1D+4.6%
AH$194$196$199$201$2045:30 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$1.68$8.58$15.49$22.39$29.29$154.05$174.10$194.16$214.22$234.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRSK spot · $203.33VRSK PRICE$2.43$3.15$4.12$5.15$6.18$7.44$8.86$10.27$11.78$13.67$15.92$18.39$20.66$3.05$4.12$5.33$6.62$7.91$9.46$11.10$12.75$14.71$16.87$19.03$22.67$27.30
PutsExpensive1.55×
CallsExpensive1.11×
SkewBearish+3.50 pp
Implied moveBearish±$19.96
TiltBearish11.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ226.0139.7%12.3%184.8644.8%10.6%
25Δ221.0438.8%10.3%188.7145.0%9.2%
30Δ217.5339.0%9.0%192.2845.3%8.1%
35Δ214.4039.4%8.0%195.7045.5%7.0%
40Δ211.2639.9%6.9%199.0944.8%6.0%
45Δ208.2440.3%6.1%202.3444.4%5.1%
50Δ205.3040.6%5.3%205.5444.1%4.4%
55Δ202.3640.8%4.6%208.7343.7%3.6%
60Δ199.3841.1%3.8%212.0143.2%3.0%
65Δ196.2841.5%3.3%215.3442.6%2.4%
70Δ192.9242.1%2.7%218.6642.1%1.8%
75Δ189.4342.6%2.2%223.2442.8%1.4%
80Δ186.0841.5%1.7%228.6644.5%1.0%

20Δ

Calls
Pseudo strike
226.01
IV
39.7%
B/E move
12.3%
Puts
Pseudo strike
184.86
IV
44.8%
B/E move
10.6%

25Δ

Calls
Pseudo strike
221.04
IV
38.8%
B/E move
10.3%
Puts
Pseudo strike
188.71
IV
45.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
217.53
IV
39.0%
B/E move
9.0%
Puts
Pseudo strike
192.28
IV
45.3%
B/E move
8.1%

35Δ

Calls
Pseudo strike
214.40
IV
39.4%
B/E move
8.0%
Puts
Pseudo strike
195.70
IV
45.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
211.26
IV
39.9%
B/E move
6.9%
Puts
Pseudo strike
199.09
IV
44.8%
B/E move
6.0%

45Δ

Calls
Pseudo strike
208.24
IV
40.3%
B/E move
6.1%
Puts
Pseudo strike
202.34
IV
44.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
205.30
IV
40.6%
B/E move
5.3%
Puts
Pseudo strike
205.54
IV
44.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
202.36
IV
40.8%
B/E move
4.6%
Puts
Pseudo strike
208.73
IV
43.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
199.38
IV
41.1%
B/E move
3.8%
Puts
Pseudo strike
212.01
IV
43.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
196.28
IV
41.5%
B/E move
3.3%
Puts
Pseudo strike
215.34
IV
42.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
192.92
IV
42.1%
B/E move
2.7%
Puts
Pseudo strike
218.66
IV
42.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
189.43
IV
42.6%
B/E move
2.2%
Puts
Pseudo strike
223.24
IV
42.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
186.08
IV
41.5%
B/E move
1.7%
Puts
Pseudo strike
228.66
IV
44.5%
B/E move
1.0%

Options history

No recorded observations