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W.R. Berkley Corporation WRB

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Market datapartial · fetched 2026-10-22T23:45:26.174Z

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 · 2026-10-22T23:00:00.002810494Z

FundamentalsAlpha Vantage · unavailable

Share price$75.55
1D+0.5%
AH$74.67$74.99$75.31$75.63$75.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWRB
Sold putSold callAH

W.R. Berkley Corporation options

Live interpolated WRB call and put midpoint premiums by absolute delta.W.R. Berkley Corporation$0.34$2.17$4.00$5.84$7.67$64.59$69.31$74.03$78.74$83.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WRB spot · $75.55WRB PRICE$0.54$0.75$0.98$1.20$1.47$1.84$2.21$2.58$2.83$2.99$3.16$3.33$3.49$0.65$0.79$1.01$1.23$1.45$1.74$2.08$2.42$2.76$3.44$4.45$5.62$7.14
PutsCheap0.81×
CallsCheap0.83×
SkewBearish+1.17 pp
Implied moveBullish±$4.29
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.2623.0%6.9%71.2226.6%6.6%
25Δ79.4623.4%6.2%72.5624.0%5.0%
30Δ78.7523.9%5.5%73.2623.7%4.4%
35Δ78.0324.4%4.9%73.9723.3%3.7%
40Δ77.3224.9%4.3%74.6822.9%3.1%
45Δ76.6425.6%3.9%75.3422.7%2.6%
50Δ75.9526.4%3.5%75.9622.7%2.2%
55Δ75.2627.1%3.0%76.5822.7%1.8%
60Δ74.7126.1%2.6%77.2022.7%1.5%
65Δ74.2324.1%2.2%78.0824.1%1.2%
70Δ73.7622.1%1.8%79.2126.9%1.0%
75Δ73.2820.1%1.4%80.5229.6%0.9%
80Δ72.8118.0%1.0%82.2132.3%0.6%

20Δ

Calls
Pseudo strike
80.26
IV
23.0%
B/E move
6.9%
Puts
Pseudo strike
71.22
IV
26.6%
B/E move
6.6%

25Δ

Calls
Pseudo strike
79.46
IV
23.4%
B/E move
6.2%
Puts
Pseudo strike
72.56
IV
24.0%
B/E move
5.0%

30Δ

Calls
Pseudo strike
78.75
IV
23.9%
B/E move
5.5%
Puts
Pseudo strike
73.26
IV
23.7%
B/E move
4.4%

35Δ

Calls
Pseudo strike
78.03
IV
24.4%
B/E move
4.9%
Puts
Pseudo strike
73.97
IV
23.3%
B/E move
3.7%

40Δ

Calls
Pseudo strike
77.32
IV
24.9%
B/E move
4.3%
Puts
Pseudo strike
74.68
IV
22.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
76.64
IV
25.6%
B/E move
3.9%
Puts
Pseudo strike
75.34
IV
22.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
75.95
IV
26.4%
B/E move
3.5%
Puts
Pseudo strike
75.96
IV
22.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
75.26
IV
27.1%
B/E move
3.0%
Puts
Pseudo strike
76.58
IV
22.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
74.71
IV
26.1%
B/E move
2.6%
Puts
Pseudo strike
77.20
IV
22.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
74.23
IV
24.1%
B/E move
2.2%
Puts
Pseudo strike
78.08
IV
24.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
73.76
IV
22.1%
B/E move
1.8%
Puts
Pseudo strike
79.21
IV
26.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
73.28
IV
20.1%
B/E move
1.4%
Puts
Pseudo strike
80.52
IV
29.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
72.81
IV
18.0%
B/E move
1.0%
Puts
Pseudo strike
82.21
IV
32.3%
B/E move
0.6%

Options history

No recorded observations