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W.R. Berkley Corporation WRB

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-12T01:41:30.591Z

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 · 2026-11-12T00:00:00.003448002Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:41:29.704914+00:00

Share price$76.67
1D+0.7%
AH$75.23$75.62$76.00$76.39$76.785:30 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$0.33$1.27$2.21$3.15$4.09$72.82$74.81$76.79$78.78$80.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WRB spot · $76.67WRB PRICE$0.43$0.62$0.80$0.99$1.18$1.35$1.46$1.56$1.67$1.78$1.89$1.99$2.36$0.70$0.98$1.26$1.55$1.71$1.78$1.85$1.93$2.28$2.79$3.30$3.82
Puts——
CallsFair0.99×
Skew——
Implied moveBearish±$3.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.4926.1%4.2%73.3537.5%5.2%
25Δ79.0727.9%3.9%73.8341.6%5.0%
30Δ78.6629.7%3.6%74.3045.6%4.7%
35Δ78.2431.5%3.3%74.7849.7%4.5%
40Δ77.8333.3%3.0%75.3548.8%4.0%
45Δ77.4234.3%2.7%75.9943.8%3.2%
50Δ77.0532.0%2.4%76.6338.8%2.5%
55Δ76.6829.8%2.1%77.2733.7%1.7%
60Δ76.3127.5%1.7%77.9332.8%1.3%
65Δ75.9425.3%1.4%78.6034.0%1.1%
70Δ75.5723.1%1.0%79.2635.3%0.9%
75Δ75.2020.8%0.7%79.9236.6%0.7%
80Δ74.6620.0%0.5%

20Δ

Calls
Pseudo strike
79.49
IV
26.1%
B/E move
4.2%
Puts
Pseudo strike
73.35
IV
37.5%
B/E move
5.2%

25Δ

Calls
Pseudo strike
79.07
IV
27.9%
B/E move
3.9%
Puts
Pseudo strike
73.83
IV
41.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
78.66
IV
29.7%
B/E move
3.6%
Puts
Pseudo strike
74.30
IV
45.6%
B/E move
4.7%

35Δ

Calls
Pseudo strike
78.24
IV
31.5%
B/E move
3.3%
Puts
Pseudo strike
74.78
IV
49.7%
B/E move
4.5%

40Δ

Calls
Pseudo strike
77.83
IV
33.3%
B/E move
3.0%
Puts
Pseudo strike
75.35
IV
48.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
77.42
IV
34.3%
B/E move
2.7%
Puts
Pseudo strike
75.99
IV
43.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
77.05
IV
32.0%
B/E move
2.4%
Puts
Pseudo strike
76.63
IV
38.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
76.68
IV
29.8%
B/E move
2.1%
Puts
Pseudo strike
77.27
IV
33.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
76.31
IV
27.5%
B/E move
1.7%
Puts
Pseudo strike
77.93
IV
32.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
75.94
IV
25.3%
B/E move
1.4%
Puts
Pseudo strike
78.60
IV
34.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
75.57
IV
23.1%
B/E move
1.0%
Puts
Pseudo strike
79.26
IV
35.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
75.20
IV
20.8%
B/E move
0.7%
Puts
Pseudo strike
79.92
IV
36.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
74.66
IV
20.0%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.95%
Daily EOD
WRB21.9%23.1%24.4%2026-10-19: 24.24%2026-10-20: 22.88%2026-10-21: 22.15%2026-10-22: 23.35%2026-10-23: 22.62%2026-10-26: 22.04%2026-10-27: 23.18%2026-10-28: 23.64%2026-10-29: 22.86%2026-10-30: 23.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.24%
22.88%
22.15%
23.35%
22.62%
22.04%
23.18%
23.64%
22.86%
23.95%