Financial Services · Finance
VRSK Implied Volatility, IV Rank & Options Chain
Verisk Analytics (VRSK) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Verisk Analytics (VRSK).
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VRSK options trade with implied volatility typically in the 14% - 30% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
VRSK implied volatility
As of 2026-10-26As of 2026-10-26, VRSK's 30-day implied volatility is 44.5%, placing its 1-year IV percentile at 31.0 — above 31.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
VRSK live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live VRSK chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
VRSK options at a glance
- Daily volume
- N/A
- IV range
- 14% - 30%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Verisk Analytics (VRSK)
Verisk Analytics provides data analytics and technology solutions to the insurance, energy, and financial services industries for risk assessment.
Company profile
- Sector
- Financial Services
- Industry
- Financial Data & Analytics
- Market cap
- $35B+
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Verisk Analytics operates in the Financial Services sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
Free on AAPL, no account. Trial: no charge if you cancel before it ends.
VRSK options market overview
VRSK options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
VRSK options are available for trading across multiple expirations.
VRSK implied volatility and IV rank
VRSK implied volatility reflects interest rate sensitivity and credit dynamics.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short VRSK options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
VRSK IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for VRSK, on today's chain.
Open VRSK in IV IntelligenceVRSK gamma exposure (GEX)
Gamma Exposure analysis for VRSK reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. VRSK tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on VRSK right now, strike by strike.
See live VRSK GEXCommon VRSK options strategies
These are strategies commonly used by traders on VRSK options, based on typical market characteristics. This is not investment advice.
Key considerations for VRSK options
- VRSK options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
VRSK key events
Earnings months. January, April, July, October
VRSK options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns VRSK's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/VRSK"What is VRSK's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on VRSK in the console, more prompts for VRSK, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about VRSK options.
What is VRSK's typical implied volatility?
VRSK implied volatility typically ranges from 14% - 30%.
Does VRSK have weekly options?
VRSK offers weekly options.
What is VRSK's options trading profile?
VRSK (Verisk Analytics) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 14% - 30% range. The position sits in the Financial Services category for portfolio diversification and options strategy design.
How does VRSK implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on VRSK?
Popular strategies on VRSK options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 14% - 30% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is VRSK's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence VRSK's intraday price action. VRSK tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live VRSK GEX levels and the gamma-flip point on ApexVol.
What is VRSK's IV rank?
VRSK's IV rank shows where VRSK's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. VRSK implied volatility typically ranges from 14% - 30%. Check VRSK's live IV rank and percentile on ApexVol's IV analytics.
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