VRSK · Expected Move

Verisk Analytics, Inc. Common Stock

The expected move for VRSK is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

VRSK straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current VRSK Expected Move
30-Day Straddle
$17.20
7-Day Straddle
$17.20
30-Day ATM IV
42.9%
IV Rank
86%
Implied one-standard-deviation move through the next 30 days. Compare to VRSK's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
VRSK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261029 $17.20 $17.20 42.9% 86%
20261028 $18.55 $18.55 45.1% 100%
20261027 $18.35 $18.35 43.5% 97%
20261026 $19.15 $19.15 43.9% 100%
20261023 $18.65 $18.65 42.4% 100%
20261022 $19.65 $19.65 41.7% 97%
20261021 $18.75 $18.75 41.6% 96%
20261020 $17.80 $17.80 40.2% 84%
20261019 $18.90 $18.90 42.1% 100%
20261016 $18.60 $2.40 39.3% 81%
20261015 $18.75 $5.22 39.6% 83%
20261014 $17.60 $4.70 38.7% 75%
20261013 $17.70 $5.50 39.2% 76%
20261012 $18.35 $5.83 39.1% 75%
20261009 $18.20 $6.17 37.3% 58%
20261008 $19.10 $7.03 39.2% 72%
20261007 $18.20 $6.90 37.7% 61%
20261006 $19.00 $6.72 39.9% 78%
20261005 $18.55 $7.35 38.0% 63%
20261002 $8.25 $8.25 36.8% 54%
20261001 $8.90 $8.90 37.4% 59%
20260930 $9.62 $9.62 35.4% 43%
20260929 $10.35 $10.35 37.4% 59%
20260928 $9.75 $9.75 36.0% 48%
20260925 $9.85 $9.85 34.3% 34%
20260924 $10.65 $10.65 34.5% 36%
20260923 $10.75 $10.75 33.9% 31%
20260922 $11.50 $11.50 34.4% 35%
20260921 $11.75 $11.75 34.8% 38%
20260918 $12.00 $1.70 30.9% 8%
20260917 $14.30 $3.32 35.1% 41%
20260916 $13.60 $4.72 32.6% 21%
20260915 $13.80 $4.85 33.1% 25%
20260914 $13.80 $6.28 30.6% 6%
20260911 $14.95 $7.22 34.1% 33%
20260910 $15.50 $7.33 34.8% 39%
20260909 $16.45 $7.70 35.1% 41%
20260908 $15.50 $8.12 34.4% 35%
20260904 $15.50 $8.90 30.9% 6%
20260903 $14.75 $10.50 29.9% 0%
20260902 $10.95 $10.95 32.3% 3%
20260901 $11.25 $11.25 32.8% 6%
20260831 $11.00 $11.00 31.8% 0%
20260828 $12.85 $12.85 33.5% 8%
20260827 $13.00 $13.00 33.7% 10%
20260826 $13.60 $13.60 34.0% 12%
20260825 $13.40 $13.40 33.4% 8%
20260824 $13.45 $13.45 34.4% 14%
20260821 $13.90 $3.67 33.2% 6%
20260820 $14.40 $3.62 33.5% 8%
20260819 $14.95 $5.58 34.7% 16%
20260818 $13.80 $3.97 32.2% 0%
20260817 $13.90 $4.42 33.3% 1%
20260814 $14.90 $7.00 33.6% 3%
20260813 $16.30 $6.92 34.8% 11%
20260812 $15.15 $7.80 33.2% 1%
20260811 $15.35 $8.30 33.1% 0%
20260810 $16.50 $8.45 35.2% 11%
20260807 — — 33.5% 0%
20260806 $17.30 $10.48 34.3% 4%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.