VRSK
Verisk Analytics, Inc.192.78post−$0.02 (−0.01%)at close −$0.31 (−0.16%)
as of 19:59:59 UTCnext report Nov 4 · 91d
Earnings Room‹ back to VRSK
The report
fiscal Q3 2026 · from the company's noticeNov 4before open91days out
Expected movement
market-implied · at the Aug 4 close±15.0%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 195straddle 34.00ATM IV 36%× 0.85 straddle-to-rangespot 192.78
Blast radius
6 linked · N-PORT + EDGARIf VRSK moves ±15.0% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
3 expiries · as of the Jul 31 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +79%398
Aug 21
21d
350▲ +0%
▼ −0%1.7k
Sep 18
49d
2.0k▼ −0%
▲ +7%443
Dec 18
140d
1.1k▲ +0%
The record
expected in pale · actual in full color3/8reports moved further than the options market had pricedtypically ±5.1% realized vs ±5.8% priced
Jul 29 '26±6.0%→+0.4%×0.07
Apr 29 '26±8.1%→+6.5%×0.80
Feb 18 '26±7.1%→+3.8%×0.54
Oct 29 '25±6.4%→−10.4%×1.62
Jul 30 '25±4.8%→−6.3%×1.31
May 7 '25±4.3%→+4.6%×1.07
Feb 26 '25±5.0%→−3.9%×0.77
Oct 30 '24±4.9%→+4.5%×0.92
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported 1.75 · rev $806M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.