Options/VRSK

VRSKVerisk Analytics, Inc. Common Stock

Options Analysis Report•SERVICES-COMPUTER PROCESSING & DATA PREPARATION

Market Cap $23.3B|NASDAQ

● 2026-04-17$178.07

BULLISH

Analysis: 2026-04-16 EOD data

1Y -37.4%YTD -19.4%7D +8.4%

Options Vol

2,208

30D

Implied Move

±12.7%

IV Rank

18%

VRSK Options Overview

IV is elevated. No clear edge detected.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Balanced conditions with no clear edge

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Value

Is IV priced right?

5.0

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed

IV Rank

≤35%

IV Rank 72.0% — elevated vs history

IV/HV Ratio

<1.05x

IV/HV 1.15x — IV premium over HV

Sector Relative≤50%

Sector percentile 79% — above sector median

Term Structure

<1.1x

Front/Back 1.15x — backwardation

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 42.9% — normal range

Spread-Adjusted Value

<80%

Effective IV 65.2% (ATM 42.9% + spread 11.2% + bias) — fair

Execution Efficiency

<3.0%

Total drag 15.99% (spread 11.16% + slippage 4.83%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 41.08 (vega 45.848 / spread 11.16%) — efficient

Sentiment

Bullish or bearish?

8.2

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +95%, Raw: +90%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +95% (strong bullish) — Raw: +90%

OI Skew Magnitude

≥15%

|OI skew| 5.7% — balanced

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew +5.3%, OI skew +5.7% — weak (same direction)

Conviction Quality

≥2/3 conditions

0-DTE 1%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +0%, ATM: +46%, OTM: +90% — bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 59% — bearish vs sector

Activity

Unusual activity?

6.5

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks5/9 checks passed

Volume Surge

≥1.5x

Volume 2.1x avg — hot

Turnover Rate

≥15%

Vol/OI 10.1% — normal turnover

Strike Concentration

≥60%

Top 3 strikes = 50% — dispersed

Multi-Day Persistence

≥2 days

2 day(s) elevated — sustained

OI Build

≥5%

OI change -1.4% (5d) — stable

Sector Relative≥60%

Sector activity percentile 85% — very active vs sector

Trade Quality

≥30%

Large trade volume 91% — heavy institutional

Execution Urgency

≥60%

Aggressive execution 52% — patient

Flow Conviction

≥30

Conviction +95 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

3.3

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed

Tradeable Spread

≤5.0%

Spread 11.2% — wide

Adequate OI

≥10,000

OI 21,789 — adequate

Active Volume

≥500

Volume 2,208/day — adequate

Reasonable Cost

≤$0.50

$0.56 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 80% — much wider than sector

Order Book Depth

≥100 contracts

Depth 30.200000000000003 contracts (bid:17.3 ask:12.9) — thin

Execution Quality

<1.0%

Avg slippage 4.83% — poor

Timing

Is now a good time?

8.0

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks8/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +15.1% — backwardation

IV Percentile Clarity

<30 or >70

IV percentile 72% — seller opportunity

Event Detection

≥10pts kink

IV kink 5.8pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 717.49 — favors income trades

Expiration Distribution

≥3 expirations

3 liquid expirations — flexible

Event Risk

≥60% (safe)

acceptable: Earnings in 12d

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +95% @ 98% consistency — STRONG directional (bullish)

Smart Money Timing

≥40 composite score

Score 121 (ITM 20% + inst 91%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls6.3

bullishIV fair, bullish flow

Long Puts4.1

bearishIV fair, bullish flow

Premium Sellers

Cash-Secured Put5.8

bullishIV fair, bullish flow

Covered Call4.0

bearishIV fair, bullish flow

For educational purposes only. Not investment advice.