VRSK Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete VRSK options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around VRSK.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

240

Exp: 2026-02-20

Gamma Flip

219.90

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.553

Shows put vs call positioning

IV Skew

-7.24

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 100%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 71%

Current DPI is -0.791(strong-bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-03-20 options expiry. 90% confidence

The support levels for VRSK are at 177.86, 175.99, and 169.48, while the resistance levels are at 180.34, 182.21, and 188.72. The pivot point, a key reference price for traders, is at 240.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 14)

Based on the latest options positioning (DTE 14), the ATM straddle implies a standardized 2.28% 1-day move.

The expected range for the next 14 days is 175.53 — 199.63 , corresponding to +11.46% / -1.99% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 215.59 (20.37% above spot).

Bearish positioning points to downside pressure toward 174.45 (2.60% below spot).

Options flow strength: 0.55 (0–1 scale). ATM Strike: 180.00, Call: 7.30, Put: 7.95, Straddle Cost: 15.25.

Price moves may extend once a direction forms. The short-term gamma flip is near 214.66 , with intermediate positioning around 219.90 . The mid-term gamma flip remains near 219.90.