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.
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: 80%
Current DPI is -0.836(strong-bearish). Bearish, momentum neutral or unclear.
Options Terrain Outlook (3-Month)
Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-08-21 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 4)
Based on the latest options positioning (DTE 4), the ATM straddle implies a standardized 1.26% 1-day move.
The expected range for the next 4 days is 169.74 — 201.16 , corresponding to +14.54% / -3.35% .
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 222.33 (26.60% above spot).
Bearish positioning points to downside pressure toward 165.71 (5.64% below spot).
Options flow strength: 0.56 (0–1 scale). ATM Strike: 175.00, Call: 2.68, Put: 1.75, Straddle Cost: 4.43.
Price moves may extend once a direction forms. The short-term gamma flip is near 186.84 , with intermediate positioning around 186.84 . The mid-term gamma flip remains near 186.84.