VRSK Moves

Verisk Analytics VRSK 197.85 0.85 0.43%

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Expected move

November 04, 2026 close · $198.78

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session Earnings	±6.4% ±$12.70	$186.07 – $211.48	$182.87 – $214.68	$171.11 – $226.44
2 sessions Earnings	±6.9% ±$13.66	$185.12 – $212.43	$181.78 – $215.77	$169.20 – $228.35
3 sessions Earnings	±7.3% ±$14.53	$184.24 – $213.31	$180.91 – $216.64	$167.63 – $229.92
1 week Earnings	±7.7% ±$15.36	$183.41 – $214.14	$179.69 – $217.86	$166.47 – $231.08
2 weeks Earnings	±8.5% ±$16.94	$181.84 – $215.71	$177.86 – $219.69	$163.08 – $234.47
3 weeks Earnings	±9.2% ±$18.26	$180.51 – $217.04	$176.15 – $221.40	$160.37 – $237.18
1 month Earnings	±9.9% ±$19.72	$179.06 – $218.49	$174.31 – $223.24	$157.31 – $240.24

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. VRSK reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±5.05%

Average actual move

4.63%

Beyond the implied move

0 / 1

Median IV change

-20.21%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2025	±5.05%	+4.63%	0.92×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →