WRB
W.R. Berkley CorporationClose $72.08EOD onlyThis page reflects WRB options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 42.50 | 26.03 | 22.60 | 26.60 | 0.00 | 3 | 1 | 0.0% | 1.000 | 0.0000 | -0.005 | 0.000 | 0.016 |
| 48.50 | 19.89 | 22.00 | 24.80 | 0.00 | 0 | 120 | 168.6% | 0.915 | 0.0066 | -0.137 | 0.022 | 0.016 |
| 49.00 | 19.89 | 0.00 | 0.00 | 0.00 | 2 | 120 | 0.0% | 1.000 | 0.0000 | -0.006 | 0.000 | 0.019 |
| 50.00 | 19.36 | 17.60 | 21.50 | 0.00 | 1 | 1 | 0.0% | 1.000 | 0.0000 | -0.006 | 0.000 | 0.019 |
| 54.00 | 13.00 | 13.30 | 15.70 | 0.00 | 1 | 2 | 0.0% | 1.000 | 0.0000 | -0.006 | 0.000 | 0.021 |
| 55.00 | 13.65 | 13.80 | 17.80 | 0.00 | 1 | 1 | 108.2% | 0.918 | 0.0099 | -0.088 | 0.021 | 0.019 |
| 58.50 | 5.00 | 12.10 | 14.70 | 0.00 | 0 | 32 | 102.8% | 0.874 | 0.0143 | -0.113 | 0.029 | 0.019 |
| 59.00 | 5.00 | 0.00 | 0.00 | 0.00 | 1 | 32 | 0.0% | 1.000 | 0.0000 | -0.007 | 0.000 | 0.023 |
| 60.00 | 9.44 | 9.10 | 11.90 | 0.00 | 1 | 1 | 0.0% | 1.000 | 0.0000 | -0.007 | 0.000 | 0.023 |
| 61.00 | 6.65 | 9.60 | 12.30 | 0.00 | 0 | 5 | 91.2% | 0.849 | 0.0182 | -0.113 | 0.033 | 0.019 |
| 61.50 | 6.65 | 0.00 | 0.00 | 0.00 | 4 | 5 | 0.0% | 1.000 | 0.0000 | -0.007 | 0.000 | 0.024 |
| 62.50 | 8.20 | 4.90 | 6.90 | 0.00 | 4 | 2 | 0.0% | 1.000 | 0.0000 | -0.007 | 0.000 | 0.024 |
| 63.50 | 1.70 | 7.00 | 10.10 | 0.00 | 0 | 23 | 83.9% | 0.806 | 0.0232 | -0.122 | 0.039 | 0.018 |
| 64.00 | 1.70 | 0.00 | 0.00 | 0.00 | 1 | 23 | 0.0% | 1.000 | 0.0000 | -0.008 | 0.000 | 0.025 |
| 64.50 | 5.75 | 6.10 | 9.00 | 0.00 | 0 | 2 | 75.4% | 0.799 | 0.0264 | -0.113 | 0.040 | 0.019 |
| 65.00 | 3.74 | 0.00 | 0.00 | 0.00 | 1 | 2 | 0.0% | 1.000 | 0.0000 | -0.008 | 0.000 | 0.025 |
| 66.00 | 4.82 | 5.00 | 7.30 | 0.00 | 0 | 36 | 61.7% | 0.789 | 0.0332 | -0.096 | 0.041 | 0.019 |
| 66.50 | 2.13 | 0.00 | 0.00 | 0.00 | 1 | 51 | 0.0% | 1.000 | 0.0000 | -0.008 | 0.000 | 0.025 |
| 67.00 | 5.00 | 4.60 | 6.50 | 2.40 | 3 | 33 | 60.0% | 0.757 | 0.0370 | -0.100 | 0.044 | 0.018 |
| 67.50 | 1.48 | 0.00 | 0.00 | 0.00 | 3 | 32 | 0.0% | 1.000 | 0.0000 | -0.008 | 0.000 | 0.026 |
| 68.50 | 4.10 | 3.50 | 4.40 | 0.81 | 6 | 46 | 37.9% | 0.772 | 0.0565 | -0.064 | 0.043 | 0.020 |
| 69.00 | 0.85 | 0.00 | 0.00 | 0.00 | 16 | 88 | 0.0% | 1.000 | 0.0000 | -0.008 | 0.000 | 0.026 |
| 69.50 | 3.20 | 2.85 | 4.50 | 0.95 | 4 | 127 | 53.1% | 0.662 | 0.0488 | -0.103 | 0.052 | 0.017 |
| 70.00 | 0.50 | 0.00 | 0.00 | 0.00 | 47 | 128 | 0.0% | 1.000 | 0.0000 | -0.008 | 0.000 | 0.027 |
| 71.00 | 1.85 | 0.75 | 2.95 | 0.65 | 40 | 292 | 41.0% | 0.598 | 0.0668 | -0.085 | 0.055 | 0.015 |
| 71.50 | 0.75 | 0.00 | 0.00 | 0.00 | 3 | 426 | 0.0% | 1.000 | 0.0000 | -0.008 | 0.000 | 0.027 |
| 72.00 | 0.96 | 0.95 | 1.95 | 0.08 | 2 | 426 | 32.8% | 0.530 | 0.0859 | -0.070 | 0.056 | 0.014 |
| 72.50 | 0.24 | 0.00 | 0.00 | 0.00 | 2 | 38 | 0.8% | 0.003 | 0.0906 | -0.000 | 0.001 | 0.000 |
| 73.50 | 0.47 | 0.40 | 0.95 | 0.00 | 36 | 67 | 26.5% | 0.375 | 0.1015 | -0.054 | 0.054 | 0.010 |
| 74.00 | 0.95 | 0.00 | 1.35 | 0.00 | 2 | 66 | 36.9% | 0.380 | 0.0732 | -0.074 | 0.054 | 0.010 |
| 74.50 | 0.20 | 0.00 | 0.95 | 0.00 | 0 | 121 | 32.4% | 0.322 | 0.0783 | -0.061 | 0.051 | 0.009 |
| 75.00 | 0.20 | 0.00 | 0.00 | 0.00 | 2 | 121 | 6.3% | 0.001 | 0.0037 | -0.000 | 0.000 | 0.000 |
| 76.50 | 0.80 | 0.00 | 1.00 | 0.00 | 2 | 9 | 44.0% | 0.265 | 0.0527 | -0.075 | 0.046 | 0.007 |
| 77.50 | 0.65 | 0.00 | 0.00 | 0.00 | 1 | 0 | 6.3% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 79.00 | 5.95 | 0.15 | 3.80 | 0.00 | 0 | 1 | 76.0% | 0.298 | 0.0323 | -0.135 | 0.049 | 0.008 |
| 79.50 | 0.10 | 0.00 | 0.95 | 0.00 | 0 | 11 | 56.6% | 0.208 | 0.0359 | -0.084 | 0.040 | 0.005 |
| 80.00 | 0.10 | 0.00 | 0.00 | 0.00 | 1 | 11 | 12.5% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 81.50 | 0.60 | 0.00 | 0.95 | 0.00 | 1 | 2 | 51.7% | 0.126 | 0.0283 | -0.055 | 0.029 | 0.003 |
| 82.50 | 5.05 | 0.20 | 2.55 | 0.00 | 1 | 1 | 79.1% | 0.217 | 0.0263 | -0.119 | 0.041 | 0.005 |
| 84.00 | 0.80 | 0.00 | 0.00 | 0.00 | 0 | 0 | 12.5% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 85.00 | 0.57 | 0.00 | 0.75 | 0.00 | 2 | 2 | 59.7% | 0.090 | 0.0193 | -0.050 | 0.023 | 0.002 |
| 86.50 | 0.30 | 0.00 | 0.75 | 0.00 | 1 | 3 | 64.2% | 0.085 | 0.0171 | -0.051 | 0.022 | 0.002 |
| 89.00 | 0.10 | 0.00 | 0.00 | 0.00 | 2 | 0 | 25.0% | 0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 90.00 | 0.20 | 0.00 | 0.75 | 0.00 | 3 | 6 | 74.2% | 0.074 | 0.0134 | -0.053 | 0.020 | 0.002 |
| 94.00 | 0.28 | 0.00 | 0.00 | 0.00 | 0 | 0 | 25.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 95.00 | 0.16 | 0.00 | 0.75 | 0.00 | 0 | 2 | 87.4% | 0.065 | 0.0102 | -0.056 | 0.018 | 0.002 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 54.00 | 0.10 | 0.00 | 0.75 | 0.00 | 1 | 4 | 96.5% | -0.051 | 0.0077 | -0.051 | 0.015 | -0.002 |
| 55.00 | 0.62 | 0.00 | 0.75 | 0.00 | 1 | 1 | 91.5% | -0.054 | 0.0085 | -0.050 | 0.015 | -0.002 |
| 57.00 | 0.05 | 0.00 | 2.60 | 0.00 | 0 | 4 | 117.4% | -0.127 | 0.0125 | -0.122 | 0.029 | -0.004 |
| 57.50 | 0.67 | 0.05 | 2.75 | 0.00 | 0 | 4 | 117.5% | -0.135 | 0.0131 | -0.127 | 0.031 | -0.004 |
| 58.50 | 0.09 | 0.00 | 0.75 | 0.00 | 5 | 18 | 74.6% | -0.065 | 0.0121 | -0.047 | 0.018 | -0.002 |
| 59.00 | 0.20 | 0.00 | 0.00 | 0.00 | 7 | 18 | 25.0% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 59.50 | 0.59 | 0.00 | 0.95 | 0.00 | 0 | 21 | 74.3% | -0.080 | 0.0142 | -0.055 | 0.021 | -0.002 |
| 60.00 | 0.59 | 0.00 | 0.00 | 0.00 | 3 | 21 | 25.0% | -0.000 | 0.0001 | -0.000 | 0.000 | -0.000 |
| 61.00 | 0.40 | 0.00 | 1.00 | 0.00 | 0 | 1 | 68.0% | -0.091 | 0.0171 | -0.055 | 0.023 | -0.003 |
| 61.50 | 0.40 | 0.00 | 0.00 | 0.00 | 1 | 1 | 25.0% | -0.000 | 0.0005 | -0.000 | 0.000 | -0.000 |
| 62.00 | 0.37 | 0.00 | 0.95 | 0.00 | 0 | 47 | 62.1% | -0.095 | 0.0192 | -0.052 | 0.024 | -0.003 |
| 62.50 | 0.37 | 0.00 | 0.00 | 0.00 | 4 | 47 | 12.5% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 63.50 | 0.20 | 0.00 | 1.35 | 0.00 | 0 | 8 | 61.3% | -0.129 | 0.0244 | -0.064 | 0.030 | -0.004 |
| 64.00 | 0.51 | 0.00 | 0.00 | 0.00 | 3 | 11 | 12.5% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 64.50 | 0.09 | 0.00 | 0.75 | 0.00 | 2 | 60 | 58.3% | -0.148 | 0.0281 | -0.067 | 0.033 | -0.004 |
| 65.00 | 0.52 | 0.00 | 0.00 | 0.00 | 2 | 60 | 12.5% | -0.000 | 0.0000 | -0.000 | 0.000 | 0.000 |
| 66.00 | 0.45 | 0.00 | 0.75 | 0.00 | 0 | 45 | 50.2% | -0.168 | 0.0354 | -0.062 | 0.035 | -0.005 |
| 66.50 | 0.75 | 0.00 | 0.00 | 0.00 | 1 | 43 | 12.5% | -0.000 | 0.0008 | -0.000 | 0.000 | -0.000 |
| 67.00 | 0.21 | 0.00 | 0.60 | -0.44 | 5 | 14 | 41.0% | -0.166 | 0.0430 | -0.050 | 0.035 | -0.005 |
| 67.50 | 1.72 | 0.00 | 0.00 | 0.00 | 1 | 9 | 6.3% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 68.50 | 0.95 | 0.00 | 1.60 | 0.00 | 0 | 5 | 53.9% | -0.291 | 0.0450 | -0.091 | 0.048 | -0.009 |
| 69.00 | 3.16 | 0.00 | 0.00 | 0.00 | 2 | 0 | 6.3% | -0.000 | 0.0005 | -0.000 | 0.000 | -0.000 |
| 69.50 | 0.47 | 0.00 | 0.95 | -0.53 | 2 | 7 | 34.6% | -0.275 | 0.0684 | -0.056 | 0.047 | -0.008 |
| 70.00 | 2.75 | 0.00 | 0.00 | 0.00 | 1 | 9 | 3.1% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 71.00 | 1.40 | 0.05 | 1.90 | 0.00 | 1 | 13 | 41.5% | -0.403 | 0.0660 | -0.077 | 0.055 | -0.012 |
| 71.50 | 3.90 | 0.00 | 0.00 | 0.00 | 1 | 3 | 1.6% | -0.001 | 0.0116 | -0.000 | 0.000 | -0.000 |
| 72.00 | 0.90 | 0.85 | 1.40 | -0.60 | 15 | 14 | 24.7% | -0.468 | 0.1140 | -0.045 | 0.056 | -0.013 |
| 72.50 | 4.60 | 0.00 | 0.00 | 0.00 | 7 | 5 | 0.0% | -1.000 | 0.0000 | 0.009 | 0.000 | -0.028 |
| 74.00 | 8.70 | 6.70 | 8.80 | 0.00 | 1 | 0 | 114.5% | -0.499 | 0.0247 | -0.225 | 0.056 | -0.017 |
| 74.50 | 4.30 | 1.90 | 3.90 | 0.00 | 0 | 1 | 42.3% | -0.632 | 0.0631 | -0.075 | 0.053 | -0.019 |
| 75.00 | 9.15 | 5.80 | 9.60 | 0.00 | 1 | 1 | 103.3% | -0.535 | 0.0273 | -0.202 | 0.056 | -0.018 |
| 79.00 | 10.44 | 9.80 | 12.40 | 0.00 | 0 | 10 | 116.7% | -0.610 | 0.0233 | -0.219 | 0.054 | -0.021 |
| 85.00 | 15.70 | 14.20 | 18.20 | 0.00 | 0 | 0 | 129.2% | -0.698 | 0.0191 | -0.219 | 0.049 | -0.025 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.