BERKLEY W R CORP (WRB) Options Risk Score
Real-time risk analysis for WRB options traders — updated every 30 minutes.
Data last updated: 2026-09-06
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Is it risky to sell options on BERKLEY W R CORP (WRB) right now?
BERKLEY W R CORP (WRB) currently scores 6 out of 100 for options catalyst risk (LOW) over a 4-week expiry window. What pushes it there: an upcoming earnings report and 3 active legal filings, all landing inside the 4-week window. Below 45 is LOW: WRB's calendar looks clear across this window. Unscheduled news can still move any stock, so a low score is the absence of a known event, not the absence of risk.
WRB shows an IV Rank of 50, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 28%. Read IV Rank alongside the catalyst score: it says how expensive WRB options are, while the score says whether that price is justified by a scheduled event.
WRB is scheduled to report earnings on 2026-10-19, which falls inside a typical monthly options expiry — expect elevated implied volatility into the event and an IV crush afterward.
BERKLEY W R CORP (WRB) current implied volatility and IV Rank
BERKLEY W R CORP (WRB) currently has an IV Rank of 50 with implied volatility around 28%, alongside a TickerRisk options-risk score of 6/100. WRB's options are priced near the middle of their own yearly range — unremarkable volatility, so the trade has to stand on its own thesis rather than on rich or cheap premium.
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BERKLEY W R CORP (WRB) next earnings date — 2026-10-19
BERKLEY W R CORP (WRB) is scheduled to report on 2026-10-19 — about 43 days away, so a standard expiry would carry straight through it. WRB's IV Rank is currently 50. Implied volatility tends to build into the date and drop sharply once results are public. If the premium on WRB looks unusually generous right now, this is the most likely reason.
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