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VeriSign, Inc. Common Stock VRSN

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Market datapartial · fetched 2026-10-22T23:51:15.662Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:30:50.621632187Z

FundamentalsAlpha Vantage · unavailable

Share price$295.01
1D-6.5%
AH$281$289$297$305$3145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVRSN
Sold putSold callAH

VeriSign, Inc. Common Stock options

Live interpolated VRSN call and put midpoint premiums by absolute delta.VeriSign, Inc. Common Stock$1.30$17.91$34.52$51.12$67.73$249.35$276.03$302.72$329.40$356.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRSN spot · $295.01VRSN PRICE$4.37$5.98$7.62$9.44$11.39$13.96$16.65$20.10$24.18$29.33$36.84$46.01$62.94$3.09$3.99$4.98$5.96$7.12$8.65$10.18$11.72$12.59$13.46$14.32$15.19
PutsCheap0.65×
CallsExpensive2.04×
SkewBullish-33.58 pp
Implied moveBullish±$26.84
TiltBullish44.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ336.0249.3%15.4%275.1731.7%7.8%
25Δ330.0651.8%13.9%280.1530.8%6.4%
30Δ322.9751.7%12.1%283.8029.9%5.5%
35Δ316.5051.8%10.5%287.4629.0%4.6%
40Δ310.4952.1%9.1%290.9228.4%3.8%
45Δ304.9853.5%8.1%293.9228.5%3.3%
50Δ299.4955.0%7.2%296.9328.6%2.8%
55Δ293.6557.1%6.4%299.9328.7%2.3%
60Δ287.4160.0%5.6%302.0326.9%1.9%
65Δ280.5064.2%5.0%304.1225.0%1.5%
70Δ271.5971.4%4.6%306.2023.1%1.1%
75Δ260.8679.4%4.0%308.2821.2%0.7%
80Δ243.3098.6%3.8%

20Δ

Calls
Pseudo strike
336.02
IV
49.3%
B/E move
15.4%
Puts
Pseudo strike
275.17
IV
31.7%
B/E move
7.8%

25Δ

Calls
Pseudo strike
330.06
IV
51.8%
B/E move
13.9%
Puts
Pseudo strike
280.15
IV
30.8%
B/E move
6.4%

30Δ

Calls
Pseudo strike
322.97
IV
51.7%
B/E move
12.1%
Puts
Pseudo strike
283.80
IV
29.9%
B/E move
5.5%

35Δ

Calls
Pseudo strike
316.50
IV
51.8%
B/E move
10.5%
Puts
Pseudo strike
287.46
IV
29.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
310.49
IV
52.1%
B/E move
9.1%
Puts
Pseudo strike
290.92
IV
28.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
304.98
IV
53.5%
B/E move
8.1%
Puts
Pseudo strike
293.92
IV
28.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
299.49
IV
55.0%
B/E move
7.2%
Puts
Pseudo strike
296.93
IV
28.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
293.65
IV
57.1%
B/E move
6.4%
Puts
Pseudo strike
299.93
IV
28.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
287.41
IV
60.0%
B/E move
5.6%
Puts
Pseudo strike
302.03
IV
26.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
280.50
IV
64.2%
B/E move
5.0%
Puts
Pseudo strike
304.12
IV
25.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
271.59
IV
71.4%
B/E move
4.6%
Puts
Pseudo strike
306.20
IV
23.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
260.86
IV
79.4%
B/E move
4.0%
Puts
Pseudo strike
308.28
IV
21.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
243.30
IV
98.6%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations