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VeriSign, Inc. Common Stock VRSN

i

Market datapartial · fetched 2026-11-12T17:08:00.790Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T17:08:03.093513907Z

FundamentalsAlpha Vantage · unavailable

Share price$313.92
1D-0.2%
$312.12$312.78$313.45$314.12$314.795:30 AM6:30 AM9:00 AM1:00 PMVRSN
Sold putSold call

VeriSign, Inc. Common Stock options

Live interpolated VRSN call and put midpoint premiums by absolute delta.VeriSign, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.31$0.09$0.50$0.91$1.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVRSN PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.08%
Daily close
VRSN28.6%32.2%35.9%2026-08-14: 30.07%2026-08-17: 30.80%2026-08-18: 32.40%2026-08-19: 32.04%2026-08-21: 30.06%2026-08-24: 31.66%2026-08-25: 30.90%2026-08-26: 30.70%2026-08-27: 30.63%2026-08-28: 30.02%2026-08-31: 30.59%2026-09-01: 30.41%2026-09-02: 30.06%2026-09-03: 30.36%2026-09-04: 29.86%2026-09-08: 31.60%2026-09-09: 31.21%2026-09-10: 30.66%2026-09-11: 30.33%2026-09-14: 31.56%2026-09-15: 31.39%2026-09-16: 32.50%2026-09-18: 29.77%2026-09-21: 30.27%2026-09-22: 29.69%2026-09-23: 30.49%2026-09-24: 30.43%2026-09-25: 30.37%2026-09-28: 30.85%2026-09-29: 30.02%2026-09-30: 30.10%2026-10-01: 29.28%2026-10-02: 29.07%2026-10-05: 30.22%2026-10-06: 29.97%2026-10-07: 29.81%2026-10-08: 30.57%2026-10-09: 30.74%2026-10-12: 32.31%2026-10-13: 32.51%2026-10-14: 34.47%2026-10-16: 32.65%2026-10-19: 32.53%2026-10-20: 32.58%2026-10-21: 33.70%2026-10-22: 35.35%2026-10-23: 30.49%2026-10-26: 30.94%2026-10-27: 31.03%2026-10-28: 30.79%2026-10-29: 30.93%2026-10-30: 31.08%Aug 14Sep 23Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
30.07%
30.80%
32.40%
32.04%
30.06%
31.66%
30.90%
30.70%
30.63%
30.02%
30.59%
30.41%
30.06%
30.36%
29.86%
31.60%
31.21%
30.66%
30.33%
31.56%
31.39%
32.50%
29.77%
30.27%
29.69%
30.49%
30.43%
30.37%
30.85%
30.02%
30.10%
29.28%
29.07%
30.22%
29.97%
29.81%
30.57%
30.74%
32.31%
32.51%
34.47%
32.65%
32.53%
32.58%
33.70%
35.35%
30.49%
30.94%
31.03%
30.79%
30.93%
31.08%