Share price$302.25
1D+4.8%
Sold putSold call
VeriSign Inc VRSN
TECHNOLOGY · SOFTWARE - INFRASTRUCTUREi
Market dataready · fetched 2026-10-23T14:12:35.375Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T14:12:07.816697252Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T14:12:33.545892+00:00
VeriSign Inc options
PutsCheap0.79×
CallsCheap0.92×
SkewBearish+1.52 pp
Implied moveBearish±$23.22
TiltBearish8.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 328.17 | 32.0% | 9.5% | 280.24 | 35.8% | 8.4% |
| 25Δ | 323.64 | 32.4% | 8.4% | 284.89 | 35.2% | 7.3% |
| 30Δ | 319.25 | 32.7% | 7.3% | 289.54 | 34.7% | 6.1% |
| 35Δ | 315.42 | 32.7% | 6.4% | 293.38 | 34.9% | 5.4% |
| 40Δ | 311.59 | 32.8% | 5.6% | 297.14 | 35.1% | 4.7% |
| 45Δ | 307.94 | 33.1% | 4.9% | 300.87 | 35.1% | 4.0% |
| 50Δ | 304.42 | 33.5% | 4.3% | 304.51 | 34.7% | 3.4% |
| 55Δ | 300.91 | 33.9% | 3.7% | 308.15 | 34.2% | 2.8% |
| 60Δ | 297.23 | 34.1% | 3.2% | 312.07 | 34.2% | 2.3% |
| 65Δ | 293.49 | 34.2% | 2.7% | 316.28 | 34.7% | 1.9% |
| 70Δ | 289.72 | 34.2% | 2.2% | 320.56 | 35.1% | 1.4% |
| 75Δ | 285.47 | 34.1% | 1.8% | 325.37 | 34.9% | 1.1% |
| 80Δ | 281.22 | 33.9% | 1.4% | 330.32 | 34.8% | 0.7% |
20Δ
- Pseudo strike
- 328.17
- IV
- 32.0%
- B/E move
- 9.5%
- Pseudo strike
- 280.24
- IV
- 35.8%
- B/E move
- 8.4%
25Δ
- Pseudo strike
- 323.64
- IV
- 32.4%
- B/E move
- 8.4%
- Pseudo strike
- 284.89
- IV
- 35.2%
- B/E move
- 7.3%
30Δ
- Pseudo strike
- 319.25
- IV
- 32.7%
- B/E move
- 7.3%
- Pseudo strike
- 289.54
- IV
- 34.7%
- B/E move
- 6.1%
35Δ
- Pseudo strike
- 315.42
- IV
- 32.7%
- B/E move
- 6.4%
- Pseudo strike
- 293.38
- IV
- 34.9%
- B/E move
- 5.4%
40Δ
- Pseudo strike
- 311.59
- IV
- 32.8%
- B/E move
- 5.6%
- Pseudo strike
- 297.14
- IV
- 35.1%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 307.94
- IV
- 33.1%
- B/E move
- 4.9%
- Pseudo strike
- 300.87
- IV
- 35.1%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 304.42
- IV
- 33.5%
- B/E move
- 4.3%
- Pseudo strike
- 304.51
- IV
- 34.7%
- B/E move
- 3.4%
55Δ
- Pseudo strike
- 300.91
- IV
- 33.9%
- B/E move
- 3.7%
- Pseudo strike
- 308.15
- IV
- 34.2%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 297.23
- IV
- 34.1%
- B/E move
- 3.2%
- Pseudo strike
- 312.07
- IV
- 34.2%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 293.49
- IV
- 34.2%
- B/E move
- 2.7%
- Pseudo strike
- 316.28
- IV
- 34.7%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 289.72
- IV
- 34.2%
- B/E move
- 2.2%
- Pseudo strike
- 320.56
- IV
- 35.1%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 285.47
- IV
- 34.1%
- B/E move
- 1.8%
- Pseudo strike
- 325.37
- IV
- 34.9%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 281.22
- IV
- 33.9%
- B/E move
- 1.4%
- Pseudo strike
- 330.32
- IV
- 34.8%
- B/E move
- 0.7%
Options history
No recorded observations