Options Skew Analytics

VRSN option chain

Strikes around the forward, as they were quoted at the close

Data as of 23 September 2026 (end of day)

2026-11-20(58 days)ATM 32.47%±38.07skew +0.68
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
06$156.80$160.70—$135.00—————
03$141.90$146.00—$150.00—————
03$112.30$116.20—$180.00—————
02$107.30$111.30—$185.00—————
011$102.40$106.70—$190.00—————
05$97.40$101.70—$195.00—————
0126$92.50$96.70—$200.00—————
05$82.90$86.80—$210.00—————
09$73.20$77.00—$220.00—————
051$63.60$67.30—$230.00—————
072$54.10$57.60—$240.00—————
1051$45.10$48.00—$250.0036.52%$2.25$2.95660
033$36.30$39.40—$260.0034.37%$2.95$4.60130
013$28.70$31.40—$270.0033.25%$4.80$6.80330
1203$21.70$24.30—$280.0032.23%$7.40$9.90170
047$16.20$18.00—$290.0032.44%$12.40$13.60100
047$11.70$13.3032.49%$300.00—$16.90$19.3050
129$8.60$9.6033.02%$310.00—$23.10$25.6090
0339$5.50$6.8032.57%$320.00—————
0245$3.10$4.9032.17%$330.00—————

Forward $294.13. The 25-delta put carries +0.68 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 30.70%±43.98skew +0.11
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$127.10$131.10—$165.00—————
032$64.70$68.20—$230.00—————
012$55.00$58.70—$240.00—————
011$46.40$49.50—$250.0032.95%$2.65$4.0060
04$38.20$41.70—$260.0031.96%$4.10$5.80251
04$31.00$34.00—$270.0031.16%$6.10$8.40241
04$24.50$27.00—$280.0030.69%$9.30$11.60131
01$18.90$21.20—$290.0030.83%$13.60$16.1010
01$14.20$16.2030.69%$300.00—$18.60$21.4010
2252$10.50$12.3030.70%$310.00—$24.90$27.6010
16$7.60$9.3030.84%$320.00—————
26$5.40$7.0031.05%$330.00—————
041$3.90$5.2031.39%$340.00—$47.90$51.6010

Forward $295.15. The 25-delta put carries +0.11 volatility points over the 25-delta call.

2027-01-15(114 days)ATM 29.98%±49.61skew +0.82
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$93.80$97.90—$200.00—————
01$66.00$69.00—$230.00—————
012$57.30$60.10—$240.0034.19%$3.00$3.90251
01$48.30$51.70—$250.0032.20%$3.40$5.6010
015$40.70$44.00—$260.0031.29%$5.10$7.601720
01$33.00$36.60—$270.0030.48%$7.30$10.3010
010$27.00$29.70—$280.0030.15%$10.60$13.80230
033$21.50$24.30—$290.0029.95%$15.10$17.8050
0151$16.70$18.8029.98%$300.00—$20.60$22.7021
26$12.90$14.8030.01%$310.00—$26.50$29.0040
027$9.70$11.5029.95%$320.00—$33.30$35.9010
029$6.90$8.9029.73%$330.00—$40.90$44.2020
019$4.90$6.8029.66%$340.00—$48.40$52.5010
060$3.40$5.3029.79%$350.00—————

Forward $296.05. The 25-delta put carries +0.82 volatility points over the 25-delta call.

2027-03-19(177 days)ATM 31.70%±65.71skew +2.11
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$119.50$123.00—$175.00—————
01$115.10$118.20—$180.00—————
02$110.00$113.70—$185.00—————
017$96.00$99.30—$200.00—————
—————$210.0038.12%$2.20$3.5051
01$78.30$81.10—$220.00—————
01$69.20$72.80—$230.0035.06%$4.10$5.2040
04$60.90$64.40—$240.0034.24%$5.60$6.8030
012$53.40$56.50—$250.0033.74%$7.80$8.8050
02$46.40$49.40—$260.0033.14%$10.20$11.4060
09$39.70$42.40—$270.00—————
015$33.90$36.50—$280.0032.44%$17.10$18.30120
06$29.20$31.10—$290.0032.27%$21.60$22.7010
18$24.00$25.4031.80%$300.00—$26.00$27.9012
16$19.80$21.2031.61%$310.00—$31.40$33.7010
023$16.10$17.5031.36%$320.00—————
02$12.90$14.4031.14%$330.00—$44.70$47.5020
04$10.40$11.8031.10%$340.00—————
014$8.30$9.6031.03%$350.00—$60.30$63.0020
01$6.50$7.8030.94%$360.00—————
01$3.80$5.1030.74%$380.00—————

Forward $297.70. The 25-delta put carries +2.11 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.