Options Skew Analytics

VRSN option chain

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

Data as of 9 November 2026 (end of day)

2026-12-18(39 days)ATM 30.57%±30.60skew +0.36
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$138.80$142.80—$165.00—————
032$74.70$78.30—$230.00—————
013$64.90$68.60—$240.00—————
011$55.10$58.90—$250.00—————
04$45.80$49.50—$260.00—————
04$37.50$39.60—$270.0034.39%$1.80$2.451410
02$28.30$31.00—$280.0032.10%$2.90$3.80181
07$21.20$23.50—$290.0031.10%$5.10$6.20171
05$14.70$16.80—$300.0030.06%$8.30$9.7020
0338$9.90$11.0030.65%$310.00—$13.40$15.10702
019$6.10$7.1030.20%$320.00—$19.20$21.2030
30130$3.80$4.6030.74%$330.00—$26.90$29.1020
3105$2.10$3.0031.04%$340.00—$35.60$37.5010
315$1.20$2.0031.88%$350.00—$44.60$47.2010

Forward $306.18. The 25-delta put carries +0.36 volatility points over the 25-delta call.

2027-01-15(67 days)ATM 30.31%±39.98skew +1.66
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$104.90$108.90—$200.00—————
01$76.20$79.40—$230.00—————
011$66.70$69.60—$240.00—————
101$57.30$60.10—$250.00—————
015$48.90$51.10—$260.0033.45%$1.90$2.801760
01$39.30$42.70—$270.0031.89%$2.90$4.1020
010$31.50$34.20—$280.0030.78%$4.50$6.10310
033$24.40$27.40—$290.0030.23%$7.10$9.001280
0150$18.50$21.30—$300.0030.28%$11.20$12.8020
1306$13.50$16.2030.32%$310.00—$15.80$18.103080
027$9.30$10.8028.78%$320.00—$21.50$24.1020
2143$6.80$7.7029.36%$330.00—$28.70$31.1020
019$4.20$5.5029.12%$340.00—$37.00$38.7010
056$2.65$4.2029.78%$350.00—————
013$1.70$2.7529.72%$360.00—————
13$1.20$2.0030.59%$370.00—————

Forward $307.88. The 25-delta put carries +1.66 volatility points over the 25-delta call.

2027-03-19(130 days)ATM 31.23%±57.70skew +4.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
02$130.50$134.60—$175.00—————
01$125.70$129.60—$180.00—————
02$121.00$124.80—$185.00—————
01$116.00$119.90—$190.00—————
017$107.00$110.20—$200.00—————
01$87.60$91.30—$220.00—————
01$78.10$82.10—$230.00—————
04$69.40$73.20—$240.0035.02%$2.35$3.7030
012$60.90$64.40—$250.0034.08%$3.40$5.0070
03$52.50$56.50—$260.0033.42%$4.80$6.9060
08$44.90$48.90—$270.0033.14%$7.20$9.1010
018$38.20$41.30—$280.0034.39%$10.90$13.00690
04$32.00$34.60—$290.0032.18%$13.20$15.3040
08$26.30$29.10—$300.0032.15%$17.40$19.7050
015$21.30$24.0031.52%$310.00—$21.70$24.5050
022$16.90$19.2030.97%$320.00—————
03$12.90$15.5030.55%$330.00—$33.30$36.9020
0255$10.10$12.2030.41%$340.00—————
014$6.90$9.4029.46%$350.00—$47.70$51.4020
05$5.20$7.3029.47%$360.00—————
056$4.30$5.5029.80%$370.00—————

Forward $309.54. The 25-delta put carries +4.92 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.