VRSNVeriSign Inc
Options Analysis Report•SERVICES-COMPUTER PROGRAMMING SERVICES
Market Cap $25.0B|NASDAQ
● 2026-04-17$274.05
BULLISH
Analysis: 2026-04-16 EOD data
1Y +13.6%YTD +13.9%7D +5.5%
Options Vol
358
30D
Implied Move
±9.9%
IV Rank
13%
VRSN Options Overview
Mixed signals. Conditions favor option buyers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
7.9
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks8/9 checks passed
IV Rank
≤35%IV Rank 32.5% — cheap vs history
IV/HV Ratio
<1.05xIV/HV 0.87x — IV ≤ HV
Sector Relative≤50%
Sector percentile 5% — below sector median
Term Structure
<1.1xFront/Back 1.09x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 31.7% — normal range
Spread-Adjusted Value
<80%Effective IV 51.6% (ATM 31.7% + spread 9.9% + bias) — good value
Execution Efficiency
<3.0%Total drag 14.27% (spread 9.93% + slippage 4.34%) — high friction
Vega Efficiency
≥5.0Vega efficiency 81.95 (vega 81.379 / spread 9.93%) — efficient
Sentiment
Bullish or bearish?
5.9
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBullish - Strong signal (Conviction: +17%, Raw: +14%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +17% (bullish) — Raw: +14%
OI Skew Magnitude
≥15%|OI skew| 68.5% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +7.3%, OI skew +68.5% — weak (same direction)
Conviction Quality
≥2/3 conditions0-DTE 14%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -78%, ATM: +73%, OTM: +7% — bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 72% — very bearish vs sector
Activity
Unusual activity?
2.7
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks1/9 checks passed
Volume Surge
≥1.5xVolume 0.3x avg — normal
Turnover Rate
≥15%Vol/OI 2.1% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +32.0% (5d) — building
Sector Relative≥60%
Sector activity percentile 15% — quiet vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 40% — patient
Flow Conviction
≥30Conviction +17 (bullish) — mixed
Liquidity
Can I trade efficiently?
4.0
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 9.9% — wide
Adequate OI
≥10,000OI 17,039 — adequate
Active Volume
≥500Volume 358/day — thin
Reasonable Cost
≤$0.50$0.50 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 7% — much tighter than sector
Order Book Depth
≥100 contractsDepth 25.2 contracts (bid:11.7 ask:13.5) — thin
Execution Quality
<1.0%Avg slippage 4.34% — poor
Timing
Is now a good time?
6.4
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks4/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +9.5% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 32% — neutral
Event Detection
≥10pts kinkIV kink 3.5pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1128.70 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)caution advised: Earnings in 6d (elevated risk)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +17% @ 59% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls6.9
bullishIV cheap, mixed flow
Long Puts5.8
bearishIV cheap, mixed flow
Premium Sellers
Cash-Secured Put4.5
bullishIV too cheap, mixed flow
Covered Call3.8
bearishIV too cheap, mixed flow
For educational purposes only. Not investment advice.