VeriSign Inc. (VRSN)
NASDAQ: VRSN
· Real-Time Price · USD
270.74
3.92 (1.47%)
At close: Aug 15, 2025, 2:46 PM
VRSN Delta Exposure By Expiry
The total Delta Exposure (DEX) for VRSN across all expirations shows 152,835.61 net shares that market makers must hedge, with 411,518.44 from calls and 258,682.83 from puts. The put-call delta ratio of 0.63 suggests neutral market maker positioning. The largest delta concentration at Sep 19, 25 with 65,068.04 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
VRSN DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 158,789.11 | -93,721.07 | 65,068.04 | 0.59 |
| Oct 17, 25 | 53,628.56 | -24,042.41 | 29,586.15 | 0.45 |
| Nov 21, 25 | 137,727.75 | -79,826.97 | 57,900.78 | 0.58 |
| Dec 19, 25 | 39,195.07 | -54,820.69 | -15,625.62 | 1.40 |
| Mar 20, 26 | 22,177.95 | -6,271.69 | 15,906.26 | 0.28 |