If you want to validate the server against a local certificate, which you already saved, to further validate the target server, you have to use a fullchain.pem. Then the verify_peer option will work. So just get the server certificate, and search the root CA's pem's and copy everything into a single file. For example:
My certificate has the "GeoTrust TLS RSA CA G1" certificate in the chain, so you google that string. Go to the official digicert Geotrust page and download the "GeoTrustTLSRSACAG1.crt" certificate. Then you can use the following command to convert it into the pem format:
openssl x509 -inform DER -in GeoTrustTLSRSACAG1.crt -out GeoTrustTLSRSACAG1.crt.pem -outform PEM
