Not receiving verification code

I got a new iPhone SE over the weekend as my original one was no longer working. Data transfer was successful when I got the new phone. When I go into my Apple ID on my new SE it asks me two security questions. I created these on my old iPhone 4S and do not remember the answers as it was sometime ago that I created them. When I select "Forgotten answers" Apple offers to send a verification code to my "iPhone" but I am not receiving any codes. Is it somehow sending to either of my old (and now deactivated" phones? How do I receive the code on my new SE? Thanks!