IntraAlpha
Create free account Start free

Verastem, Inc. Common Stock VSTM

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-04T07:39:22.960Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:36:15.399019049Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T07:39:22.981601+00:00

Share price$9.87
1D+2.9%
AH$9.43$9.57$9.71$9.85$9.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSTM
Sold putSold callAH

Verastem, Inc. Common Stock options

Live interpolated VSTM call and put midpoint premiums by absolute delta.Verastem, Inc. Common Stock$0.29$1.03$1.77$2.50$3.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEVSTM PRICE$0.61$0.71$0.81$0.91$1.01$1.12$1.65$0.37$0.49$0.61$0.86$1.16$2.83$3.03
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.07138.5%22.0%
25Δ8.47135.6%19.2%
30Δ8.87132.6%16.3%
35Δ9.27140.7%14.8%
40Δ9.66154.1%13.9%
45Δ
50Δ10.0582.8%8.0%
55Δ9.8380.6%6.8%
60Δ9.6378.9%5.8%
65Δ9.4277.1%4.7%
70Δ9.2275.4%3.7%12.20148.3%5.0%
75Δ9.0273.6%2.7%12.52138.3%3.8%
80Δ8.4489.3%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.07
IV
138.5%
B/E move
22.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.47
IV
135.6%
B/E move
19.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.87
IV
132.6%
B/E move
16.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.27
IV
140.7%
B/E move
14.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.66
IV
154.1%
B/E move
13.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
10.05
IV
82.8%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.83
IV
80.6%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.63
IV
78.9%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.42
IV
77.1%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.22
IV
75.4%
B/E move
3.7%
Puts
Pseudo strike
12.20
IV
148.3%
B/E move
5.0%

75Δ

Calls
Pseudo strike
9.02
IV
73.6%
B/E move
2.7%
Puts
Pseudo strike
12.52
IV
138.3%
B/E move
3.8%

80Δ

Calls
Pseudo strike
8.44
IV
89.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend125.86%
Daily EOD
VSTM113.7%136.9%160.0%2026-10-19: 133.09%2026-10-20: 116.87%2026-10-21: 151.33%2026-10-22: 137.61%2026-10-23: 156.83%2026-10-26: 142.94%2026-10-27: 144.98%2026-10-28: 144.44%2026-10-29: 150.03%2026-10-30: 125.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
133.09%
116.87%
151.33%
137.61%
156.83%
142.94%
144.98%
144.44%
150.03%
125.86%