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Verastem, Inc. Common Stock VSTM

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:58:57.005Z

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 · 2026-11-11T21:00:06.525921307Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:49:00.486188+00:00

Share price$9.09
1D+3.3%
AH$8.74$8.86$8.99$9.11$9.235:30 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$0.25$0.95$1.65$2.36$3.06$6.54$7.71$8.88$10.05$11.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VSTM spot · $9.09VSTM PRICE$0.44$0.52$0.60$0.68$2.40$2.86$0.32$0.41$0.50$0.58$0.66$0.73$0.79$0.85$0.91
Puts——
Calls——
Skew——
Implied moveBearish±$1.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ8.06134.2%14.9%
30Δ8.31131.4%13.1%
35Δ8.56128.5%11.3%
40Δ9.73118.1%11.9%8.81125.7%9.5%
45Δ9.50117.1%10.3%9.03122.0%7.9%
50Δ9.27116.1%8.7%9.19115.1%6.9%
55Δ9.05115.0%7.0%9.35108.2%5.8%
60Δ9.50101.3%4.8%
65Δ9.6694.4%3.8%
70Δ7.92333.6%13.6%
75Δ7.28359.1%11.5%
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.06
IV
134.2%
B/E move
14.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.31
IV
131.4%
B/E move
13.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.56
IV
128.5%
B/E move
11.3%

40Δ

Calls
Pseudo strike
9.73
IV
118.1%
B/E move
11.9%
Puts
Pseudo strike
8.81
IV
125.7%
B/E move
9.5%

45Δ

Calls
Pseudo strike
9.50
IV
117.1%
B/E move
10.3%
Puts
Pseudo strike
9.03
IV
122.0%
B/E move
7.9%

50Δ

Calls
Pseudo strike
9.27
IV
116.1%
B/E move
8.7%
Puts
Pseudo strike
9.19
IV
115.1%
B/E move
6.9%

55Δ

Calls
Pseudo strike
9.05
IV
115.0%
B/E move
7.0%
Puts
Pseudo strike
9.35
IV
108.2%
B/E move
5.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.50
IV
101.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.66
IV
94.4%
B/E move
3.8%

70Δ

Calls
Pseudo strike
7.92
IV
333.6%
B/E move
13.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.28
IV
359.1%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
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%