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Verastem Inc VSTM

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T18:50:05.646Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:50:01.912146483Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:41:29.800573+00:00

Share price$9.91
1D+7.5%
$9.05$9.30$9.56$9.81$10.065:30 AM6:30 AM9:00 AM1:00 PMVSTM
Sold putSold call

Verastem Inc options

Live interpolated VSTM call and put midpoint premiums by absolute delta.Verastem Inc$0.08$1.21$2.34$3.47$4.61$4.26$6.97$9.69$12.41$15.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSTM spot · $9.91VSTM PRICE$0.20$0.32$0.44$0.57$0.69$1.90$1.95$1.02$1.16$1.30$1.44$1.72$2.02$0.99$1.67$2.36$2.01$1.59$1.18$2.48$2.56$2.65$2.74$3.23$3.74$4.28
PutsExpensive1.43×
CallsCheap0.79×
SkewBearish+46.92 pp
Implied moveBearish±$4.43
TiltBearish36.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.0070.6%23.1%7.26213.0%36.7%
25Δ11.7777.6%22.0%8.11243.0%35.1%
30Δ11.5384.6%20.9%8.95273.1%33.5%
35Δ11.3091.7%19.8%9.32220.1%26.2%
40Δ11.0798.7%18.7%9.66161.7%18.6%
45Δ16.44313.1%85.1%10.00103.4%11.0%
50Δ13.01259.5%50.9%11.03162.3%13.8%
55Δ9.9692.0%10.7%11.36148.4%11.3%
60Δ9.6489.9%9.0%11.68134.5%8.8%
65Δ9.3387.8%7.3%12.02121.1%6.4%
70Δ9.0285.6%5.6%12.63121.3%5.1%
75Δ8.6388.3%4.5%13.26120.5%3.9%
80Δ8.2491.2%3.5%13.91118.1%2.8%

20Δ

Calls
Pseudo strike
12.00
IV
70.6%
B/E move
23.1%
Puts
Pseudo strike
7.26
IV
213.0%
B/E move
36.7%

25Δ

Calls
Pseudo strike
11.77
IV
77.6%
B/E move
22.0%
Puts
Pseudo strike
8.11
IV
243.0%
B/E move
35.1%

30Δ

Calls
Pseudo strike
11.53
IV
84.6%
B/E move
20.9%
Puts
Pseudo strike
8.95
IV
273.1%
B/E move
33.5%

35Δ

Calls
Pseudo strike
11.30
IV
91.7%
B/E move
19.8%
Puts
Pseudo strike
9.32
IV
220.1%
B/E move
26.2%

40Δ

Calls
Pseudo strike
11.07
IV
98.7%
B/E move
18.7%
Puts
Pseudo strike
9.66
IV
161.7%
B/E move
18.6%

45Δ

Calls
Pseudo strike
16.44
IV
313.1%
B/E move
85.1%
Puts
Pseudo strike
10.00
IV
103.4%
B/E move
11.0%

50Δ

Calls
Pseudo strike
13.01
IV
259.5%
B/E move
50.9%
Puts
Pseudo strike
11.03
IV
162.3%
B/E move
13.8%

55Δ

Calls
Pseudo strike
9.96
IV
92.0%
B/E move
10.7%
Puts
Pseudo strike
11.36
IV
148.4%
B/E move
11.3%

60Δ

Calls
Pseudo strike
9.64
IV
89.9%
B/E move
9.0%
Puts
Pseudo strike
11.68
IV
134.5%
B/E move
8.8%

65Δ

Calls
Pseudo strike
9.33
IV
87.8%
B/E move
7.3%
Puts
Pseudo strike
12.02
IV
121.1%
B/E move
6.4%

70Δ

Calls
Pseudo strike
9.02
IV
85.6%
B/E move
5.6%
Puts
Pseudo strike
12.63
IV
121.3%
B/E move
5.1%

75Δ

Calls
Pseudo strike
8.63
IV
88.3%
B/E move
4.5%
Puts
Pseudo strike
13.26
IV
120.5%
B/E move
3.9%

80Δ

Calls
Pseudo strike
8.24
IV
91.2%
B/E move
3.5%
Puts
Pseudo strike
13.91
IV
118.1%
B/E move
2.8%

Options history

No recorded observations