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Verastem, Inc. Common Stock VSTM

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Market datapartial · fetched 2026-10-22T23:42:31.868Z

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 · 2026-10-22T22:08:22.99397506Z

FundamentalsAlpha Vantage · unavailable

Share price$9.90
1D+8.6%
AH$9.04$9.32$9.60$9.87$10.155:30 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$0.23$1.31$2.39$3.47$4.55$4.28$6.98$9.69$12.40$15.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSTM spot · $9.90VSTM PRICE$0.35$0.44$0.53$0.62$0.72$1.90$1.95$1.02$1.26$1.49$1.70$1.86$2.02$0.99$1.69$2.39$1.99$1.54$1.08$2.48$2.56$2.64$2.72$3.20$3.71$4.24
PutsExpensive1.43×
CallsCheap0.91×
SkewBearish+29.04 pp
Implied moveBearish±$4.43
TiltBearish32.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.76133.4%52.6%7.26213.5%36.7%
25Δ13.90126.6%44.9%8.11244.5%35.2%
30Δ13.04119.7%37.1%8.95275.4%33.7%
35Δ12.18112.9%29.4%9.29220.5%26.3%
40Δ11.32106.1%21.6%9.59160.6%18.7%
45Δ16.45314.7%85.3%9.89100.7%11.0%
50Δ13.01260.9%51.1%11.02162.3%13.7%
55Δ9.9391.7%10.6%11.34148.4%11.3%
60Δ9.5897.3%9.5%11.67134.5%8.8%
65Δ9.23102.8%8.3%11.99120.7%6.4%
70Δ8.90104.5%7.1%12.60120.5%5.1%
75Δ8.5898.4%5.5%13.22119.8%3.9%
80Δ8.2792.2%3.9%13.87117.2%2.8%

20Δ

Calls
Pseudo strike
14.76
IV
133.4%
B/E move
52.6%
Puts
Pseudo strike
7.26
IV
213.5%
B/E move
36.7%

25Δ

Calls
Pseudo strike
13.90
IV
126.6%
B/E move
44.9%
Puts
Pseudo strike
8.11
IV
244.5%
B/E move
35.2%

30Δ

Calls
Pseudo strike
13.04
IV
119.7%
B/E move
37.1%
Puts
Pseudo strike
8.95
IV
275.4%
B/E move
33.7%

35Δ

Calls
Pseudo strike
12.18
IV
112.9%
B/E move
29.4%
Puts
Pseudo strike
9.29
IV
220.5%
B/E move
26.3%

40Δ

Calls
Pseudo strike
11.32
IV
106.1%
B/E move
21.6%
Puts
Pseudo strike
9.59
IV
160.6%
B/E move
18.7%

45Δ

Calls
Pseudo strike
16.45
IV
314.7%
B/E move
85.3%
Puts
Pseudo strike
9.89
IV
100.7%
B/E move
11.0%

50Δ

Calls
Pseudo strike
13.01
IV
260.9%
B/E move
51.1%
Puts
Pseudo strike
11.02
IV
162.3%
B/E move
13.7%

55Δ

Calls
Pseudo strike
9.93
IV
91.7%
B/E move
10.6%
Puts
Pseudo strike
11.34
IV
148.4%
B/E move
11.3%

60Δ

Calls
Pseudo strike
9.58
IV
97.3%
B/E move
9.5%
Puts
Pseudo strike
11.67
IV
134.5%
B/E move
8.8%

65Δ

Calls
Pseudo strike
9.23
IV
102.8%
B/E move
8.3%
Puts
Pseudo strike
11.99
IV
120.7%
B/E move
6.4%

70Δ

Calls
Pseudo strike
8.90
IV
104.5%
B/E move
7.1%
Puts
Pseudo strike
12.60
IV
120.5%
B/E move
5.1%

75Δ

Calls
Pseudo strike
8.58
IV
98.4%
B/E move
5.5%
Puts
Pseudo strike
13.22
IV
119.8%
B/E move
3.9%

80Δ

Calls
Pseudo strike
8.27
IV
92.2%
B/E move
3.9%
Puts
Pseudo strike
13.87
IV
117.2%
B/E move
2.8%

Options history

No recorded observations