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Verastem, Inc. Common Stock VSTM

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Market datapartial · fetched 2026-10-22T21:09:39.671Z

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 · 2026-10-22T20:36:05.175527205Z

FundamentalsAlpha Vantage · unavailable

Share price$10.00
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$0.14$2.03$3.91$5.79$7.67$4.19$6.96$9.73$12.50$15.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSTM spot · $10.00VSTM PRICE$0.35$0.44$0.53$0.62$0.70$1.90$1.95$1.03$1.19$1.42$1.65$2.48$3.32$1.04$1.75$2.40$1.90$1.40$1.02$2.50$2.59$2.68$2.96$3.48$4.06$7.13
PutsExpensive1.47×
CallsCheap0.95×
SkewBearish+27.28 pp
Implied moveBearish±$4.45
TiltBearish33.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.78130.8%51.3%7.32218.2%37.2%
25Δ13.94123.9%43.8%8.18250.0%35.7%
30Δ13.10117.0%36.3%9.02276.7%33.8%
35Δ12.27110.1%28.8%9.35211.4%25.5%
40Δ11.43103.2%21.3%9.68146.2%17.2%
45Δ16.38309.1%82.8%10.0689.3%9.6%
50Δ13.03256.2%49.8%11.11162.8%13.9%
55Δ10.1896.0%12.2%11.46148.5%11.3%
60Δ9.6890.1%8.7%11.81134.3%8.7%
65Δ9.3494.8%7.6%12.30127.0%6.7%
70Δ9.0199.5%6.5%12.94128.1%5.4%
75Δ8.14133.8%6.2%13.65127.2%4.1%
80Δ7.27168.6%5.9%16.76167.8%3.7%

20Δ

Calls
Pseudo strike
14.78
IV
130.8%
B/E move
51.3%
Puts
Pseudo strike
7.32
IV
218.2%
B/E move
37.2%

25Δ

Calls
Pseudo strike
13.94
IV
123.9%
B/E move
43.8%
Puts
Pseudo strike
8.18
IV
250.0%
B/E move
35.7%

30Δ

Calls
Pseudo strike
13.10
IV
117.0%
B/E move
36.3%
Puts
Pseudo strike
9.02
IV
276.7%
B/E move
33.8%

35Δ

Calls
Pseudo strike
12.27
IV
110.1%
B/E move
28.8%
Puts
Pseudo strike
9.35
IV
211.4%
B/E move
25.5%

40Δ

Calls
Pseudo strike
11.43
IV
103.2%
B/E move
21.3%
Puts
Pseudo strike
9.68
IV
146.2%
B/E move
17.2%

45Δ

Calls
Pseudo strike
16.38
IV
309.1%
B/E move
82.8%
Puts
Pseudo strike
10.06
IV
89.3%
B/E move
9.6%

50Δ

Calls
Pseudo strike
13.03
IV
256.2%
B/E move
49.8%
Puts
Pseudo strike
11.11
IV
162.8%
B/E move
13.9%

55Δ

Calls
Pseudo strike
10.18
IV
96.0%
B/E move
12.2%
Puts
Pseudo strike
11.46
IV
148.5%
B/E move
11.3%

60Δ

Calls
Pseudo strike
9.68
IV
90.1%
B/E move
8.7%
Puts
Pseudo strike
11.81
IV
134.3%
B/E move
8.7%

65Δ

Calls
Pseudo strike
9.34
IV
94.8%
B/E move
7.6%
Puts
Pseudo strike
12.30
IV
127.0%
B/E move
6.7%

70Δ

Calls
Pseudo strike
9.01
IV
99.5%
B/E move
6.5%
Puts
Pseudo strike
12.94
IV
128.1%
B/E move
5.4%

75Δ

Calls
Pseudo strike
8.14
IV
133.8%
B/E move
6.2%
Puts
Pseudo strike
13.65
IV
127.2%
B/E move
4.1%

80Δ

Calls
Pseudo strike
7.27
IV
168.6%
B/E move
5.9%
Puts
Pseudo strike
16.76
IV
167.8%
B/E move
3.7%

Options history

No recorded observations