Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Verastem, Inc. (VSTM) had 30-Day Historical Volatility (Close-to-Close) of 0.4806 for 2024-04-19.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4806
Historical Volatility (Parkinson)	0.5686
Implied Volatility (Calls)	0.9038
Implied Volatility (Puts)	1.2486
Implied Volatility (Mean)	1.0762
Put-Call Implied Volatility Ratio	1.3815
Implied Volatility Skew	0.1600
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.8449
Forward Price	9.50
Call Breakeven Price	12.84
Put Breakeven Price	8.83
Option Breakeven Price	11.03