Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.6548 for 2024-05-02.

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

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6548
Historical Volatility (Parkinson)	0.6862
Implied Volatility (Calls)	0.7484
Implied Volatility (Puts)	0.7515
Implied Volatility (Mean)	0.7500
Put-Call Implied Volatility Ratio	1.0041
Implied Volatility Skew	0.0602
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1226
Forward Price	10.54
Call Breakeven Price	16.12
Put Breakeven Price	9.00
Option Breakeven Price	15.46