Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Verastem, Inc. (VSTM) had 150-Day Implied Volatility Skew of 0.6980 for 2024-06-14.

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

Figures for 2024-06-14

Volatility Metrics
Historical Volatility (Close-to-Close)	1.7994
Historical Volatility (Parkinson)	0.7134
Implied Volatility (Calls)	2.9835
Implied Volatility (Puts)	1.0792
Implied Volatility (Mean)	2.0314
Put-Call Implied Volatility Ratio	0.3617
Implied Volatility Skew	0.6980
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1476
Forward Price	4.72
Call Breakeven Price	7.35
Put Breakeven Price	2.75
Option Breakeven Price	6.77