Historical Volatility (Close-to-Close) (180-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 180-Day Historical Volatility (Close-to-Close) of 0.6281 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)	0.6281
Historical Volatility (Parkinson)	0.6850
Implied Volatility (Calls)	0.6939
Implied Volatility (Puts)	0.8077
Implied Volatility (Mean)	0.7508
Put-Call Implied Volatility Ratio	1.1639
Implied Volatility Skew	0.0719
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0367
Forward Price	10.29
Call Breakeven Price	14.58
Put Breakeven Price	9.04
Option Breakeven Price	14.32