Implied Volatility Skew (180-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 180-Day Implied Volatility Skew of -0.0851 for 2024-05-21.

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

Figures for 2024-05-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6516
Historical Volatility (Parkinson)	0.6761
Implied Volatility (Calls)	0.7103
Implied Volatility (Puts)	0.8576
Implied Volatility (Mean)	0.7839
Put-Call Implied Volatility Ratio	1.2073
Implied Volatility Skew	-0.0851
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0896
Forward Price	11.95
Call Breakeven Price	15.45
Put Breakeven Price	9.63
Option Breakeven Price	14.94