Historical Volatility (Close-to-Close) (60-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 60-Day Historical Volatility (Close-to-Close) of 0.5136 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)	0.5136
Historical Volatility (Parkinson)	0.5825
Implied Volatility (Calls)	0.8433
Implied Volatility (Puts)	0.8343
Implied Volatility (Mean)	0.8388
Put-Call Implied Volatility Ratio	0.9894
Implied Volatility Skew	-0.0052
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2893
Forward Price	10.46
Call Breakeven Price	14.59
Put Breakeven Price	8.88
Option Breakeven Price	13.37