VSTM · Expected Move

Verastem, Inc.

The expected move for VSTM is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

VSTM straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current VSTM Expected Move
30-Day Straddle
$1.40
7-Day Straddle
$1.40
30-Day ATM IV
109.1%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to VSTM's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
VSTM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261020 $1.40 $1.40 109.1% 11%
20261019 $2.48 $2.48 — —
20261016 $3.10 $0.58 121.6% 17%
20261015 $2.20 $0.30 112.3% 13%
20261014 $1.88 $0.80 98.1% 5%
20261013 $4.05 $2.77 267.4% 61%
20261012 $3.95 $2.92 184.3% 33%
20261009 $3.70 $3.08 191.6% 35%
20261008 $4.28 $4.40 191.7% 35%
20261007 $4.00 $2.60 269.0% 62%
20261006 $3.88 $2.40 230.9% 49%
20261005 $4.67 $2.55 217.1% 44%
20261002 $3.23 $3.23 209.5% 42%
20261001 $2.80 $2.80 223.0% 46%
20260930 $2.48 $2.48 196.3% 37%
20260929 $2.72 $2.72 213.9% 43%
20260928 $3.95 $3.95 188.7% 34%
20260925 $2.42 $2.42 — —
20260924 $3.67 $3.67 176.0% 30%
20260923 $2.72 $2.72 183.2% 33%
20260922 $2.95 $2.95 173.8% 29%
20260921 $3.23 $3.23 192.7% 36%
20260918 $4.35 $0.50 — —
20260917 $5.12 $1.02 284.5% 67%
20260916 $5.17 $1.07 — —
20260915 $4.78 $1.07 260.2% 59%
20260914 $3.70 $1.18 — —
20260911 $3.88 $1.30 229.7% 48%
20260910 $3.80 $1.75 — —
20260909 $2.88 $0.60 143.7% 19%
20260908 $2.85 $0.68 136.4% 17%
20260904 $3.60 $1.68 143.2% 19%
20260903 $4.97 $1.05 144.2% 19%
20260902 $1.85 $1.85 124.2% 12%
20260901 $1.88 $1.88 115.3% 9%
20260831 $1.18 $1.18 246.8% 54%
20260828 $1.10 $1.10 228.1% 48%
20260827 $1.12 $1.12 243.2% 53%
20260826 $0.95 $0.95 172.4% 29%
20260825 $1.07 $1.07 87.6% 0%
20260824 $1.07 $1.07 137.6% 17%
20260821 $3.38 $4.88 166.8% 27%
20260820 $3.32 $0.60 260.3% 59%
20260819 $3.45 $0.45 — —
20260818 $3.18 $0.68 — —
20260817 $3.28 $0.75 — —
20260814 $3.42 $0.50 102.4% 5%
20260813 $3.23 $2.98 179.5% 31%
20260812 $2.40 $0.53 89.9% 1%
20260811 $1.65 $0.53 90.3% 1%
20260810 $3.27 $1.98 153.6% 23%
20260807 — — 91.7% 1%
20260806 $3.55 $1.10 252.1% 56%
20260805 $1.88 $1.88 180.1% 32%
20260804 $1.90 $1.90 119.9% 11%
20260803 $1.90 $1.90 162.3% 27%
20260731 $1.88 $1.88 114.9% 11%
20260730 $2.00 $2.00 — —
20260729 $1.30 $1.30 — —
20260728 $2.12 $2.12 143.5% 21%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.