VNDA
Vanda Pharmaceuticals Inc.Healthcare$7.00
▲ Bullish
Mkt Cap: $413.8M|Float: 53.4M|SI: 6.0%|DTC: 0.7
Data as of market close Apr 2, 2026
IV Rank
73
IV Pctl
56%
HV 20d
93.5%
52W Range
$4-$10
ATR(14)
$0.46
Exp. Move
±12.9%
P/C Ratio
0.11
Earnings
May 6
GEX Positive
DEX Long
Net Put Premium
IV High
Exp. Move Wide
Low Put/Call
VNDA Key Options Data
- IV Rank
- 72.7%
- Total GEX
- $0.00B
- Total DEX
- $0.6M
- Max Pain
- $7.00
- Expected Move
- ±12.9%
- Put/Call OI
- 0.11
- Net Premium
- $-0.0M
- Spot Price
- $7.00
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$0.90 | ±12.9% | $6.10 | $7.90 |
| 2026-05-15 | 43 | ±$1.30 | ±18.6% | $5.70 | $8.30 |
| 2026-06-18 | 77 | ±$1.72 | ±24.6% | $5.28 | $8.72 |
| 2026-09-18 | 169 | ±$4.18 | ±59.6% | $2.82 | $11.18 |
| 2026-12-18 | 260 | ±$5.05 | ±72.1% | $1.95 | $12.05 |
Explore VNDA options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.