Vanda Pharmaceuticals Inc... (VNDA)
NASDAQ: VNDA
· Real-Time Price · USD
4.51
-0.09 (-1.96%)
At close: Sep 12, 2025, 3:59 PM
4.47
-0.86%
After-hours: Sep 12, 2025, 07:28 PM EDT
VNDA Option Overview
Overview for all option chains of VNDA. As of September 13, 2025, VNDA options have an IV of 236.53% and an IV rank of 38.37%. The volume is 442 contracts, which is 249.72% of average daily volume of 177 contracts. The volume put-call ratio is 0, indicating a bullish sentiment in the market.
Implied Volatility
Implied Volatility (30d)
236.53%IV Rank
38.37%Historical Volatility
30.46%IV Low
72.49% on Mar 20, 2025IV High
500% on Jun 25, 2025Open Interest (OI)
Today's Open Interest
11,503Put-Call Ratio
1.08Put Open Interest
5,983Call Open Interest
5,520Open Interest Avg (30-day)
11,097Today vs Open Interest Avg (30-day)
103.66%Option Volume
Today's Volume
442Put-Call Ratio
0Put Volume
0Call Volume
442Volume Avg (30-day)
177Today vs Volume Avg (30-day)
249.72%Option Chain Statistics
This table provides a comprehensive overview of all VNDA options grouped by their expiration dates.
| Expiration | Call Vol | Put Vol | P/C Vol | Call OI | Put OI | P/C OI | Implied Volatility | Max Pain |
| Sep 19, 2025 | 0 | 0 | 0 | 1,617 | 3,765 | 2.33 | 236.53% | 4 |
| Oct 17, 2025 | 0 | 0 | 0 | 1,013 | 25 | 0.02 | 75.47% | 4 |
| Dec 19, 2025 | 150 | 0 | 0 | 1,730 | 2,181 | 1.26 | 67.66% | 4 |
| Mar 20, 2026 | 292 | 0 | 0 | 1,160 | 12 | 0.01 | 60.88% | 4 |