Vanda Pharmaceuticals Inc... (VNDA)
NASDAQ: VNDA
· Real-Time Price · USD
4.41
-0.02 (-0.45%)
At close: Aug 15, 2025, 12:29 PM
VNDA Option Overview
Overview for all option chains of VNDA. As of August 15, 2025, VNDA options have an IV of 449.38% and an IV rank of 88.16%. The volume is 25 contracts, which is 27.47% of average daily volume of 91 contracts. The volume put-call ratio is 0, indicating a bullish sentiment in the market.
Implied Volatility
Implied Volatility (30d)
449.38%IV Rank
88.16%Historical Volatility
42.44%IV Low
72.49% on Mar 20, 2025IV High
500% on Jun 25, 2025Open Interest (OI)
Today's Open Interest
10,743Put-Call Ratio
1.23Put Open Interest
5,918Call Open Interest
4,825Open Interest Avg (30-day)
9,999Today vs Open Interest Avg (30-day)
107.44%Option Volume
Today's Volume
25Put-Call Ratio
0Put Volume
0Call Volume
25Volume Avg (30-day)
91Today vs Volume Avg (30-day)
27.47%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 |
| Aug 15, 2025 | 0 | 0 | 0 | 1,145 | 11 | 0.01 | 449.38% | 5 |
| Sep 19, 2025 | 0 | 0 | 0 | 1,553 | 3,750 | 2.41 | 126.79% | 4 |
| Oct 17, 2025 | 0 | 0 | 0 | 0 | 0 | 0 | 353.99% | 1 |
| Dec 19, 2025 | 10 | 0 | 0 | 1,698 | 2,155 | 1.27 | 56.41% | 4 |
| Mar 20, 2026 | 15 | 0 | 0 | 429 | 2 | 0 | 57.24% | 3 |