Vanda Pharmaceuticals Inc... (VNDA)
NASDAQ: VNDA
· Real-Time Price · USD
5.43
0.27 (5.23%)
At close: Oct 03, 2025, 3:59 PM
5.50
1.29%
After-hours: Oct 03, 2025, 07:59 PM EDT
VNDA Option Overview
Overview for all option chains of VNDA. As of October 05, 2025, VNDA options have an IV of 210.66% and an IV rank of 31.87%. The volume is 5,587 contracts, which is 835.13% of average daily volume of 669 contracts. The volume put-call ratio is 0, indicating a bullish sentiment in the market.
Implied Volatility
Implied Volatility (30d)
210.66%IV Rank
31.87%Historical Volatility
40.86%IV Low
75.29% on Jun 06, 2025IV High
500% on Jun 25, 2025Open Interest (OI)
Today's Open Interest
11,757Put-Call Ratio
0.43Put Open Interest
3,526Call Open Interest
8,231Open Interest Avg (30-day)
8,064Today vs Open Interest Avg (30-day)
145.8%Option Volume
Today's Volume
5,587Put-Call Ratio
0Put Volume
27Call Volume
5,560Volume Avg (30-day)
669Today vs Volume Avg (30-day)
835.13%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 |
| Oct 17, 2025 | 415 | 0 | 0 | 2,199 | 1,056 | 0.48 | 210.66% | 5 |
| Nov 21, 2025 | 59 | 16 | 0.27 | 141 | 243 | 1.72 | 116.9% | 5 |
| Dec 19, 2025 | 223 | 11 | 0.05 | 1,942 | 2,207 | 1.14 | 99.5% | 4 |
| Mar 20, 2026 | 4,863 | 0 | 0 | 3,949 | 20 | 0.01 | 104.3% | 2 |