Vanda Pharmaceuticals Inc... (VNDA)
VNDA Daily Gamma Exposure
Current Gamma Exposure (GEX) is -2.76K, which is -58% above the 3M average of -6.55K. Over this period, GEX peaked at 1.43K on Jul 22, 2025 and bottomed at -14.52K on Jun 3, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 1.41 is below the recent average of 1.51, indicating call-heavy positioning. High GEX volatility (±4.04K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 14, 2025 | 6,661.34 | -9,420.36 | -2,759.02 | 1.41 |
| Aug 13, 2025 | 6,137.62 | -10,384.35 | -4,246.73 | 1.69 |
| Aug 12, 2025 | 5,993.33 | -11,213.56 | -5,220.23 | 1.87 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.