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
Vanda Pharmaceuticals Greeks
Delta, Gamma, Theta, and Vega Greek Charts for VNDA options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 1.00 | 0.9552 | 0.0246 | -0.0165 | 0.0010 |
| 2.00 | 0.8060 | 0.0796 | -0.053 | 0.0030 |
| 3.00 | 0.6345 | 0.1551 | -0.0677 | 0.0045 |
| 4.00 | 0.4789 | 0.6017 | -0.0454 | 0.0056 |
| 5.00 | -0.5271 | 0.2076 | -0.0269 | 0.0034 |
| 6.00 | -0.806 | 0.2063 | -0.0126 | 0.0024 |
| 7.00 | -0.8377 | 0.1427 | -0.0145 | 0.0021 |
| 8.00 | -0.9526 | 0.0691 | -0.0043 | 0.0008 |