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Vanda Pharmaceuticals Inc VNDA 4.15 0.07 1.72%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
1.8
Put Call Ratio (OI)
0.209
Put Call Ratio (Vol)
0.389
IV Rank
52.2
IV Percentile
97.2
Max pain
4

Delta exposure (2026-11-11)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
9.0
218.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-12.8
12.8
View values by strike
VNDA · Delta exposure · 2026-11-11. Delta-weighted share equivalents.
StrikeCallsPuts
2.00 183 0
3.00 63.2 K -3.36 K
4.00 118 K -20.2 K
5.00 55.1 K -32.9 K
6.00 8.94 K -19.5 K
7.00 25.7 K -3.1 K
8.00 12.4 K -4.14 K
9.00 987 -2.75 K
10.00 32.5 K -8.1 K
11.00 1.35 K 0
12.00 6.01 K 0
15.00 1.15 K 0
17.00 6.06 K 0