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Vanda Pharmaceuticals Inc VNDA 5.02 -0.11 -2.13%

VNDA Delta Exposure (DEX)

VNDA (Vanda Pharmaceuticals Inc): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.464
Put Call Ratio (OI)
0.167
Put Call Ratio (Vol)
0.145
IV Rank
5.06
IV Percentile
0.8
Max Pain
5

Delta exposure (2026-09-21)

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}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-11.9
11.9
View values by strike
VNDA · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
3.00 44.3 K -2.78 K
4.00 3.61 K -451
5.00 115 K -11 K
6.00 4.32 K -17.4 K
7.00 37.4 K -2.89 K
8.00 4.58 K -3.38 K
9.00 797 -2.5 K
10.00 37.5 K 0
11.00 2.11 K 0
12.00 5.69 K -464
15.00 1.05 K 0
17.00 5.52 K 0