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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

Gamma exposure (2026-11-11)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
9.0
218.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-12.8
12.8
View values by strike
VNDA · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.00 0.614 0
3.00 1.73 K -485
4.00 27.8 K -3.09 K
5.00 5.51 K -2.19 K
6.00 1.24 K -747
7.00 2.35 K -103
8.00 710 -101
9.00 53.4 -42.7
10.00 3.61 K -1.02e-6
11.00 77.7 0
12.00 415 0
15.00 56.2 0
17.00 284 0