Pre-market
⌘K
Sign in Sign up

Vanda Pharmaceuticals Inc VNDA 5.02 -0.11 -2.13%

VNDA Gamma Exposure (GEX)

VNDA (Vanda Pharmaceuticals Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
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

Gamma exposure (2026-09-21)

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}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-11.9
11.9
View values by strike
VNDA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 794 -292
4.00 140 -59
5.00 19.7 K -954
6.00 501 -1.52 K
7.00 4.48 K -165
8.00 492 -162
9.00 117 -89.2
10.00 5.74 K 0
11.00 102 0
12.00 611 -8.84
15.00 79.4 0
17.00 395 0