Pre-market
⌘K
Sign in Sign up

Vanda Pharmaceuticals Inc VNDA 5.02 -0.11 -2.13%

VNDA Options Support & Resistance

VNDA (Vanda Pharmaceuticals Inc): Explore options-derived support and resistance levels, call walls and put walls. 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

Option Walls

A gamma wall is a strike where dealer gamma is concentrated.

Price often pauses or reverses there because dealers must hedge aggressively when the underlying crosses it. Walls above spot tend to act as resistance; walls below spot tend to act as support.

See also: Gamma exposure (GEX)

$3 Key Put Strike 3 $5 Call Wall $6 Put Wall $7 Key Call Strike 3 $10 Key Call Strike 1