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Vanda Pharmaceuticals Inc VNDA 4.15 0.07 1.72%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
VNDA / Comparative study
3 signals / 491 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 1.62
52.18
Mean
25.89
Window
+1408.1%
ATM IV
z 2.99
1.8
Mean
0.8
Window
+227.6%
IV Percentile
z 1.35
97.15
Mean
52.63
Window
+539.1%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.92 | 0.80 |
| ATM IV | 0.92 | 1.00 | 0.77 |
| IV Percent... | 0.80 | 0.77 | 1.00 |
Source observations
Data inspector
1-50 of 491
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-11 | 4.15 | 52.18 | 1.8 | 97.15 |
| 2026-11-10 | 4.08 | 65.57 | 2.18 | 99.59 |
| 2026-11-09 | 4.09 | 46.98 | 1.65 | 96.73 |
| 2026-11-06 | 3.82 | 62.86 | 2.11 | 98.78 |
| 2026-11-05 | 3.59 | 63.71 | 2.13 | 99.19 |
| 2026-11-04 | 3.88 | 58.95 | 1.99 | 98.43 |
| 2026-11-03 | 3.75 | 46.43 | 1.64 | 97.25 |
| 2026-11-02 | 3.88 | 38.89 | 1.42 | 92.91 |
| 2026-10-30 | 3.79 | 30.42 | 1.18 | 83.46 |
| 2026-10-29 | 4.05 | 24.69 | 1.01 | 69.17 |
| 2026-10-28 | 4 | 27.54 | 1.09 | 76.59 |
| 2026-10-27 | 3.99 | 22.23 | 0.94 | 56.35 |
| 2026-10-26 | 3.94 | 12.74 | 0.67 | 4.78 |
| 2026-10-23 | 4.01 | 24.63 | 1.01 | 69.44 |
| 2026-10-22 | 4.05 | 19.93 | 0.88 | 40.08 |
| 2026-10-21 | 4.01 | 28.7 | 1.13 | 80.16 |
| 2026-10-20 | 4.17 | 17.31 | 0.8 | 23.02 |
| 2026-10-19 | 4.09 | 20.59 | 0.89 | 46.61 |
| 2026-10-15 | 4.24 | 31.87 | 1.22 | 86.56 |
| 2026-10-14 | 4.22 | 37.34 | 1.37 | 92.89 |
| 2026-10-13 | 4.3 | 34.8 | 1.3 | 90.12 |
| 2026-10-12 | 4.54 | 13.14 | 0.68 | 7.94 |
| 2026-10-09 | 4.57 | 18.94 | 0.85 | 35.97 |
| 2026-10-08 | 4.53 | 10.39 | 0.6 | 4.35 |
| 2026-10-07 | 4.56 | 18.47 | 0.83 | 33.99 |
| 2026-10-06 | 4.52 | 100 | 3.17 | 100 |
| 2026-10-05 | 4.58 | 31.69 | 0.89 | 47.62 |
| 2026-10-02 | 4.63 | 25.54 | 0.78 | 21.34 |
| 2026-10-01 | 4.81 | 20.48 | 0.68 | 8.3 |
| 2026-09-30 | 4.91 | 43.22 | 1.1 | 79.84 |
| 2026-09-29 | 5.03 | 8.24 | 0.46 | 0.79 |
| 2026-09-28 | 5.17 | 0 | 0.3 | 0 |
| 2026-09-25 | 5.05 | 0 | 0.37 | 0 |
| 2026-09-24 | 4.98 | 21.54 | 0.83 | 33.33 |
| 2026-09-23 | 5.04 | 18.82 | 0.74 | 16.67 |
| 2026-09-22 | 5.21 | 22.63 | 0.78 | 21.43 |
| 2026-09-21 | 5.16 | 5.06 | 0.46 | 0.8 |
| 2026-09-18 | 5.13 | 25.82 | 0.83 | 34.92 |
| 2026-09-17 | 5.11 | 43.58 | 1.15 | 82.94 |
| 2026-09-16 | 5 | 38.38 | 1.06 | 76.19 |
| 2026-09-15 | 4.99 | 31.36 | 0.94 | 56.75 |
| 2026-09-14 | 5.15 | 24.85 | 0.82 | 31.47 |
| 2026-09-11 | 5.09 | 27.61 | 0.87 | 41.67 |
| 2026-09-10 | 5.04 | 19.16 | 0.72 | 14.29 |
| 2026-09-09 | 5.25 | 24.32 | 0.81 | 30.16 |
| 2026-09-08 | 5.33 | 33.47 | 0.97 | 65.08 |
| 2026-09-04 | 5.43 | 28.53 | 0.88 | 47.22 |
| 2026-09-03 | 5.34 | 19.47 | 0.72 | 16.27 |
| 2026-09-02 | 5.53 | 31.06 | 0.93 | 56.35 |
| 2026-09-01 | 5.42 | 31.54 | 0.94 | 57.77 |