Vanda Pharmaceuticals Inc VNDA 5.02 -0.11 -2.13%
VNDA Historical Options Analysis
Explore VNDA (Vanda Pharmaceuticals Inc) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
VNDA / Comparative study
3 signals / 501 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.15
5.06
Mean
24.89
Window
+16.6%
ATM IV
z -1.06
0.46
Mean
0.77
Window
-22.8%
IV Percentile
z -1.59
0.8
Mean
51.51
Window
-97.2%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.92 | 0.76 |
| ATM IV | 0.92 | 1.00 | 0.80 |
| IV Percent... | 0.76 | 0.80 | 1.00 |
Source observations
Data inspector
1-50 of 501
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 5.02 | 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 |
| 2026-09-07 | 5.45 | 29.81 | 0.91 | 51.39 |
| 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 |
| 2026-08-31 | 5.4 | 24.05 | 0.8 | 30.8 |
| 2026-08-28 | 5.29 | 26.74 | 0.85 | 39.84 |
| 2026-08-27 | 5.44 | 25.42 | 0.83 | 36.65 |
| 2026-08-26 | 5.35 | 19.6 | 0.72 | 18.33 |
| 2026-08-25 | 5.44 | 23.6 | 0.8 | 31.08 |
| 2026-08-24 | 5.33 | 17.07 | 0.68 | 14.4 |
| 2026-08-21 | 5.28 | 17.79 | 0.69 | 15.94 |
| 2026-08-20 | 5.38 | 18.61 | 0.71 | 17.13 |
| 2026-08-19 | 5.57 | 19.07 | 0.72 | 18.33 |
| 2026-08-18 | 5.44 | 16.11 | 0.66 | 15.54 |
| 2026-08-17 | 5.26 | 24.81 | 0.82 | 34 |
| 2026-08-14 | 5.22 | 23.04 | 0.79 | 30.28 |
| 2026-08-13 | 5.03 | 47.33 | 1.22 | 86.85 |
| 2026-08-12 | 5.19 | 35.38 | 1.01 | 71.31 |
| 2026-08-11 | 4.93 | 52.51 | 1.31 | 90.04 |
| 2026-08-10 | 5.02 | 37.85 | 1.05 | 74.8 |
| 2026-08-07 | 5 | 53.27 | 1.33 | 90.84 |
| 2026-08-06 | 5.12 | 44.79 | 1.18 | 84.86 |
| 2026-08-05 | 5.09 | 50.5 | 1.28 | 89.64 |
| 2026-08-04 | 5.33 | 43.92 | 1.16 | 84.46 |
| 2026-08-03 | 5.23 | 39.86 | 1.09 | 80.4 |
| 2026-07-31 | 5.1 | 22.79 | 0.78 | 33.47 |
| 2026-07-30 | 5.18 | 29.05 | 0.89 | 53.78 |
| 2026-07-29 | 5.05 | 46.67 | 1.21 | 87.65 |
| 2026-07-28 | 5.16 | 18.12 | 0.7 | 22.71 |
| 2026-07-27 | 5.22 | 28.71 | 0.89 | 53.2 |
| 2026-07-24 | 5.18 | 14.99 | 0.64 | 19.52 |
| 2026-07-23 | 5.36 | 75.68 | 1.73 | 98.01 |
| 2026-07-22 | 5.35 | 45.81 | 1.19 | 87.25 |
| 2026-07-21 | 5.48 | 17.78 | 0.69 | 23.9 |
| 2026-07-20 | 5.32 | 20.16 | 0.73 | 26.4 |
| 2026-07-17 | 5.44 | 40.34 | 1.1 | 82.07 |
| 2026-07-16 | 5.45 | 44.22 | 1.16 | 86.45 |
| 2026-07-15 | 5.85 | 30.36 | 0.92 | 59.76 |
| 2026-07-14 | 5.85 | 34.31 | 0.99 | 72.51 |