VNDA (Vanda Pharmaceuticals Inc.)
Expected Move & Straddle Price History
The expected move for VNDA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current VNDA Expected Move
30-Day Straddle
$2.70
7-Day Straddle
$0.57
Avg IV
1.9%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to VNDA's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
VNDA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $2.70 | $0.57 | 1.9% | 51% |
| 20260910 | $1.35 | $0.38 | 1.7% | 34% |
| 20260909 | $8.22 | $0.62 | 1.7% | 34% |
| 20260908 | $0.75 | $0.57 | 1.5% | 24% |
| 20260904 | $8.12 | $1.40 | 1.5% | 22% |
| 20260903 | $1.07 | $0.65 | 1.3% | 16% |
| 20260902 | $1.18 | $1.18 | 2.8% | 88% |
| 20260901 | $1.12 | $1.12 | 1.8% | 38% |
| 20260831 | $1.38 | $1.38 | 2.3% | 64% |
| 20260828 | $1.35 | $1.35 | 2.3% | 65% |
| 20260827 | $0.90 | $0.90 | 2.0% | 51% |
| 20260826 | $1.10 | $1.10 | 2.2% | 59% |
| 20260825 | $0.62 | $0.62 | 2.0% | 47% |
| 20260824 | $0.68 | $0.68 | 1.8% | 40% |
| 20260821 | $0.65 | $0.50 | 2.0% | 50% |
| 20260820 | $0.68 | $2.42 | 2.0% | 51% |
| 20260819 | $1.28 | $1.45 | 1.5% | 26% |
| 20260818 | $8.03 | $1.45 | 2.0% | 47% |
| 20260817 | $0.75 | $2.98 | 1.4% | 20% |
| 20260814 | $0.65 | $0.40 | 1.8% | 39% |
| 20260813 | $0.60 | $0.57 | 1.8% | 40% |
| 20260812 | $0.65 | $7.80 | 1.7% | 34% |
| 20260811 | $0.55 | $1.10 | 1.6% | 28% |
| 20260810 | $0.62 | $0.75 | 1.5% | 25% |
| 20260806 | $2.98 | $0.55 | 2.2% | 58% |
| 20260805 | $0.88 | $0.88 | 2.5% | 73% |
| 20260804 | $0.47 | $0.47 | 2.1% | 54% |
| 20260803 | $0.93 | $0.93 | 2.3% | 62% |
| 20260731 | $0.88 | $0.88 | 1.3% | 13% |
| 20260730 | $0.93 | $0.93 | 2.0% | 48% |
| 20260729 | $1.25 | $1.25 | 1.9% | 44% |
| 20260728 | $0.65 | $0.65 | 2.4% | 68% |
| 20260727 | $0.82 | $0.82 | 1.4% | 20% |
| 20260724 | $0.60 | $0.60 | 1.9% | 46% |
| 20260723 | $1.90 | $1.90 | 1.9% | 42% |
| 20260722 | $1.68 | $1.68 | 1.8% | 38% |
| 20260721 | $8.20 | $8.20 | 1.3% | 13% |
| 20260720 | $1.12 | $1.12 | 1.3% | 12% |
| 20260716 | $0.93 | $2.92 | 1.7% | 34% |
| 20260715 | $1.17 | $0.55 | 2.1% | 53% |
| 20260714 | $1.35 | $0.45 | 2.2% | 58% |
| 20260713 | $0.93 | $0.45 | 1.9% | 41% |
| 20260710 | $1.62 | $0.85 | 1.3% | 14% |
| 20260709 | $1.40 | $0.47 | 1.7% | 32% |
| 20260708 | $2.05 | $1.28 | 1.5% | 26% |
| 20260707 | $1.17 | $0.42 | 1.0% | 0% |
| 20260706 | $2.97 | $0.53 | 1.4% | 15% |
| 20260702 | $2.58 | $2.58 | 1.9% | 43% |
| 20260701 | $0.82 | $0.82 | 2.0% | 48% |
| 20260630 | $0.90 | $0.90 | 1.7% | 35% |
| 20260629 | $0.78 | $0.78 | 2.5% | 72% |
| 20260626 | $0.88 | $0.88 | 1.8% | 36% |
| 20260625 | $0.75 | $0.75 | 1.7% | 30% |
| 20260624 | $0.70 | $0.70 | 1.4% | 17% |
| 20260623 | $0.82 | $0.82 | 1.3% | 13% |
| 20260622 | $0.57 | $0.57 | 1.1% | 0% |
| 20260618 | $0.80 | $0.33 | 1.7% | 32% |
| 20260617 | $1.00 | $0.43 | 1.3% | 9% |
| 20260616 | $0.82 | $0.38 | 1.4% | 16% |
| 20260615 | $0.95 | $0.40 | 1.1% | 0% |