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
$1.32
7-Day Straddle
$0.62
Avg IV
1.3%
IV Rank
8%
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 |
|---|---|---|---|---|
| 20260613 | $1.32 | $0.62 | 1.3% | 8% |
| 20260612 | $1.32 | $0.60 | 1.4% | 14% |
| 20260611 | $1.07 | $0.60 | 1.6% | 21% |
| 20260610 | $1.15 | $0.60 | 1.3% | 10% |
| 20260609 | $0.97 | $0.55 | 1.2% | 3% |
| 20260608 | $1.18 | $0.53 | 1.8% | 35% |
| 20260605 | $1.15 | $0.60 | 1.6% | 22% |
| 20260604 | $1.80 | $0.80 | 1.5% | 16% |
| 20260603 | $1.27 | $0.75 | 1.6% | 24% |
| 20260602 | $0.88 | $0.88 | 2.7% | 79% |
| 20260601 | $0.73 | $0.73 | 2.4% | 63% |
| 20260529 | $0.57 | $0.57 | 2.6% | 77% |
| 20260528 | $0.95 | $0.95 | 2.2% | 55% |
| 20260527 | $0.78 | $0.78 | 2.5% | 70% |
| 20260526 | $0.50 | $0.50 | 2.3% | 59% |
| 20260522 | $0.57 | $0.57 | 2.1% | 51% |
| 20260521 | $0.70 | $0.70 | 2.1% | 51% |
| 20260520 | $0.57 | $0.57 | 1.9% | 37% |
| 20260519 | $0.68 | $0.68 | 2.1% | 48% |
| 20260518 | $0.93 | $0.93 | 1.9% | 38% |
| 20260515 | $1.05 | $0.45 | 1.7% | 27% |
| 20260514 | $1.05 | $1.23 | 1.7% | 27% |
| 20260513 | $1.12 | $0.70 | 1.6% | 26% |
| 20260512 | $1.20 | $0.97 | 1.8% | 33% |
| 20260511 | $0.95 | $0.62 | 1.8% | 32% |
| 20260510 | $1.20 | $0.48 | 1.6% | 21% |
| 20260508 | $1.20 | $0.48 | 1.7% | 30% |
| 20260507 | $0.97 | $0.73 | 2.0% | 43% |
| 20260506 | $1.60 | $1.12 | 1.8% | 31% |
| 20260505 | $1.60 | $0.85 | 1.5% | 18% |
| 20260504 | $2.83 | $1.50 | 1.4% | 15% |
| 20260502 | $0.90 | $0.90 | 3.0% | 95% |
| 20260501 | $0.93 | $0.93 | 3.0% | 95% |
| 20260430 | $1.02 | $1.02 | 1.8% | 35% |
| 20260429 | $0.82 | $0.82 | 1.8% | 36% |
| 20260428 | $1.02 | $1.02 | 1.9% | 41% |
| 20260427 | $0.90 | $0.90 | 2.3% | 58% |
| 20260424 | $0.93 | $0.93 | 1.7% | 28% |
| 20260423 | $0.88 | $0.88 | 1.7% | 29% |
| 20260422 | $1.45 | $1.45 | 1.8% | 35% |
| 20260421 | $0.78 | $0.78 | 2.2% | 52% |
| 20260420 | $1.12 | $1.12 | 1.8% | 32% |
| 20260417 | $1.20 | $0.43 | 1.4% | 14% |
| 20260416 | $3.12 | $0.45 | 1.8% | 35% |
| 20260415 | $1.10 | $0.75 | 1.7% | 29% |
| 20260414 | $1.30 | $0.80 | 1.3% | 7% |
| 20260413 | $2.12 | $0.77 | 1.6% | 21% |
| 20260410 | $1.25 | $0.65 | 1.5% | 19% |
| 20260409 | $1.35 | $0.95 | 1.3% | 6% |
| 20260408 | $1.42 | $0.72 | 1.7% | 28% |
| 20260407 | $1.27 | $0.95 | 1.5% | 20% |
| 20260406 | $1.65 | $0.80 | 1.5% | 16% |
| 20260402 | $1.40 | $0.90 | 1.3% | 6% |
| 20260401 | $0.78 | $0.78 | 2.4% | 66% |
| 20260331 | $0.88 | $0.88 | 2.2% | 55% |
| 20260330 | $1.07 | $1.07 | 2.4% | 66% |
| 20260327 | $0.88 | $0.88 | 2.2% | 56% |
| 20260326 | $1.00 | $1.00 | 1.8% | 36% |
| 20260325 | $1.10 | $1.10 | 1.7% | 28% |
| 20260324 | $0.95 | $0.95 | 2.6% | 74% |