VNDA · Expected Move
Vanda Pharmaceuticals Inc.
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).
VNDA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current VNDA Expected Move
30-Day Straddle
$0.75
7-Day Straddle
$0.75
30-Day ATM IV
106.5%
IV Rank
39%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $0.75 | $0.75 | 106.5% | 39% |
| 20261023 | $0.82 | $0.82 | 121.0% | 47% |
| 20261022 | $5.38 | $5.38 | 86.2% | 27% |
| 20261021 | $0.90 | $0.90 | 91.6% | 30% |
| 20261020 | $0.85 | $0.85 | 132.2% | 54% |
| 20261019 | $0.85 | $0.85 | 100.4% | 35% |
| 20261016 | $0.82 | $1.65 | 60.1% | 11% |
| 20261015 | $0.95 | $1.10 | 80.4% | 23% |
| 20261014 | $0.70 | $0.50 | 88.4% | 28% |
| 20261013 | $0.97 | $1.40 | 91.0% | 29% |
| 20261012 | $0.97 | $0.50 | — | — |
| 20261009 | $1.02 | $2.92 | 105.0% | 38% |
| 20261008 | $0.98 | $0.60 | 82.9% | 25% |
| 20261007 | $1.17 | $0.42 | 86.5% | 27% |
| 20261006 | $2.60 | $1.18 | 99.7% | 35% |
| 20261005 | $1.18 | $0.57 | 106.3% | 38% |
| 20261002 | $0.57 | $0.57 | 88.9% | 28% |
| 20261001 | $0.55 | $0.55 | 79.7% | 23% |
| 20260930 | $0.70 | $0.70 | 81.5% | 24% |
| 20260929 | $5.00 | $5.00 | — | — |
| 20260928 | $0.75 | $0.75 | 58.9% | 11% |
| 20260925 | $0.38 | $0.38 | 40.9% | 0% |
| 20260924 | $0.85 | $0.85 | 63.6% | 11% |
| 20260923 | $0.60 | $0.60 | 66.1% | 12% |
| 20260922 | $0.65 | $0.65 | — | — |
| 20260921 | $0.73 | $0.73 | 93.8% | 29% |
| 20260918 | $0.68 | $0.35 | — | — |
| 20260917 | $0.97 | $0.45 | 96.4% | 31% |
| 20260916 | $1.40 | $1.75 | 80.4% | 21% |
| 20260915 | $1.45 | $0.50 | — | — |
| 20260914 | $0.80 | $0.30 | — | — |
| 20260911 | $2.70 | $0.57 | 211.1% | 100% |
| 20260910 | $1.35 | $0.38 | 63.3% | 13% |
| 20260909 | $8.22 | $0.62 | 121.7% | 56% |
| 20260908 | $0.75 | $0.57 | 75.6% | 22% |
| 20260904 | $8.12 | $1.40 | — | — |
| 20260903 | $1.07 | $0.65 | 79.4% | 25% |
| 20260902 | $1.18 | $1.18 | 90.4% | 33% |
| 20260901 | $1.12 | $1.12 | 70.0% | 18% |
| 20260831 | $1.38 | $1.38 | 71.9% | 19% |
| 20260828 | $1.35 | $1.35 | 99.1% | 39% |
| 20260827 | $0.90 | $0.90 | 143.2% | 72% |
| 20260826 | $1.10 | $1.10 | 71.1% | 19% |
| 20260825 | $0.62 | $0.62 | 58.1% | 9% |
| 20260824 | $0.68 | $0.68 | 83.6% | 28% |
| 20260821 | $0.65 | $0.50 | 67.6% | 16% |
| 20260820 | $0.68 | $2.42 | 69.7% | 18% |
| 20260819 | $1.28 | $1.45 | — | — |
| 20260818 | $8.03 | $1.45 | — | — |
| 20260817 | $0.75 | $2.98 | 66.0% | 15% |
| 20260814 | $0.65 | $0.40 | 59.4% | 10% |
| 20260813 | $0.60 | $0.57 | 45.7% | 0% |
| 20260812 | $0.65 | $7.80 | 55.9% | 7% |
| 20260811 | $0.55 | $1.10 | 47.4% | 1% |
| 20260810 | $0.62 | $0.75 | 74.6% | 21% |
| 20260807 | — | — | 85.9% | 29% |
| 20260806 | $2.98 | $0.55 | — | — |
| 20260805 | $0.88 | $0.88 | — | — |
| 20260804 | $0.47 | $0.47 | 82.7% | 27% |
| 20260803 | $0.93 | $0.93 | 67.6% | 16% |
More on VNDA
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.