VNDA · Iron Condor Setups

Vanda Pharmaceuticals Inc.

Iron condor opportunities for VNDA based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.

VNDA IV rank history

25 sessions

IV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).

Current Iron Condor Setup for VNDA
Score
21.86
Breach Rate
24.5%
142 of 579 observations
Avg Straddle
$1.13
19.0% of price
IV Rank
38%
IV Premium
1.30x
IV ÷ Realized Vol
Beta vs SPY
0.75
P/C Vol
0.91
Current Price
$3.94
Score formula: (1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty. Higher is better. VNDA is ranked against all other tracked symbols by score; see the full Iron Condor Screener for the leaderboard.
VNDA IV Rank — Last 30 Days
DateIV Rank
2026102639%
2026102347%
2026102227%
2026102130%
2026102054%
2026101935%
2026101611%
2026101523%
2026101428%
2026101329%
2026100938%
2026100825%
2026100727%
2026100635%
2026100538%
2026100228%
2026100123%
2026093024%
2026092811%
202609250%
2026092411%
2026092312%
2026092129%
2026091731%
2026091621%

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.