VNDA · Vanda Pharmaceuticals Inc.

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$5.05 -0.11 (-2.13%) At close · Jul 29

Market Cap

$310.30M

60.14M

Options Chain

15-min delayed Underlying $5.05 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 22 contracts

Put / call OI

0.06

Call-heavy positioning

Open interest

2,768

contracts outstanding

Volume

680

traded today

Max pain

$5.00

$0.05 below spot

ATM implied vol

98.5%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Dec 18 141d Mar 19 232d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	537.8%	0.969	—		$0.21	—	—	2	0
Call · $1 In the money Last — Breakeven — Implied vol 537.8% Delta 0.969 ≈97% ITM Gamma 0.01 Theta -0.01 Vega 0.001 Open interest 0 Model this call Put · $1 Last $0.21 Breakeven $0.79 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	509.2%	0.912	—		—	—	—	—	0
Call · $2 In the money Last — Breakeven — Implied vol 509.2% Delta 0.912 ≈91% ITM Gamma 0.025 Theta -0.023 Vega 0.002 Open interest 0 Model this call Put · $2 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	214.1%	0.886	—		—	—	—	—	0
Call · $3 In the money Last — Breakeven — Implied vol 214.1% Delta 0.886 ≈89% ITM Gamma 0.073 Theta -0.011 Vega 0.002 Open interest 0 Model this call Put · $3 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	168.3%	0.765	—		—	—	—	—	0
Call · $4 In the money Last — Breakeven — Implied vol 168.3% Delta 0.765 ≈76% ITM Gamma 0.148 Theta -0.014 Vega 0.004 Open interest 0 Model this call Put · $4 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1.1k	482	151%	0.567	$0.47		$0.35	-0.506	45.9%	15	95
Call · $5 In the money Last $0.47 Breakeven $5.47 Implied vol 151% Delta 0.567 ≈57% ITM Gamma 0.214 Theta -0.017 Vega 0.005 Open interest 1.1k Model this call Put · $5 Last $0.35 Breakeven $4.65 Implied vol 45.9% Delta -0.506 ≈51% ITM Gamma 0.713 Theta -0.005 Vega 0.005 Open interest 95 Model this put
Underlying $5.05
446	16	100.2%	0.262	$0.10		$0.75	-0.751	96.3%	15	62
Call · $6 Last $0.10 Breakeven $6.10 Implied vol 100.2% Delta 0.262 ≈26% ITM Gamma 0.266 Theta -0.009 Vega 0.004 Open interest 446 Model this call Put · $6 In the money Last $0.75 Breakeven $5.25 Implied vol 96.3% Delta -0.751 ≈75% ITM Gamma 0.272 Theta -0.008 Vega 0.004 Open interest 62 Model this put
129	100	116.5%	0.15	$0.25		—	—	—	—	0
Call · $7 Last $0.25 Breakeven $7.25 Implied vol 116.5% Delta 0.15 ≈15% ITM Gamma 0.162 Theta -0.007 Vega 0.003 Open interest 129 Model this call Put · $7 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
973	50	184.9%	0.21	$0.05		—	-0.798	182.2%	—	0
Call · $8 Last $0.05 Breakeven $8.05 Implied vol 184.9% Delta 0.21 ≈21% ITM Gamma 0.126 Theta -0.015 Vega 0.004 Open interest 973 Model this call Put · $8 In the money Last — Breakeven — Implied vol 182.2% Delta -0.798 ≈80% ITM Gamma 0.127 Theta -0.014 Vega 0.004 Open interest 0 Model this put
0	—	—	—	—		—	-1	0.2%	—	0
Call · $9 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $9 In the money Last — Breakeven — Implied vol 0.2% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
0	—	—	—	—		—	-0.684	318.4%	—	0
Call · $10 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $10 In the money Last — Breakeven — Implied vol 318.4% Delta -0.684 ≈68% ITM Gamma 0.09 Theta -0.03 Vega 0.004 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $11 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $11 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1347178 CUSIP 921659108 13F (30d) 28 filings 28 filers Visit website Investor relations