VNDA · Vanda Pharmaceuticals Inc. · Options Chain

Track VNDA — free

$5.09 +0.05 (+0.99%) At close · Sep 11

Russell 2000 member Rebalance outlook locked

Market Cap

$307.76M

60.46M

Options Chain

Underlying $5.09 · at close Sep 11, 2026 Options Calculator

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Positioning

Sep 18, 2026 · 4 days to expiry · 38 contracts · mixed daily-bar sessions · Feb 24, 2026–Sep 11, 2026; 14 unknown

Put / call OI

0.17

Call-heavy positioning

Open interest

5,553

as of Sep 10, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$5.00

$0.09 below spot

ATM implied vol

153.3%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 4d Oct 16 32d Dec 18 95d Mar 19 186d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
4	1	—	—	$3.30	$4.90	$4.43		—	$0.00	$0.05	—	—	—	—
Call · $1 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-11 19:55:31.069 UTC Last $4.43 Breakeven $5.43 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 OI effective date Sep 10, 2026 Model this call Put · $1 Daily-bar session Unknown Quote as of 2026-09-11 17:11:38.130 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
2	2	—	—	$1.00	$5.50	$4.20		—	$0.00	$0.75	—	—	—	—
Call · $2 In the money Daily-bar session May 20, 2026 Quote as of 2026-09-11 19:55:31.090 UTC Last $4.20 Breakeven $6.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 10, 2026 Model this call Put · $2 Daily-bar session Unknown Quote as of 2026-09-11 19:59:36.876 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
20	2	—	—	$0.10	$4.00	$2.47		—	$0.00	$0.75	—	—	—	—
Call · $3 In the money Daily-bar session Aug 25, 2026 Quote as of 2026-09-11 19:59:38.718 UTC Last $2.47 Breakeven $5.47 Implied vol — Delta — Gamma — Theta — Vega — Open interest 20 OI effective date Sep 10, 2026 Model this call Put · $3 Daily-bar session Unknown Quote as of 2026-09-11 19:59:35.556 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	1	—	—	$0.00	$4.80	$2.65		$0.36	$0.00	$0.75	—	—	1	5
Call · $4 In the money Daily-bar session Jun 2, 2026 Quote as of 2026-09-11 19:59:34.976 UTC Last $2.65 Breakeven $6.65 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $4 Daily-bar session Jun 2, 2026 Quote as of 2026-09-11 19:59:38.722 UTC Last $0.36 Breakeven $3.64 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 OI effective date Sep 10, 2026 Model this put
1k	1	153.3%	0.606	$0.15	$0.75	$0.19		$0.10	$0.00	$0.25	—	—	25	706
Call · $5 In the money Daily-bar session Sep 11, 2026 Quote as of 2026-09-11 19:59:54.122 UTC Last $0.19 Breakeven $5.19 Implied vol 153.3% Delta 0.606 ≈61% ITM Gamma 0.416 Theta -0.036 Vega 0.002 Open interest 1k OI effective date Sep 10, 2026 Model this call Put · $5 Daily-bar session Sep 8, 2026 Quote as of 2026-09-11 19:59:54.189 UTC Last $0.10 Breakeven $4.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 706 OI effective date Sep 10, 2026 Model this put
Underlying $5.09
1k	32	—	—	$0.00	$0.05	$0.06		$0.65	$0.00	$3.60	—	—	1	45
Call · $6 Daily-bar session Sep 11, 2026 Quote as of 2026-09-11 15:02:00.804 UTC Last $0.06 Breakeven $6.06 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1k OI effective date Sep 10, 2026 Model this call Put · $6 In the money Daily-bar session Sep 8, 2026 Quote as of 2026-09-11 19:59:34.626 UTC Last $0.65 Breakeven $5.35 Implied vol — Delta — Gamma — Theta — Vega — Open interest 45 OI effective date Sep 10, 2026 Model this put
518	250	—	—	$0.00	$0.10	$0.05		$1.55	$0.10	$4.90	—	—	5	41
Call · $7 Daily-bar session Sep 3, 2026 Quote as of 2026-09-11 19:55:22.980 UTC Last $0.05 Breakeven $7.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 518 OI effective date Sep 10, 2026 Model this call Put · $7 In the money Daily-bar session Sep 3, 2026 Quote as of 2026-09-11 19:59:33.483 UTC Last $1.55 Breakeven $5.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 41 OI effective date Sep 10, 2026 Model this put
96	10	—	—	$0.00	$0.70	$0.08		$1.80	$0.80	$5.40	—	—	11	—
Call · $8 Daily-bar session Aug 4, 2026 Quote as of 2026-09-11 19:59:38.726 UTC Last $0.08 Breakeven $8.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 96 OI effective date Sep 10, 2026 Model this call Put · $8 In the money Daily-bar session May 1, 2026 Quote as of 2026-09-11 19:55:01.493 UTC Last $1.80 Breakeven $6.20 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1.9k	793	—	—	$0.00	$0.05	$0.01		$2.52	$1.70	$6.40	—	—	71	—
Call · $9 Daily-bar session Aug 25, 2026 Quote as of 2026-09-11 13:51:14.864 UTC Last $0.01 Breakeven $9.01 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1.9k OI effective date Sep 10, 2026 Model this call Put · $9 In the money Daily-bar session May 1, 2026 Quote as of 2026-09-11 19:55:01.628 UTC Last $2.52 Breakeven $6.48 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
63	10	—	—	$0.00	$0.75	$0.10		—	$2.50	$7.40	—	—	—	—
Call · $10 Daily-bar session Jul 24, 2026 Quote as of 2026-09-11 19:59:39.641 UTC Last $0.10 Breakeven $10.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 63 OI effective date Sep 10, 2026 Model this call Put · $10 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:53.277 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
12	2	—	—	$0.00	$0.75	$0.10		—	$3.50	$8.40	—	—	—	—
Call · $11 Daily-bar session Jul 22, 2026 Quote as of 2026-09-11 19:59:41.061 UTC Last $0.10 Breakeven $11.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 OI effective date Sep 10, 2026 Model this call Put · $11 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:38.729 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
33	43	—	—	$0.00	$0.75	$1.50		$4.30	$4.50	$9.40	—	—	5	—
Call · $12 Daily-bar session Mar 10, 2026 Quote as of 2026-09-11 19:59:42.452 UTC Last $1.50 Breakeven $13.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 33 OI effective date Sep 10, 2026 Model this call Put · $12 In the money Daily-bar session Feb 24, 2026 Quote as of 2026-09-11 19:59:38.729 UTC Last $4.30 Breakeven $7.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
2	1	—	—	$0.00	$0.75	$0.38		$7.30	$5.50	$10.40	—	—	4	1
Call · $13 Daily-bar session Mar 27, 2026 Quote as of 2026-09-11 19:59:43.680 UTC Last $0.38 Breakeven $13.38 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 10, 2026 Model this call Put · $13 In the money Daily-bar session Jun 16, 2026 Quote as of 2026-09-11 19:59:38.729 UTC Last $7.30 Breakeven $5.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 10, 2026 Model this put
5	1	—	—	$0.00	$0.75	$1.05		—	$6.50	$11.40	—	—	—	—
Call · $14 Daily-bar session Mar 12, 2026 Quote as of 2026-09-11 19:59:44.776 UTC Last $1.05 Breakeven $15.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 OI effective date Sep 10, 2026 Model this call Put · $14 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:38.729 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
5	5	—	—	$0.00	$0.75	$0.75		—	$7.50	$12.40	—	—	—	—
Call · $15 Daily-bar session May 29, 2026 Quote as of 2026-09-11 19:59:45.726 UTC Last $0.75 Breakeven $15.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 OI effective date Sep 10, 2026 Model this call Put · $15 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:38.727 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$8.80	$13.40	—	—	—	—
Call · $16 Daily-bar session Unknown Quote as of 2026-09-11 19:59:46.446 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $16 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:58:55.404 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.75	—		—	$9.50	$14.40	—	—	—	—
Call · $17 Daily-bar session Unknown Quote as of 2026-09-11 19:59:46.958 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $17 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:38.725 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$0.40	—		—	$10.50	$15.40	—	—	—	—
Call · $18 Daily-bar session Unknown Quote as of 2026-09-11 19:59:47.341 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $18 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:46.660 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
1	1	—	—	$0.00	$0.25	$0.25		—	$11.50	$16.40	—	—	—	—
Call · $19 Daily-bar session Jun 24, 2026 Quote as of 2026-09-11 19:58:30.424 UTC Last $0.25 Breakeven $19.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 10, 2026 Model this call Put · $19 In the money Daily-bar session Unknown Quote as of 2026-09-11 19:59:38.726 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Feb 24, 2026–Sep 11, 2026; 14 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

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) 8 filings 8 filers Visit website Investor relations