Options Chain for VANDA PHARMACEUTICALS INC COM (VNDA) - $5.30 as of 11/28/2025 3:04:50 PM EST
Calls
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1.00 | 3.70 | 6.60 | 5.15 | % | 5.15 | 0 | 0 | 0.00 | 1.00 | 0.00 | 0.00 | 11/28/2025 12:59:55 PM EST | |||
| 2.00 | 2.70 | 3.90 | 3.30 | % | 1.65 | 0 | 0 | 3.67 | 0.99 | 0.01 | 0.00 | 11/28/2025 12:59:55 PM EST | |||
| 3.00 | 1.80 | 3.20 | 2.50 | % | 0.83 | 0 | 0 | 3.11 | 0.94 | 0.05 | 0.00 | 11/28/2025 12:59:55 PM EST | |||
| 4.00 | 0.00 | 4.80 | 2.40 | 1.55 | 0.00 | 0.00% | 0.60 | 0 | 81 | 8.41 | 0.83 | 0.12 | -0.01 | 11/19/2025 | 11/28/2025 12:59:55 PM EST |
| 5.00 | 0.00 | 1.00 | 0.50 | 0.87 | 0.00 | 0.00% | 0.10 | 0 | 406 | 1.04 | 0.65 | 0.19 | -0.01 | 11/26/2025 | 11/28/2025 12:59:55 PM EST |
| 6.00 | 0.40 | 0.55 | 0.48 | 0.45 | +0.01 | +2.28% | 0.08 | 347 | 3,326 | 0.93 | 0.45 | 0.21 | -0.01 | 11/28/2025 | 11/28/2025 12:59:55 PM EST |
| 7.00 | 0.05 | 0.30 | 0.18 | 0.30 | +0.10 | +50.00% | 0.03 | 20 | 586 | 0.95 | 0.30 | 0.18 | -0.01 | 11/28/2025 | 11/28/2025 12:59:55 PM EST |
| 8.00 | 0.05 | 0.70 | 0.38 | 0.10 | 0.00 | 0.00% | 0.05 | 0 | 86 | 1.25 | 0.19 | 0.14 | -0.01 | 11/10/2025 | 11/28/2025 12:59:55 PM EST |
| 9.00 | 0.00 | 0.75 | 0.38 | % | 0.04 | 0 | 0 | 2.06 | 0.10 | 0.09 | 0.00 | 11/28/2025 12:59:55 PM EST | |||
| 10.00 | 0.00 | 0.75 | 0.38 | % | 0.04 | 0 | 0 | 2.24 | 0.06 | 0.06 | 0.00 | 11/28/2025 12:59:55 PM EST |
Puts
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1.00 | 0.00 | 0.75 | 0.38 | % | 0.38 | 0 | 0 | 8.55 | 0.00 | 0.00 | 0.00 | 11/28/2025 12:59:55 PM EST | |||
| 2.00 | 0.00 | 0.75 | 0.38 | % | 0.19 | 0 | 0 | 4.47 | -0.01 | 0.01 | 0.00 | 11/28/2025 12:59:55 PM EST | |||
| 3.00 | 0.00 | 0.15 | 0.08 | % | 0.03 | 0 | 0 | 1.48 | -0.06 | 0.05 | 0.00 | 11/28/2025 12:59:55 PM EST | |||
| 4.00 | 0.15 | 0.35 | 0.25 | 0.25 | 0.00 | 0.00% | 0.06 | 0 | 62 | 1.10 | -0.17 | 0.12 | -0.01 | 11/26/2025 | 11/28/2025 12:59:55 PM EST |
| 5.00 | 0.00 | 0.75 | 0.38 | 0.60 | 0.00 | 0.00% | 0.08 | 0 | 89 | 1.24 | -0.35 | 0.19 | -0.01 | 11/18/2025 | 11/28/2025 12:59:55 PM EST |
| 6.00 | 0.80 | 1.55 | 1.18 | % | 0.20 | 0 | 0 | 1.00 | -0.55 | 0.21 | -0.01 | 11/28/2025 12:59:55 PM EST | |||
| 7.00 | 1.35 | 2.30 | 1.83 | 1.70 | 0.00 | 0.00% | 0.26 | 0 | 2 | 1.52 | -0.70 | 0.18 | -0.01 | 10/28/2025 | 11/28/2025 12:59:55 PM EST |
| 8.00 | 0.30 | 3.40 | 1.85 | % | 0.23 | 0 | 0 | 1.92 | -0.81 | 0.14 | -0.01 | 11/28/2025 12:59:55 PM EST | |||
| 9.00 | 2.70 | 4.30 | 3.50 | % | 0.39 | 0 | 0 | 2.01 | -0.90 | 0.09 | 0.00 | 11/28/2025 12:59:55 PM EST | |||
| 10.00 | 3.90 | 5.30 | 4.60 | 4.88 | 0.00 | 0.00% | 0.46 | 0 | 14 | 2.19 | -0.94 | 0.06 | 0.00 | 11/19/2025 | 11/28/2025 12:59:55 PM EST |