Options Chain for VANDA PHARMACEUTICALS INC COM (VNDA) - $4.40 as of 11/18/2025 3:47:33 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 | 2.00 | 6.40 | 4.20 | % | 4.20 | 0 | 0 | 0.01 | 1.00 | 0.00 | 0.00 | 11/18/2025 3:59:45 PM EST | |||
| 2.00 | 2.20 | 4.20 | 3.20 | 3.37 | 0.00 | 0.00% | 1.60 | 0 | 12 | 0.01 | 1.00 | 0.00 | 0.00 | 10/15/2025 | 11/18/2025 3:59:45 PM EST |
| 3.00 | 2.15 | 2.80 | 2.48 | 1.60 | 0.00 | 0.00% | 0.83 | 0 | 103 | 0.01 | 0.99 | 0.01 | 0.00 | 11/3/2025 | 11/18/2025 3:59:45 PM EST |
| 4.00 | 1.40 | 2.05 | 1.73 | 1.50 | +0.75 | +100.00% | 0.43 | 30 | 270 | 1.19 | 0.93 | 0.09 | -0.01 | 11/18/2025 | 11/18/2025 3:59:45 PM EST |
| 5.00 | 0.30 | 0.90 | 0.60 | 0.86 | +0.41 | +91.12% | 0.12 | 361 | 1,172 | 0.77 | 0.75 | 0.25 | -0.01 | 11/18/2025 | 11/18/2025 3:59:45 PM EST |
| 6.00 | 0.40 | 0.45 | 0.43 | 0.43 | +0.23 | +115.00% | 0.07 | 7,145 | 572 | 0.88 | 0.44 | 0.34 | -0.01 | 11/18/2025 | 11/18/2025 3:59:45 PM EST |
| 7.00 | 0.05 | 0.30 | 0.18 | 0.17 | +0.12 | +240.00% | 0.03 | 61 | 168 | 0.84 | 0.23 | 0.24 | -0.01 | 11/18/2025 | 11/18/2025 3:59:45 PM EST |
| 8.00 | 0.00 | 0.75 | 0.38 | 0.10 | -0.05 | -33.34% | 0.05 | 70 | 262 | 2.18 | 0.07 | 0.12 | 0.00 | 11/18/2025 | 11/18/2025 3:59:45 PM EST |
| 9.00 | 0.00 | 0.10 | 0.05 | % | 0.01 | 0 | 0 | 1.18 | 0.02 | 0.05 | 0.00 | 11/18/2025 3:59:45 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 | 1.10 | 0.55 | % | 0.55 | 0 | 0 | 3.72 | 0.00 | 0.00 | 0.00 | 11/18/2025 3:59:45 PM EST | |||
| 2.00 | 0.00 | 1.10 | 0.55 | % | 0.28 | 0 | 0 | 2.29 | 0.00 | 0.00 | 0.00 | 11/18/2025 3:59:45 PM EST | |||
| 3.00 | 0.00 | 0.35 | 0.18 | 0.13 | 0.00 | 0.00% | 0.06 | 0 | 23 | 6.35 | -0.01 | 0.01 | 0.00 | 10/9/2025 | 11/18/2025 3:59:45 PM EST |
| 4.00 | 0.00 | 0.25 | 0.13 | 0.35 | 0.00 | 0.00% | 0.03 | 0 | 2,075 | 1.55 | -0.07 | 0.09 | -0.01 | 11/14/2025 | 11/18/2025 3:59:45 PM EST |
| 5.00 | 0.15 | 0.55 | 0.35 | 0.35 | -0.50 | -58.83% | 0.07 | 95 | 182 | 0.93 | -0.25 | 0.25 | -0.01 | 11/18/2025 | 11/18/2025 3:59:45 PM EST |
| 6.00 | 0.05 | 1.20 | 0.63 | 1.14 | % | 0.10 | 1 | 0 | 1.59 | -0.56 | 0.34 | -0.01 | 11/18/2025 | 11/18/2025 3:59:45 PM EST | |
| 7.00 | 0.00 | 4.80 | 2.40 | % | 0.34 | 0 | 0 | 6.88 | -0.77 | 0.24 | -0.01 | 11/18/2025 3:59:45 PM EST | |||
| 8.00 | 0.50 | 5.00 | 2.75 | % | 0.34 | 0 | 0 | 5.56 | -0.93 | 0.12 | 0.00 | 11/18/2025 3:59:45 PM EST | |||
| 9.00 | 1.70 | 6.00 | 3.85 | % | 0.43 | 0 | 0 | 5.89 | -0.98 | 0.05 | 0.00 | 11/18/2025 3:59:45 PM EST |