Options Chain for VANDA PHARMACEUTICALS INC COM (VNDA) - $6.82 as of 12/22/2025 6:28:54 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 | 3.50 | 8.30 | 5.90 | % | 5.90 | 0 | 0 | 0.00 | 1.00 | 0.00 | 0.00 | 12/22/2025 3:59:51 PM EST | |||
| 2.00 | 2.50 | 7.30 | 4.90 | % | 2.45 | 0 | 0 | 0.00 | 1.00 | 0.00 | 0.00 | 12/22/2025 3:59:51 PM EST | |||
| 3.00 | 1.90 | 6.30 | 4.10 | % | 1.37 | 0 | 0 | 0.00 | 1.00 | 0.00 | 0.00 | 12/22/2025 3:59:51 PM EST | |||
| 4.00 | 2.65 | 4.00 | 3.33 | 1.60 | 0.00 | 0.00% | 0.83 | 0 | 111 | 3.96 | 1.00 | 0.00 | 0.00 | 12/5/2025 | 12/22/2025 3:59:51 PM EST |
| 5.00 | 1.70 | 2.30 | 2.00 | 2.05 | 0.00 | 0.00% | 0.40 | 1 | 425 | 1.49 | 0.96 | 0.06 | 0.00 | 12/22/2025 | 12/22/2025 3:59:51 PM EST |
| 6.00 | 1.20 | 1.40 | 1.30 | 1.20 | +0.14 | +13.21% | 0.22 | 389 | 1,870 | 0.83 | 0.82 | 0.18 | -0.01 | 12/22/2025 | 12/22/2025 3:59:51 PM EST |
| 7.00 | 0.60 | 0.80 | 0.70 | 0.66 | +0.01 | +1.54% | 0.10 | 1,648 | 2,802 | 0.78 | 0.57 | 0.27 | -0.01 | 12/22/2025 | 12/22/2025 3:59:51 PM EST |
| 8.00 | 0.30 | 0.50 | 0.40 | 0.35 | +0.10 | +40.00% | 0.05 | 47 | 1,063 | 0.98 | 0.32 | 0.25 | -0.01 | 12/22/2025 | 12/22/2025 3:59:51 PM EST |
| 9.00 | 0.15 | 0.50 | 0.33 | 0.23 | +0.03 | +15.00% | 0.04 | 8 | 179 | 1.18 | 0.15 | 0.16 | -0.01 | 12/22/2025 | 12/22/2025 3:59:51 PM EST |
| 10.00 | 0.10 | 0.20 | 0.15 | 0.13 | -0.02 | -13.34% | 0.01 | 139 | 160 | 1.12 | 0.06 | 0.08 | 0.00 | 12/22/2025 | 12/22/2025 3:59:51 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 | 0.05 | 0.03 | % | 0.03 | 0 | 0 | 4.42 | 0.00 | 0.00 | 0.00 | 12/22/2025 3:59:51 PM EST | |||
| 2.00 | 0.00 | 2.00 | 1.00 | % | 0.50 | 0 | 0 | 0.00 | 0.00 | 0.00 | 0.00 | 12/22/2025 3:59:51 PM EST | |||
| 3.00 | 0.00 | 0.15 | 0.08 | % | 0.03 | 0 | 0 | 2.61 | 0.00 | 0.00 | 0.00 | 12/22/2025 3:59:51 PM EST | |||
| 4.00 | 0.00 | 1.75 | 0.88 | 0.70 | 0.00 | 0.00% | 0.22 | 0 | 53 | 5.98 | 0.00 | 0.00 | 0.00 | 12/8/2025 | 12/22/2025 3:59:51 PM EST |
| 5.00 | 0.05 | 0.20 | 0.13 | 0.05 | -0.05 | -50.00% | 0.03 | 4 | 261 | 1.18 | -0.04 | 0.06 | 0.00 | 12/22/2025 | 12/22/2025 3:59:51 PM EST |
| 6.00 | 0.10 | 0.25 | 0.18 | 0.15 | -0.15 | -50.00% | 0.03 | 44 | 130 | 0.82 | -0.18 | 0.18 | -0.01 | 12/22/2025 | 12/22/2025 3:59:51 PM EST |
| 7.00 | 0.00 | 2.00 | 1.00 | 0.80 | 0.00 | 0.00% | 0.14 | 0 | 16 | 2.85 | -0.43 | 0.27 | -0.01 | 12/18/2025 | 12/22/2025 3:59:51 PM EST |
| 8.00 | 0.10 | 2.80 | 1.45 | % | 0.18 | 0 | 0 | 3.03 | -0.68 | 0.25 | -0.01 | 12/22/2025 3:59:51 PM EST | |||
| 9.00 | 0.95 | 4.40 | 2.68 | 2.87 | 0.00 | 0.00% | 0.30 | 0 | 10 | 4.24 | -0.85 | 0.16 | -0.01 | 12/8/2025 | 12/22/2025 3:59:51 PM EST |
| 10.00 | 2.50 | 4.10 | 3.30 | 3.50 | 0.00 | 0.00% | 0.33 | 0 | 14 | 2.75 | -0.94 | 0.08 | 0.00 | 12/15/2025 | 12/22/2025 3:59:51 PM EST |