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VNDA

Vanda Pharmaceuticals

$6.11

-0.67% ($2.00)

Market Cap: $350.98M

Open Interest: 1.6K

Option Volume: 12.0

Next Earnings
8/2/2023 (65d)

Implied Volatility

63.6%

IV Min 1y:

48.1%

IV Max 1y:

481.5%

IV Rank 1y
4

IV Percentile 1y
12

IV ZScore 1y
-0.67

Historical Volatility 30d
47.36%

IV/HV
1.34

Put/Call Ratio
-

Vanda Pharmaceuticals has an Implied Volatility (IV) of 63.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VNDA is 4 and the Implied Volatility Percentile (IVP) is 12. The current Implied Volatility Index for VNDA is -0.7 standard deviations away from its 1 year mean of 99.4%.

Data as of 5/26/2023

This stock chart shows VNDA Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for VNDA Vanda Pharmaceuticals over a one year time horizon.