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VNDA - Vanda Pharmaceuticals
Implied Volatility Analysis

Implied Volatility:
68.7%

Vanda Pharmaceuticals has an Implied Volatility (IV) of 68.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for VNDA is 6 and the Implied Volatility Percentile (IVP) is 2. The current Implied Volatility Index for VNDA is -1.37 standard deviations away from its 1 year mean.

Market Cap$546.95M
Next Earnings Date11/2/2022 (36d)
Implied Volatility (IV) 30d
68.72
Implied Volatility Rank (IVR) 1y
5.79
Implied Volatility Percentile (IVP) 1y
2.01
Historical Volatility (HV) 30d
33.52
IV / HV
2.05
Open Interest
848.00
Option Volume
1.00

Data was calculated after the 9/26/2022 closing.

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