Vanda Pharmaceuticals Inc... (VNDA)
NASDAQ: VNDA
· Real-Time Price · USD
5.43
0.27 (5.23%)
At close: Oct 03, 2025, 3:59 PM
5.50
1.29%
After-hours: Oct 03, 2025, 07:59 PM EDT
VNDA Daily Delta Exposure
VNDA's current Delta Exposure (DEX) is 14.47K shares, which is 326% larger than the 3M average of 3.4K shares. During this period, DEX ranged from -801.5099999999998 on Jul 31, 2025 to 14.47K on Oct 3, 2025, swinging between net long and short dealer positioning.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 3, 2025 | 20,955.91 | -6,484.78 | 14,471.13 | 0.31 |
| Oct 2, 2025 | 18,291.04 | -6,288.77 | 12,002.27 | 0.34 |
| Oct 1, 2025 | 16,241.68 | -6,093.76 | 10,147.92 | 0.38 |
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