Vanda Pharmaceuticals Inc... (VNDA)
VNDA Daily Gamma Exposure
Current Gamma Exposure (GEX) is -4.08K, which is -43% above the 3M average of -7.18K. Over this period, GEX peaked at 0 on Jun 25, 2025 and bottomed at -14.52K on Jun 3, 2025, remaining in negative gamma territory. The exposure has been increasing recently, signaling a shift in market maker hedging dynamics. Today's put-call gamma ratio of 1.86 is below the recent average of 2.47, indicating call-heavy positioning. Stable GEX patterns (±3.27K) indicate consistent market maker positioning.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 18, 2025 | 4,740 | -8,822.91 | -4,082.91 | 1.86 |
| Aug 15, 2025 | 4,105.24 | -11,642.52 | -7,537.28 | 2.84 |
| Aug 14, 2025 | 4,268.11 | -9,412.11 | -5,144 | 2.21 |
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