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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VNDA across all expirations is -695.28 shares per 1% move, with 6,206.02 from calls and 6,901.3 from puts. The put-call GEX ratio of 1.11 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance).
VNDA GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 2,468.92 | -2,649.3 | -180.38 | 1.07 |
| Nov 21, 25 | 132.05 | -6.29 | 125.76 | 0.05 |
| Dec 19, 25 | 1,390.39 | -4,223.84 | -2,833.45 | 3.04 |
| Mar 20, 26 | 2,214.66 | -21.87 | 2,192.79 | 0.01 |