Vanda Pharmaceuticals (VNDA)'s 30-day implied volatility (IV30) was 85.4% at the close on November 11, 2026, up from 78.7% the day before, against a 52-week range of 32.4% to 118.9%. Its 20-day historical volatility was 62.4%.

Key numbers

30-day implied volatility (IV30): 85.4%
IV30 52-week range: 32.4% to 118.9% (median 58.2%)
Historical volatility: 20-day 62.4%, 1-year 59.2%
Implied move by the nearest expiration: ±3.8%

Data as of November 11, 2026.

VNDA Implied Volatility (IV) vs Historical Volatility (HV)

Name: VNDA Implied Volatility
Creator: Market Chameleon