Vanda Pharmaceuticals (VNDA)'s 30-day implied volatility (IV30) was 38.3% at the close on October 20, 2026, down from 59.8% the day before, against a 52-week range of 32.4% to 118.9%. Its 20-day historical volatility was 46.6%.

Key numbers

30-day implied volatility (IV30): 38.3%
IV30 52-week range: 32.4% to 118.9% (median 58.0%)
Historical volatility: 20-day 46.6%, 1-year 57.7%
Implied move by the nearest expiration: ±3.8%

Data as of October 20, 2026.

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

Name: VNDA Implied Volatility
Creator: Market Chameleon