Vanda Pharmaceuticals Inc (VNDA) Expected Move

Tracking the VNDA expected move helps you see how far Vanda Pharmaceuticals Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Vanda Pharmaceuticals Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the VNDA expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For VNDA, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The VNDA expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Vanda Pharmaceuticals Inc is unlikely to go.

Vanda Pharmaceuticals Inc., a biopharmaceutical company, focuses on the development and commercialization of therapies to address high unmet medical needs. The company's marketed products include HETLIOZ for the treatment of non-24-hour sleep-wake disorders; and Fanapt oral tablets for the treatment of schizophrenia. Its products under development include HETLIOZ (tasimelteon) for the treatment of jet lag disorder, smith-magenis syndrome, pediatric Non-24, autism spectrum, and delayed sleep phase disorder; Fanapt (iloperidone) for the treatment of bipolar disorder and a long acting injectable formulation program for the treatment of schizophrenia; and Tradipitant (VLY-686), a small molecule neurokinin-1 receptor (NK-1R) antagonist, for the treatment of atopic dermatitis, gastroparesis, and motion sickness.

The company's products under development also comprise VTR-297, a small molecule histone deacetylase inhibitor for the treatment of hematologic malignancies and with potential use as a treatment for various oncology indications; VQW-765, a small molecule nicotinic acetylcholine receptor partial agonist for the treatment of psychiatric disorders; a portfolio of cystic fibrosis transmembrane conductance regulator activators and inhibitors for the treatment of dry eye and ocular inflammation, as well as BPO-27 for the treatment of secretory diarrhea disorders, including cholera; and VHX-896, the active metabolite of iloperidone. It markets its products in the United States, Europe, and Israel. Vanda Pharmaceuticals Inc. was incorporated in 2002 and is headquartered in Washington, the District of Columbia.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the VNDA expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Vanda Pharmaceuticals Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about VNDA.