Vanda Pharmaceuticals Inc (VNDA) Historical Volatility

Tracking VNDA historical volatility helps you see how much Vanda Pharmaceuticals Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Vanda Pharmaceuticals Inc's HV tells you what really happened. Use our scanner to monitor VNDA 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The VNDA 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Vanda Pharmaceuticals Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Vanda Pharmaceuticals Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where VNDA HV is running hot, cold, or in line. Make the VNDA 30 day historical volatility — and every other window — work for your edge instead of against it.