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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vanda Pharmaceuticals Inc. (VNDA) - NASDAQ Next Earnings Date: Estimated on Aug. 5, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 4.5
Avg Daily Volume: 872,634    Market Cap: 311.5M
Sector: Healthcare    Short Interest: 11.95
Live Interactive Chart
Days to Next Earnings: 6 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 61
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 29, 2026 AC None $0.00 @$5.00 $0.65
($5.16)
12.6% -None% -None% $0.00 $0.00
( N/A )
None%
May 6, 2026 AC 4.4 $7.44 @$7.00 $1.27
($7.44)
18.14% -15.59% I -14.11% I $6.39 $0.15
( $6.39 )
-88.19%
Feb. 11, 2026 AC 4.2 $7.43 @$7.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 29, 2025 AC 3.6 $5.41 @$5.00
July 31, 2025 BO 3.5 $4.67 @$5.00
May 7, 2025 AC 3.8 $4.38 @$4.00
Feb. 13, 2025 AC 4.1 $4.70 @$5.00
Nov. 6, 2024 AC 4.2 $4.89 @$5.00
July 31, 2024 AC 4.3 $5.84 @$6.00
May 8, 2024 AC 4.5 $5.36 @$5.00

 
 
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