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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Vanda Pharmaceuticals Inc. (VNDA) - NASDAQ Next Earnings Date: OS Estimate: Feb. 11, 2026 AC
OS Projected Window: Feb. 9, 2026 to Feb. 14, 2026
EVR: 4.2
Avg Daily Volume: 865,420    Market Cap: 260.0M
Sector: Healthcare    Short Interest: 6.46
Live Interactive Chart
Days to Next Earnings: 71 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 58
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
Oct. 29, 2025 AC 3.6 $5.41 @$5.00 $0.60
($5.41)
12.0% -20.14% O -20.14% O $4.32 $0.88
( $4.32 )
46.67%
July 31, 2025 BO 3.5 $4.67 @$5.00 $0.33
($4.67)
6.6% -10.49% O -8.77% O $4.26 $0.50
( $4.26 )
51.52%
May 7, 2025 AC 3.8 $4.38 @$4.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 7, 2024 AC 4.3 $3.64 @$4.00
Nov. 8, 2023 AC 3.8 $4.33 @$4.00
July 27, 2023 AC 3.7 $6.46 @$6.00

 
 
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