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NewAmsterdam Pharma Company N.V. Ordinary Shares NAMS

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Market datapartial · fetched 2026-10-22T23:51:52.592Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:33:01.176258829Z

FundamentalsAlpha Vantage · unavailable

Share price$21.15
1D-0.9%
AH$21.06$21.37$21.69$22.00$22.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNAMS
Sold putSold callAH

NewAmsterdam Pharma Company N.V. Ordinary Shares options

Live interpolated NAMS call and put midpoint premiums by absolute delta.NewAmsterdam Pharma Company N.V. Ordinary Shares$0.45$1.47$2.49$3.51$4.53$15.30$18.30$21.31$24.31$27.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAMS spot · $21.15NAMS PRICE$0.96$0.57$0.69$0.82$0.95$1.26$1.58$1.89$2.21$2.54$3.11$3.67$4.24$1.06$1.04$1.02$1.04$1.28$1.52$1.75$1.99$2.22$2.51$2.79$3.08$3.36
PutsCheap0.93×
CallsExpensive1.07×
SkewBullish-9.66 pp
Implied moveBearish±$3.33
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.76191.8%97.2%16.02145.2%29.2%
25Δ24.7669.8%19.8%17.44117.2%22.5%
30Δ24.0167.0%16.8%18.8589.3%15.7%
35Δ23.2664.3%13.9%20.0966.5%9.9%
40Δ22.5161.5%10.9%20.5765.4%8.8%
45Δ22.0065.1%10.0%21.0564.4%7.6%
50Δ21.4968.7%9.1%21.5463.3%6.5%
55Δ20.9872.4%8.1%22.0262.3%5.3%
60Δ20.4776.0%7.2%22.5061.3%4.1%
65Δ19.9479.7%6.3%22.9258.4%3.5%
70Δ19.1883.3%5.4%23.3555.5%2.8%
75Δ18.4286.9%4.4%23.7752.7%2.1%
80Δ17.6590.5%3.5%24.2049.8%1.5%

20Δ

Calls
Pseudo strike
40.76
IV
191.8%
B/E move
97.2%
Puts
Pseudo strike
16.02
IV
145.2%
B/E move
29.2%

25Δ

Calls
Pseudo strike
24.76
IV
69.8%
B/E move
19.8%
Puts
Pseudo strike
17.44
IV
117.2%
B/E move
22.5%

30Δ

Calls
Pseudo strike
24.01
IV
67.0%
B/E move
16.8%
Puts
Pseudo strike
18.85
IV
89.3%
B/E move
15.7%

35Δ

Calls
Pseudo strike
23.26
IV
64.3%
B/E move
13.9%
Puts
Pseudo strike
20.09
IV
66.5%
B/E move
9.9%

40Δ

Calls
Pseudo strike
22.51
IV
61.5%
B/E move
10.9%
Puts
Pseudo strike
20.57
IV
65.4%
B/E move
8.8%

45Δ

Calls
Pseudo strike
22.00
IV
65.1%
B/E move
10.0%
Puts
Pseudo strike
21.05
IV
64.4%
B/E move
7.6%

50Δ

Calls
Pseudo strike
21.49
IV
68.7%
B/E move
9.1%
Puts
Pseudo strike
21.54
IV
63.3%
B/E move
6.5%

55Δ

Calls
Pseudo strike
20.98
IV
72.4%
B/E move
8.1%
Puts
Pseudo strike
22.02
IV
62.3%
B/E move
5.3%

60Δ

Calls
Pseudo strike
20.47
IV
76.0%
B/E move
7.2%
Puts
Pseudo strike
22.50
IV
61.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
19.94
IV
79.7%
B/E move
6.3%
Puts
Pseudo strike
22.92
IV
58.4%
B/E move
3.5%

70Δ

Calls
Pseudo strike
19.18
IV
83.3%
B/E move
5.4%
Puts
Pseudo strike
23.35
IV
55.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
18.42
IV
86.9%
B/E move
4.4%
Puts
Pseudo strike
23.77
IV
52.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
17.65
IV
90.5%
B/E move
3.5%
Puts
Pseudo strike
24.20
IV
49.8%
B/E move
1.5%

Options history

No recorded observations