IntraAlpha
Create free account Start free

NewAmsterdam Pharma Company N.V. Ordinary Shares NAMS

i

Market datapartial · fetched 2026-10-22T18:09:24.874Z

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 · 2026-10-22T18:09:09.796765274Z

FundamentalsAlpha Vantage · unavailable

Share price$21.64
1D+1.3%
$21.28$21.53$21.79$22.04$22.295:30 AM6:30 AM9:00 AM1:00 PMNAMS
Sold putSold call

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$0.46$2.24$4.01$5.79$7.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENAMS PRICE$0.65$0.84$1.02$1.20$1.38$1.57$1.75$1.93$2.11$2.30$2.48$2.50$3.41$4.32$5.23$6.14$7.05
PutsFair0.99×
CallsExpensive1.07×
SkewBullish-5.36 pp
Implied move——
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.18101.2%51.8%
25Δ30.9897.5%47.0%
30Δ29.7793.9%42.3%
35Δ28.5790.2%37.6%
40Δ27.3686.6%32.9%
45Δ26.1683.0%28.1%
50Δ24.9679.3%23.4%
55Δ23.7575.7%18.7%22.8871.6%5.8%
60Δ22.5572.1%14.0%23.9574.0%5.1%
65Δ21.3468.4%9.3%25.0276.4%4.3%
70Δ20.1464.8%4.5%26.0978.8%3.6%
75Δ27.1681.2%2.8%
80Δ28.2383.7%2.1%

20Δ

Calls
Pseudo strike
32.18
IV
101.2%
B/E move
51.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
30.98
IV
97.5%
B/E move
47.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
29.77
IV
93.9%
B/E move
42.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
28.57
IV
90.2%
B/E move
37.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
27.36
IV
86.6%
B/E move
32.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.16
IV
83.0%
B/E move
28.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
24.96
IV
79.3%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
23.75
IV
75.7%
B/E move
18.7%
Puts
Pseudo strike
22.88
IV
71.6%
B/E move
5.8%

60Δ

Calls
Pseudo strike
22.55
IV
72.1%
B/E move
14.0%
Puts
Pseudo strike
23.95
IV
74.0%
B/E move
5.1%

65Δ

Calls
Pseudo strike
21.34
IV
68.4%
B/E move
9.3%
Puts
Pseudo strike
25.02
IV
76.4%
B/E move
4.3%

70Δ

Calls
Pseudo strike
20.14
IV
64.8%
B/E move
4.5%
Puts
Pseudo strike
26.09
IV
78.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.16
IV
81.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.23
IV
83.7%
B/E move
2.1%

Options history

No recorded observations