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NewAmsterdam Pharma Company N.V. Ordinary Shares NAMS

i

Market dataready · fetched 2026-11-14T02:11:16.295Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T21:00:00.673392731Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-14T02:11:15.447201+00:00

Share price$20.14
1D+1.5%
AH$19.44$19.73$20.01$20.29$20.585:30 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$0.46$1.05$1.64$2.23$2.82$15.52$17.40$19.28$21.16$23.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NAMS spot · $20.14NAMS PRICE$0.52$0.62$0.71$0.81$0.90$1.00$1.33$1.66$1.99$2.32$2.65$1.70$0.80$0.91$1.03$1.14$1.26$1.42$1.59$1.75$1.92$2.08$2.25$2.41
PutsExpensive1.95×
Calls——
Skew——
Implied moveBearish±$2.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.67415.4%35.6%
25Δ17.62173.8%16.5%
30Δ22.7399.7%15.5%18.22160.7%14.0%
35Δ22.1896.7%13.2%18.82147.6%11.6%
40Δ21.6493.6%11.0%19.42134.4%9.2%
45Δ21.0990.5%8.7%20.01121.6%6.9%
50Δ20.5587.4%6.5%20.34115.8%6.1%
55Δ20.0084.3%4.3%20.66110.1%5.3%
60Δ19.5788.7%3.8%20.98104.4%4.5%
65Δ19.1493.1%3.3%21.3198.7%3.7%
70Δ18.7297.5%2.8%21.6392.9%2.9%
75Δ18.29101.8%2.3%21.9687.2%2.1%
80Δ17.86106.2%1.8%22.2881.5%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.67
IV
415.4%
B/E move
35.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.62
IV
173.8%
B/E move
16.5%

30Δ

Calls
Pseudo strike
22.73
IV
99.7%
B/E move
15.5%
Puts
Pseudo strike
18.22
IV
160.7%
B/E move
14.0%

35Δ

Calls
Pseudo strike
22.18
IV
96.7%
B/E move
13.2%
Puts
Pseudo strike
18.82
IV
147.6%
B/E move
11.6%

40Δ

Calls
Pseudo strike
21.64
IV
93.6%
B/E move
11.0%
Puts
Pseudo strike
19.42
IV
134.4%
B/E move
9.2%

45Δ

Calls
Pseudo strike
21.09
IV
90.5%
B/E move
8.7%
Puts
Pseudo strike
20.01
IV
121.6%
B/E move
6.9%

50Δ

Calls
Pseudo strike
20.55
IV
87.4%
B/E move
6.5%
Puts
Pseudo strike
20.34
IV
115.8%
B/E move
6.1%

55Δ

Calls
Pseudo strike
20.00
IV
84.3%
B/E move
4.3%
Puts
Pseudo strike
20.66
IV
110.1%
B/E move
5.3%

60Δ

Calls
Pseudo strike
19.57
IV
88.7%
B/E move
3.8%
Puts
Pseudo strike
20.98
IV
104.4%
B/E move
4.5%

65Δ

Calls
Pseudo strike
19.14
IV
93.1%
B/E move
3.3%
Puts
Pseudo strike
21.31
IV
98.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
18.72
IV
97.5%
B/E move
2.8%
Puts
Pseudo strike
21.63
IV
92.9%
B/E move
2.9%

75Δ

Calls
Pseudo strike
18.29
IV
101.8%
B/E move
2.3%
Puts
Pseudo strike
21.96
IV
87.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
17.86
IV
106.2%
B/E move
1.8%
Puts
Pseudo strike
22.28
IV
81.5%
B/E move
1.4%

Options history

IV · four-Friday blend104.70%
Daily EOD
NAMS83.0%95.0%106.9%2026-10-19: 88.80%2026-10-20: 84.67%2026-10-21: 90.13%2026-10-22: 94.25%2026-10-23: 101.84%2026-10-26: 105.26%2026-10-27: 98.47%2026-10-28: 98.19%2026-10-29: 103.45%2026-10-30: 104.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.80%
84.67%
90.13%
94.25%
101.84%
105.26%
98.47%
98.19%
103.45%
104.70%