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NewAmsterdam Pharma Company N.V. Ordinary Shares NAMS

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Market datapartial · fetched 2026-10-23T15:46:01.998Z

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 · 2026-10-23T15:45:46.362498611Z

FundamentalsAlpha Vantage · unavailable

Share price$20.05
1D-6.1%
$19.94$20.32$20.70$21.07$21.455:30 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$0.36$1.35$2.34$3.32$4.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICENAMS PRICE$0.47$0.66$0.86$1.05$1.25$1.44$1.64$1.83$2.18$2.54$2.91$3.27$4.03$3.70
PutsCheap0.72×
CallsFair1.04×
SkewBullish-21.51 pp
Implied move——
TiltBullish73.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.4772.3%24.4%
25Δ23.8473.6%22.2%
30Δ23.2174.8%20.0%
35Δ22.5876.0%17.9%
40Δ21.9577.2%15.7%
45Δ21.3278.4%13.5%
50Δ20.6979.7%11.4%
55Δ20.0680.9%9.2%
60Δ19.4581.9%7.9%
65Δ18.8482.9%6.7%
70Δ18.2383.8%5.5%
75Δ17.6384.8%4.3%
80Δ16.6990.0%3.4%23.4958.2%1.3%

20Δ

Calls
Pseudo strike
24.47
IV
72.3%
B/E move
24.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
23.84
IV
73.6%
B/E move
22.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
23.21
IV
74.8%
B/E move
20.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
22.58
IV
76.0%
B/E move
17.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
21.95
IV
77.2%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
21.32
IV
78.4%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
20.69
IV
79.7%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
20.06
IV
80.9%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.45
IV
81.9%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.84
IV
82.9%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.23
IV
83.8%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.63
IV
84.8%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.69
IV
90.0%
B/E move
3.4%
Puts
Pseudo strike
23.49
IV
58.2%
B/E move
1.3%

Options history

No recorded observations