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NewAmsterdam Pharma Company N.V. Ordinary Shares NAMS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T04:28:33.172Z

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 · 2026-10-23T20:00:01.254564636Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:28:33.235895+00:00

Share price$19.71
1D-7.7%
AH$18.97$19.61$20.25$20.89$21.535:30 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$0.40$1.53$2.66$3.79$4.91$13.15$16.75$20.35$23.94$27.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NAMS spot · $19.71NAMS PRICE$0.53$0.74$0.95$1.17$1.38$1.59$1.80$1.99$2.11$2.24$2.37$2.49$2.62$1.16$1.22$1.32$1.53$1.74$1.95$2.16$2.37$2.58$2.79$3.00$3.29$4.59
PutsExpensive1.18×
CallsFair1.04×
SkewBearish+14.65 pp
Implied moveBearish±$3.97
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.1374.9%25.1%14.52169.5%32.2%
25Δ23.5178.1%23.0%16.19136.0%24.1%
30Δ22.8981.3%21.0%17.62108.7%17.3%
35Δ22.2784.5%18.9%18.17103.6%15.6%
40Δ21.6687.7%16.9%18.7198.6%13.9%
45Δ21.0490.9%14.8%19.2693.5%12.2%
50Δ20.4294.0%12.8%19.8188.5%10.5%
55Δ19.8594.0%10.8%20.3583.4%8.8%
60Δ19.3986.8%9.1%20.9078.3%7.1%
65Δ18.9379.7%7.4%21.4573.3%5.4%
70Δ18.4672.5%5.7%21.9968.2%3.7%
75Δ18.0065.4%3.9%22.6064.1%2.1%
80Δ17.5358.2%2.2%23.9872.8%1.6%

20Δ

Calls
Pseudo strike
24.13
IV
74.9%
B/E move
25.1%
Puts
Pseudo strike
14.52
IV
169.5%
B/E move
32.2%

25Δ

Calls
Pseudo strike
23.51
IV
78.1%
B/E move
23.0%
Puts
Pseudo strike
16.19
IV
136.0%
B/E move
24.1%

30Δ

Calls
Pseudo strike
22.89
IV
81.3%
B/E move
21.0%
Puts
Pseudo strike
17.62
IV
108.7%
B/E move
17.3%

35Δ

Calls
Pseudo strike
22.27
IV
84.5%
B/E move
18.9%
Puts
Pseudo strike
18.17
IV
103.6%
B/E move
15.6%

40Δ

Calls
Pseudo strike
21.66
IV
87.7%
B/E move
16.9%
Puts
Pseudo strike
18.71
IV
98.6%
B/E move
13.9%

45Δ

Calls
Pseudo strike
21.04
IV
90.9%
B/E move
14.8%
Puts
Pseudo strike
19.26
IV
93.5%
B/E move
12.2%

50Δ

Calls
Pseudo strike
20.42
IV
94.0%
B/E move
12.8%
Puts
Pseudo strike
19.81
IV
88.5%
B/E move
10.5%

55Δ

Calls
Pseudo strike
19.85
IV
94.0%
B/E move
10.8%
Puts
Pseudo strike
20.35
IV
83.4%
B/E move
8.8%

60Δ

Calls
Pseudo strike
19.39
IV
86.8%
B/E move
9.1%
Puts
Pseudo strike
20.90
IV
78.3%
B/E move
7.1%

65Δ

Calls
Pseudo strike
18.93
IV
79.7%
B/E move
7.4%
Puts
Pseudo strike
21.45
IV
73.3%
B/E move
5.4%

70Δ

Calls
Pseudo strike
18.46
IV
72.5%
B/E move
5.7%
Puts
Pseudo strike
21.99
IV
68.2%
B/E move
3.7%

75Δ

Calls
Pseudo strike
18.00
IV
65.4%
B/E move
3.9%
Puts
Pseudo strike
22.60
IV
64.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
17.53
IV
58.2%
B/E move
2.2%
Puts
Pseudo strike
23.98
IV
72.8%
B/E move
1.6%

Options history

No recorded observations