Uniqure NV QURE
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-24T17:18:14.070Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T21:51:25.478886587Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T17:18:13.949286+00:00
Share price$22.66
1D+1.5%
Sold putSold callAH
Uniqure NV options
PutsCheap0.22×
CallsCheap0.71×
SkewBearish+3.05 pp
Implied moveBearish±$5.66
TiltBearish24.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.03 | 207.9% | 94.8% | 18.11 | 124.1% | 24.6% |
| 25Δ | 29.52 | 115.6% | 34.3% | 19.13 | 125.2% | 21.7% |
| 30Δ | 27.81 | 110.0% | 27.6% | 20.22 | 118.1% | 18.1% |
| 35Δ | 26.61 | 108.6% | 23.4% | 21.15 | 117.0% | 15.7% |
| 40Δ | 25.56 | 107.8% | 19.9% | 22.06 | 118.2% | 13.8% |
| 45Δ | 24.50 | 102.5% | 16.2% | 22.98 | 118.2% | 12.0% |
| 50Δ | 23.53 | 97.1% | 12.9% | 23.93 | 118.1% | 10.3% |
| 55Δ | 22.77 | 98.8% | 11.1% | 24.73 | 112.1% | 8.4% |
| 60Δ | 22.02 | 102.4% | 9.7% | 25.77 | 113.0% | 7.1% |
| 65Δ | 21.14 | 114.9% | 9.1% | 26.90 | 114.4% | 5.9% |
| 70Δ | 20.38 | 107.6% | 6.9% | 28.41 | 119.4% | 4.9% |
| 75Δ | 19.61 | 100.6% | 5.0% | 29.68 | 117.4% | 3.7% |
| 80Δ | 18.10 | 124.7% | 4.7% | 31.83 | 122.7% | 2.8% |
20Δ
- Pseudo strike
- 43.03
- IV
- 207.9%
- B/E move
- 94.8%
- Pseudo strike
- 18.11
- IV
- 124.1%
- B/E move
- 24.6%
25Δ
- Pseudo strike
- 29.52
- IV
- 115.6%
- B/E move
- 34.3%
- Pseudo strike
- 19.13
- IV
- 125.2%
- B/E move
- 21.7%
30Δ
- Pseudo strike
- 27.81
- IV
- 110.0%
- B/E move
- 27.6%
- Pseudo strike
- 20.22
- IV
- 118.1%
- B/E move
- 18.1%
35Δ
- Pseudo strike
- 26.61
- IV
- 108.6%
- B/E move
- 23.4%
- Pseudo strike
- 21.15
- IV
- 117.0%
- B/E move
- 15.7%
40Δ
- Pseudo strike
- 25.56
- IV
- 107.8%
- B/E move
- 19.9%
- Pseudo strike
- 22.06
- IV
- 118.2%
- B/E move
- 13.8%
45Δ
- Pseudo strike
- 24.50
- IV
- 102.5%
- B/E move
- 16.2%
- Pseudo strike
- 22.98
- IV
- 118.2%
- B/E move
- 12.0%
50Δ
- Pseudo strike
- 23.53
- IV
- 97.1%
- B/E move
- 12.9%
- Pseudo strike
- 23.93
- IV
- 118.1%
- B/E move
- 10.3%
55Δ
- Pseudo strike
- 22.77
- IV
- 98.8%
- B/E move
- 11.1%
- Pseudo strike
- 24.73
- IV
- 112.1%
- B/E move
- 8.4%
60Δ
- Pseudo strike
- 22.02
- IV
- 102.4%
- B/E move
- 9.7%
- Pseudo strike
- 25.77
- IV
- 113.0%
- B/E move
- 7.1%
65Δ
- Pseudo strike
- 21.14
- IV
- 114.9%
- B/E move
- 9.1%
- Pseudo strike
- 26.90
- IV
- 114.4%
- B/E move
- 5.9%
70Δ
- Pseudo strike
- 20.38
- IV
- 107.6%
- B/E move
- 6.9%
- Pseudo strike
- 28.41
- IV
- 119.4%
- B/E move
- 4.9%
75Δ
- Pseudo strike
- 19.61
- IV
- 100.6%
- B/E move
- 5.0%
- Pseudo strike
- 29.68
- IV
- 117.4%
- B/E move
- 3.7%
80Δ
- Pseudo strike
- 18.10
- IV
- 124.7%
- B/E move
- 4.7%
- Pseudo strike
- 31.83
- IV
- 122.7%
- B/E move
- 2.8%
Options history
No recorded observations