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uniQure N.V. Ordinary Shares QURE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T18:53:59.281Z

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 · 2026-11-13T18:53:16.947120911Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:51:49.451616+00:00

Share price$24.18
1D-2.5%
$23.40$23.77$24.15$24.53$24.905:30 AM6:30 AM9:00 AM1:00 PMQURE
Sold putSold call

uniQure N.V. Ordinary Shares options

Live interpolated QURE call and put midpoint premiums by absolute delta.uniQure N.V. Ordinary Shares$0.38$1.26$2.14$3.02$3.90$19.46$21.74$24.02$26.31$28.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive QURE spot · $24.18QURE PRICE$0.48$0.61$0.73$0.82$0.90$0.97$1.05$1.23$1.41$1.60$1.80$2.01$0.96$0.57$0.71$0.83$0.93$1.03$1.19$1.35$3.08$3.24$3.40$3.53$3.64
PutsExpensive1.24×
Calls——
Skew——
Implied moveBearish±$2.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.63217.4%22.8%
25Δ26.89101.9%13.2%22.15105.1%10.7%
30Δ26.35102.5%11.5%22.67102.5%9.2%
35Δ25.80100.0%9.7%23.1598.4%7.7%
40Δ25.2392.2%7.7%23.5891.3%6.3%
45Δ24.7785.0%6.2%24.0184.3%5.0%
50Δ24.4078.3%4.9%24.3482.0%4.2%
55Δ24.0271.6%3.7%24.6779.7%3.5%
60Δ23.7071.4%3.1%26.02147.7%5.1%
65Δ23.3971.4%2.6%26.44136.0%4.1%
70Δ23.0871.5%2.1%26.85124.3%3.0%
75Δ22.7869.3%1.6%27.17112.6%2.2%
80Δ22.4766.1%1.2%27.43101.1%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.63
IV
217.4%
B/E move
22.8%

25Δ

Calls
Pseudo strike
26.89
IV
101.9%
B/E move
13.2%
Puts
Pseudo strike
22.15
IV
105.1%
B/E move
10.7%

30Δ

Calls
Pseudo strike
26.35
IV
102.5%
B/E move
11.5%
Puts
Pseudo strike
22.67
IV
102.5%
B/E move
9.2%

35Δ

Calls
Pseudo strike
25.80
IV
100.0%
B/E move
9.7%
Puts
Pseudo strike
23.15
IV
98.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
25.23
IV
92.2%
B/E move
7.7%
Puts
Pseudo strike
23.58
IV
91.3%
B/E move
6.3%

45Δ

Calls
Pseudo strike
24.77
IV
85.0%
B/E move
6.2%
Puts
Pseudo strike
24.01
IV
84.3%
B/E move
5.0%

50Δ

Calls
Pseudo strike
24.40
IV
78.3%
B/E move
4.9%
Puts
Pseudo strike
24.34
IV
82.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
24.02
IV
71.6%
B/E move
3.7%
Puts
Pseudo strike
24.67
IV
79.7%
B/E move
3.5%

60Δ

Calls
Pseudo strike
23.70
IV
71.4%
B/E move
3.1%
Puts
Pseudo strike
26.02
IV
147.7%
B/E move
5.1%

65Δ

Calls
Pseudo strike
23.39
IV
71.4%
B/E move
2.6%
Puts
Pseudo strike
26.44
IV
136.0%
B/E move
4.1%

70Δ

Calls
Pseudo strike
23.08
IV
71.5%
B/E move
2.1%
Puts
Pseudo strike
26.85
IV
124.3%
B/E move
3.0%

75Δ

Calls
Pseudo strike
22.78
IV
69.3%
B/E move
1.6%
Puts
Pseudo strike
27.17
IV
112.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
22.47
IV
66.1%
B/E move
1.2%
Puts
Pseudo strike
27.43
IV
101.1%
B/E move
1.6%

Options history

IV · four-Friday blend107.10%
Daily EOD
QURE96.6%104.4%112.2%2026-10-19: 109.12%2026-10-20: 105.32%2026-10-21: 101.65%2026-10-22: 111.15%2026-10-23: 100.89%2026-10-26: 104.59%2026-10-27: 102.08%2026-10-28: 99.40%2026-10-29: 97.64%2026-10-30: 107.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
109.12%
105.32%
101.65%
111.15%
100.89%
104.59%
102.08%
99.40%
97.64%
107.10%