NAMS · Expected Move
NewAmsterdam Pharma Company N.V. Ordinary Shares
The expected move for NAMS is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NAMS straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NAMS Expected Move
30-Day Straddle
$3.85
7-Day Straddle
$3.35
30-Day ATM IV
94.9%
IV Rank
73%
Implied one-standard-deviation move through the next 30 days. Compare to NAMS's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NAMS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.85 | $3.35 | 94.9% | 73% |
| 20261106 | $5.05 | $2.38 | 74.9% | 40% |
| 20261105 | $4.80 | $2.78 | 87.7% | 61% |
| 20261104 | $2.40 | $2.40 | 72.5% | 36% |
| 20261103 | $3.00 | $3.00 | 75.0% | 40% |
| 20261102 | $3.02 | $3.02 | 103.9% | 88% |
| 20261030 | $2.90 | $2.90 | 70.2% | 32% |
| 20261029 | $3.38 | $3.38 | 68.0% | 28% |
| 20261028 | $3.27 | $3.27 | 64.8% | 23% |
| 20261027 | $2.60 | $2.60 | 75.9% | 42% |
| 20261026 | $3.15 | $3.15 | 67.2% | 27% |
| 20261023 | $2.95 | $2.95 | 68.2% | 29% |
| 20261022 | $3.17 | $3.17 | 63.8% | 21% |
| 20261021 | $3.07 | $3.07 | 64.5% | 23% |
| 20261020 | $3.12 | $3.12 | 50.7% | 0% |
| 20261019 | $3.20 | $3.20 | 69.7% | 25% |
| 20261016 | $3.77 | $2.38 | 76.3% | 37% |
| 20261015 | $3.48 | $2.40 | 69.0% | 24% |
| 20261014 | $3.35 | $1.80 | 59.5% | 7% |
| 20261013 | $3.48 | $2.55 | 66.8% | 20% |
| 20261012 | $4.03 | $2.95 | 65.4% | 17% |
| 20261009 | $3.60 | $2.20 | 69.9% | 26% |
| 20261008 | $3.92 | $2.25 | 58.7% | 5% |
| 20261007 | $3.68 | $3.00 | 60.5% | 9% |
| 20261006 | $3.55 | $2.77 | — | — |
| 20261005 | $4.03 | $2.20 | — | — |
| 20261002 | $1.52 | $1.52 | 62.9% | 13% |
| 20261001 | $1.80 | $1.80 | 59.1% | 6% |
| 20260930 | $2.45 | $2.45 | 62.6% | 12% |
| 20260929 | $2.50 | $2.50 | 62.0% | 11% |
| 20260928 | $3.23 | $3.23 | 65.4% | 17% |
| 20260925 | $3.00 | $3.00 | 68.9% | 24% |
| 20260924 | $2.77 | $2.77 | 62.3% | 12% |
| 20260923 | $2.65 | $2.65 | 61.9% | 11% |
| 20260922 | $3.00 | $3.00 | 59.3% | 7% |
| 20260921 | $2.73 | $2.73 | 59.9% | 7% |
| 20260918 | $2.92 | $1.95 | 59.2% | 6% |
| 20260917 | $3.38 | $1.00 | 65.7% | 18% |
| 20260916 | $2.98 | $1.43 | 68.1% | 22% |
| 20260915 | $3.35 | $1.30 | 55.7% | 0% |
| 20260914 | $3.45 | $2.27 | 65.3% | 15% |
| 20260911 | $2.92 | $2.20 | 108.0% | 94% |
| 20260910 | $3.65 | $2.12 | 63.6% | 12% |
| 20260909 | $2.98 | $1.95 | 58.7% | 3% |
| 20260908 | $3.62 | $2.70 | 57.1% | 0% |
| 20260904 | $6.15 | $5.33 | 100.3% | 79% |
| 20260903 | $5.88 | $4.20 | 87.7% | 54% |
| 20260902 | $4.45 | $4.45 | 91.2% | 61% |
| 20260901 | $4.67 | $4.67 | 92.1% | 63% |
| 20260831 | $4.33 | $4.33 | 88.5% | 56% |
| 20260828 | $5.08 | $5.08 | 90.4% | 59% |
| 20260827 | $4.10 | $4.10 | 75.2% | 30% |
| 20260826 | $4.33 | $4.33 | 74.2% | 28% |
| 20260825 | $4.67 | $4.67 | 75.5% | 31% |
| 20260824 | $5.28 | $5.28 | 91.4% | 61% |
| 20260821 | $5.25 | $2.33 | 79.6% | 38% |
| 20260820 | $5.58 | $3.10 | 80.1% | 39% |
| 20260819 | $6.25 | $1.88 | 89.6% | 58% |
| 20260818 | $5.42 | $3.17 | 91.0% | 60% |
| 20260817 | $4.50 | $2.77 | 78.2% | 36% |
More on NAMS
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.