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NB Bancorp, Inc. Common Stock NBBK

i

Market datapartial · fetched 2026-11-11T15:39:23.704Z

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 · 2026-11-11T15:39:03.555757795Z

FundamentalsAlpha Vantage · unavailable

Share price$22.07
1D-0.6%
$22.09$22.13$22.18$22.22$22.265:30 AM6:30 AM9:00 AM1:00 PMNBBK
Sold putSold call

NB Bancorp, Inc. Common Stock options

Live interpolated NBBK call and put midpoint premiums by absolute delta.NB Bancorp, Inc. Common Stock$0.31$0.90$1.49$2.08$2.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICENBBK PRICE$0.38$0.38$0.40$0.43$0.45$0.48$0.51$0.54$0.57$0.59$0.62$1.21$1.86$2.51
PutsExpensive1.95×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.25108.9%20.6%19.5098.0%13.4%
25Δ20.2379.3%10.1%
30Δ20.5173.0%9.0%
35Δ20.7966.6%7.9%
40Δ21.0760.2%6.7%
45Δ21.3553.9%5.6%
50Δ21.6347.5%4.4%
55Δ21.9141.1%3.3%
60Δ22.1934.8%2.1%
65Δ22.4728.4%1.0%
70Δ23.0938.4%0.9%
75Δ23.7450.3%0.8%
80Δ24.4062.3%0.8%

20Δ

Calls
Pseudo strike
26.25
IV
108.9%
B/E move
20.6%
Puts
Pseudo strike
19.50
IV
98.0%
B/E move
13.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.23
IV
79.3%
B/E move
10.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.51
IV
73.0%
B/E move
9.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.79
IV
66.6%
B/E move
7.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.07
IV
60.2%
B/E move
6.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.35
IV
53.9%
B/E move
5.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.63
IV
47.5%
B/E move
4.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.91
IV
41.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.19
IV
34.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.47
IV
28.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.09
IV
38.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.74
IV
50.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.40
IV
62.3%
B/E move
0.8%

Options history

IV · four-Friday blend34.23%
Daily EOD
NBBK29.9%32.9%35.9%2026-10-20: 31.20%2026-10-21: 35.52%2026-10-26: 34.23%2026-10-27: 30.29%2026-10-28: 33.40%2026-10-29: 32.76%2026-10-30: 34.23%Oct 20Oct 27Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
31.20%
35.52%
34.23%
30.29%
33.40%
32.76%
34.23%