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NB Bancorp, Inc. Common Stock NBBK

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Market datapartial · fetched 2026-10-22T23:11:01.078Z

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 · 2026-10-22T20:35:10.839827516Z

FundamentalsAlpha Vantage · unavailable

Share price$23.05
1D+2.9%
AH$22.33$22.54$22.75$22.95$23.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNBBK
Sold putSold callAH

NB Bancorp, Inc. Common Stock options

Live interpolated NBBK call and put midpoint premiums by absolute delta.NB Bancorp, Inc. Common Stock$0.19$1.92$3.65$5.38$7.10$19.32$21.14$22.97$24.80$26.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NBBK spot · $23.05NBBK PRICE$0.39$0.41$0.42$0.44$0.46$0.47$0.49$0.51$0.52$0.54$0.55$0.57$0.59$0.38$0.39$0.39$0.45$0.77$1.09$1.40$1.72$2.03$2.35$3.26$4.93$6.61
PutsExpensive1.78×
CallsExpensive1.60×
SkewBearish+2.44 pp
Implied moveBearish±$1.89
TiltBearish60.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.4775.8%29.6%20.4553.2%12.9%
25Δ28.9370.5%27.3%21.1743.6%9.8%
30Δ28.3865.3%25.0%21.9034.0%6.7%
35Δ27.8360.0%22.7%22.5626.7%4.1%
40Δ27.2854.8%20.3%22.9430.5%3.8%
45Δ26.7449.5%18.0%23.3134.3%3.6%
50Δ26.1944.3%15.7%23.6838.1%3.4%
55Δ25.6439.0%13.4%24.0541.9%3.1%
60Δ25.0933.8%11.1%24.4245.8%2.9%
65Δ24.5528.5%8.8%24.7949.6%2.6%
70Δ24.0023.3%6.5%25.7657.2%2.4%
75Δ23.4518.0%4.2%27.4969.9%2.1%
80Δ22.9112.7%1.9%29.2382.5%1.9%

20Δ

Calls
Pseudo strike
29.47
IV
75.8%
B/E move
29.6%
Puts
Pseudo strike
20.45
IV
53.2%
B/E move
12.9%

25Δ

Calls
Pseudo strike
28.93
IV
70.5%
B/E move
27.3%
Puts
Pseudo strike
21.17
IV
43.6%
B/E move
9.8%

30Δ

Calls
Pseudo strike
28.38
IV
65.3%
B/E move
25.0%
Puts
Pseudo strike
21.90
IV
34.0%
B/E move
6.7%

35Δ

Calls
Pseudo strike
27.83
IV
60.0%
B/E move
22.7%
Puts
Pseudo strike
22.56
IV
26.7%
B/E move
4.1%

40Δ

Calls
Pseudo strike
27.28
IV
54.8%
B/E move
20.3%
Puts
Pseudo strike
22.94
IV
30.5%
B/E move
3.8%

45Δ

Calls
Pseudo strike
26.74
IV
49.5%
B/E move
18.0%
Puts
Pseudo strike
23.31
IV
34.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
26.19
IV
44.3%
B/E move
15.7%
Puts
Pseudo strike
23.68
IV
38.1%
B/E move
3.4%

55Δ

Calls
Pseudo strike
25.64
IV
39.0%
B/E move
13.4%
Puts
Pseudo strike
24.05
IV
41.9%
B/E move
3.1%

60Δ

Calls
Pseudo strike
25.09
IV
33.8%
B/E move
11.1%
Puts
Pseudo strike
24.42
IV
45.8%
B/E move
2.9%

65Δ

Calls
Pseudo strike
24.55
IV
28.5%
B/E move
8.8%
Puts
Pseudo strike
24.79
IV
49.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
24.00
IV
23.3%
B/E move
6.5%
Puts
Pseudo strike
25.76
IV
57.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
23.45
IV
18.0%
B/E move
4.2%
Puts
Pseudo strike
27.49
IV
69.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
22.91
IV
12.7%
B/E move
1.9%
Puts
Pseudo strike
29.23
IV
82.5%
B/E move
1.9%

Options history

No recorded observations