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NorthEast Community Bancorp, Inc. Common Stock NECB

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Market datapartial · fetched 2026-10-22T16:37:56.583Z

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 · 2026-10-22T16:26:29.941915511Z

FundamentalsAlpha Vantage · unavailable

Share price$28.96
1D+2.5%
$28.11$28.34$28.57$28.79$29.025:30 AM6:30 AM9:00 AM1:00 PMNECB
Sold putSold call

NorthEast Community Bancorp, Inc. Common Stock options

Live interpolated NECB call and put midpoint premiums by absolute delta.NorthEast Community Bancorp, Inc. Common Stock$0.32$3.37$6.42$9.46$12.51$22.72$25.68$28.64$31.60$34.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NECB spot · $28.96NECB PRICE$0.95$1.67$2.39$3.11$3.83$4.55$5.27$5.99$6.70$7.42$0.65$0.80$0.95$1.10$1.25$1.40$1.55$1.70$2.02$3.48$4.94$6.39$11.63
PutsExpensive1.81×
CallsExpensive1.51×
SkewBearish+7.78 pp
Implied moveBullish±$4.66
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.9372.5%19.6%
25Δ24.7068.3%17.5%
30Δ25.4764.0%15.3%
35Δ29.3026.4%4.5%26.2559.8%13.2%
40Δ28.5032.6%4.2%27.0255.6%11.0%
45Δ27.7038.8%3.9%27.7951.3%8.9%
50Δ26.9045.1%3.6%28.5647.1%6.7%
55Δ26.1051.3%3.3%29.3342.9%4.6%
60Δ25.2957.6%3.0%30.2040.8%2.7%
65Δ24.4963.8%2.8%31.6852.9%2.6%
70Δ23.6970.0%2.5%33.1665.0%2.5%
75Δ22.8976.3%2.2%34.6477.0%2.5%
80Δ22.0982.5%1.9%39.83111.8%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.93
IV
72.5%
B/E move
19.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.70
IV
68.3%
B/E move
17.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.47
IV
64.0%
B/E move
15.3%

35Δ

Calls
Pseudo strike
29.30
IV
26.4%
B/E move
4.5%
Puts
Pseudo strike
26.25
IV
59.8%
B/E move
13.2%

40Δ

Calls
Pseudo strike
28.50
IV
32.6%
B/E move
4.2%
Puts
Pseudo strike
27.02
IV
55.6%
B/E move
11.0%

45Δ

Calls
Pseudo strike
27.70
IV
38.8%
B/E move
3.9%
Puts
Pseudo strike
27.79
IV
51.3%
B/E move
8.9%

50Δ

Calls
Pseudo strike
26.90
IV
45.1%
B/E move
3.6%
Puts
Pseudo strike
28.56
IV
47.1%
B/E move
6.7%

55Δ

Calls
Pseudo strike
26.10
IV
51.3%
B/E move
3.3%
Puts
Pseudo strike
29.33
IV
42.9%
B/E move
4.6%

60Δ

Calls
Pseudo strike
25.29
IV
57.6%
B/E move
3.0%
Puts
Pseudo strike
30.20
IV
40.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
24.49
IV
63.8%
B/E move
2.8%
Puts
Pseudo strike
31.68
IV
52.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
23.69
IV
70.0%
B/E move
2.5%
Puts
Pseudo strike
33.16
IV
65.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
22.89
IV
76.3%
B/E move
2.2%
Puts
Pseudo strike
34.64
IV
77.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
22.09
IV
82.5%
B/E move
1.9%
Puts
Pseudo strike
39.83
IV
111.8%
B/E move
2.6%

Options history

No recorded observations