IntraAlpha
Create free account Start free

NorthEast Community Bancorp, Inc. Common Stock NECB

i

Market datapartial · fetched 2026-10-23T01:59:46.011Z

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 · 2026-10-22T20:00:00.516517549Z

FundamentalsAlpha Vantage · unavailable

Share price$28.78
1D+1.9%
AH$28.10$28.35$28.61$28.86$29.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNECB
Sold putSold callAH

NorthEast Community Bancorp, Inc. Common Stock options

Live interpolated NECB call and put midpoint premiums by absolute delta.NorthEast Community Bancorp, Inc. Common Stock$0.50$2.87$5.23$7.59$9.95$21.45$25.07$28.68$32.29$35.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NECB spot · $28.78NECB PRICE$0.76$0.99$1.10$1.15$1.20$1.51$2.12$2.74$3.36$3.97$4.59$5.21$5.82$1.12$1.21$1.30$1.40$1.49$1.59$1.68$1.77$1.87$3.24$5.25$7.26$9.27
PutsExpensive2.16×
CallsExpensive1.97×
SkewBearish+2.53 pp
Implied moveBullish±$3.80
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.8186.1%30.5%22.87113.4%24.4%
25Δ35.4990.2%26.8%23.73104.4%21.8%
30Δ34.0284.1%22.0%24.5895.4%19.1%
35Δ32.4471.7%16.7%25.4486.5%16.5%
40Δ30.8659.3%11.4%26.2977.5%13.8%
45Δ29.6254.1%8.2%27.1568.5%11.2%
50Δ28.7957.6%7.4%28.0159.5%8.5%
55Δ27.9661.1%6.7%28.8650.5%5.9%
60Δ27.1364.5%5.9%29.7241.5%3.2%
65Δ26.3068.0%5.2%31.3846.5%2.2%
70Δ25.4771.5%4.5%33.4658.4%2.0%
75Δ24.6475.0%3.7%35.5370.3%1.8%
80Δ23.8278.4%3.0%37.6082.1%1.6%

20Δ

Calls
Pseudo strike
36.81
IV
86.1%
B/E move
30.5%
Puts
Pseudo strike
22.87
IV
113.4%
B/E move
24.4%

25Δ

Calls
Pseudo strike
35.49
IV
90.2%
B/E move
26.8%
Puts
Pseudo strike
23.73
IV
104.4%
B/E move
21.8%

30Δ

Calls
Pseudo strike
34.02
IV
84.1%
B/E move
22.0%
Puts
Pseudo strike
24.58
IV
95.4%
B/E move
19.1%

35Δ

Calls
Pseudo strike
32.44
IV
71.7%
B/E move
16.7%
Puts
Pseudo strike
25.44
IV
86.5%
B/E move
16.5%

40Δ

Calls
Pseudo strike
30.86
IV
59.3%
B/E move
11.4%
Puts
Pseudo strike
26.29
IV
77.5%
B/E move
13.8%

45Δ

Calls
Pseudo strike
29.62
IV
54.1%
B/E move
8.2%
Puts
Pseudo strike
27.15
IV
68.5%
B/E move
11.2%

50Δ

Calls
Pseudo strike
28.79
IV
57.6%
B/E move
7.4%
Puts
Pseudo strike
28.01
IV
59.5%
B/E move
8.5%

55Δ

Calls
Pseudo strike
27.96
IV
61.1%
B/E move
6.7%
Puts
Pseudo strike
28.86
IV
50.5%
B/E move
5.9%

60Δ

Calls
Pseudo strike
27.13
IV
64.5%
B/E move
5.9%
Puts
Pseudo strike
29.72
IV
41.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
26.30
IV
68.0%
B/E move
5.2%
Puts
Pseudo strike
31.38
IV
46.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
25.47
IV
71.5%
B/E move
4.5%
Puts
Pseudo strike
33.46
IV
58.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
24.64
IV
75.0%
B/E move
3.7%
Puts
Pseudo strike
35.53
IV
70.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
23.82
IV
78.4%
B/E move
3.0%
Puts
Pseudo strike
37.60
IV
82.1%
B/E move
1.6%

Options history

No recorded observations