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NorthEast Community Bancorp, Inc. Common Stock NECB

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Market datapartial · fetched 2026-11-13T18:11:59.005Z

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 · 2026-11-13T18:11:23.049120161Z

FundamentalsAlpha Vantage · unavailable

Share price$29.10
1D-0.2%
$28.78$28.92$29.06$29.19$29.335:30 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$0.47$1.76$3.05$4.35$5.64$21.84$24.33$26.81$29.30$31.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NECB spot · $29.10NECB PRICE$0.61$1.12$1.64$2.16$2.68$3.20$3.71$4.23$4.75$5.27$0.61$0.65$0.70$0.75$0.79$0.84$0.89$0.93$0.98$1.03$1.07$2.19$4.72
PutsExpensive3.61×
Calls——
Skew——
Implied moveBullish±$3.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.14296.2%39.7%
25Δ19.26271.4%36.0%
30Δ20.39246.6%32.4%
35Δ29.7347.3%4.2%21.51221.8%28.7%
40Δ29.1253.7%3.9%22.63196.9%25.0%
45Δ28.5160.1%3.6%23.75172.1%21.3%
50Δ27.9066.6%3.3%24.87147.3%17.6%
55Δ27.2973.0%3.0%25.99122.5%13.9%
60Δ26.6879.4%2.7%27.1297.7%10.2%
65Δ26.0785.9%2.4%28.2472.9%6.5%
70Δ25.4692.3%2.0%29.3648.1%2.8%
75Δ24.8598.7%1.7%31.0946.3%0.7%
80Δ24.24105.2%1.4%33.6475.1%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.14
IV
296.2%
B/E move
39.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.26
IV
271.4%
B/E move
36.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.39
IV
246.6%
B/E move
32.4%

35Δ

Calls
Pseudo strike
29.73
IV
47.3%
B/E move
4.2%
Puts
Pseudo strike
21.51
IV
221.8%
B/E move
28.7%

40Δ

Calls
Pseudo strike
29.12
IV
53.7%
B/E move
3.9%
Puts
Pseudo strike
22.63
IV
196.9%
B/E move
25.0%

45Δ

Calls
Pseudo strike
28.51
IV
60.1%
B/E move
3.6%
Puts
Pseudo strike
23.75
IV
172.1%
B/E move
21.3%

50Δ

Calls
Pseudo strike
27.90
IV
66.6%
B/E move
3.3%
Puts
Pseudo strike
24.87
IV
147.3%
B/E move
17.6%

55Δ

Calls
Pseudo strike
27.29
IV
73.0%
B/E move
3.0%
Puts
Pseudo strike
25.99
IV
122.5%
B/E move
13.9%

60Δ

Calls
Pseudo strike
26.68
IV
79.4%
B/E move
2.7%
Puts
Pseudo strike
27.12
IV
97.7%
B/E move
10.2%

65Δ

Calls
Pseudo strike
26.07
IV
85.9%
B/E move
2.4%
Puts
Pseudo strike
28.24
IV
72.9%
B/E move
6.5%

70Δ

Calls
Pseudo strike
25.46
IV
92.3%
B/E move
2.0%
Puts
Pseudo strike
29.36
IV
48.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
24.85
IV
98.7%
B/E move
1.7%
Puts
Pseudo strike
31.09
IV
46.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
24.24
IV
105.2%
B/E move
1.4%
Puts
Pseudo strike
33.64
IV
75.1%
B/E move
0.6%

Options history

IV · four-Friday blend32.62%
Daily EOD
NECB32.4%33.7%35.0%2026-10-22: 34.78%2026-10-30: 32.62%Oct 22Oct 30
2 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
34.78%
32.62%