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NorthEast Community Bancorp, Inc. Common Stock NECB

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Market datapartial · fetched 2026-10-23T23:13:32.941Z

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 · 2026-10-23T20:00:00.033492695Z

FundamentalsAlpha Vantage · unavailable

Share price$27.77
1D-2.7%
AH$27.06$27.46$27.86$28.26$28.665:30 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$0.40$1.10$1.79$2.49$3.19$24.03$26.02$28.01$30.01$32.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NECB spot · $27.77NECB PRICE$0.56$0.52$0.62$0.86$1.09$1.33$1.57$1.80$2.04$2.28$2.51$2.75$2.99$0.48$0.60$0.74$0.87$1.00$1.13$1.27$1.40$1.53$1.66$1.80$1.93$2.06
PutsFair1.05×
CallsExpensive1.23×
SkewBullish-6.39 pp
Implied moveBullish±$2.83
TiltBullish11.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.1875.1%25.1%24.9451.9%11.9%
25Δ31.3852.1%14.9%25.3649.2%10.8%
30Δ29.7740.8%9.4%25.7447.1%10.0%
35Δ29.3341.0%8.7%26.1145.0%9.1%
40Δ28.8841.2%7.9%26.4842.9%8.2%
45Δ28.4341.4%7.2%26.8540.8%7.4%
50Δ27.9941.5%6.4%27.2338.7%6.5%
55Δ27.5441.7%5.7%27.6036.5%5.6%
60Δ27.1041.9%4.9%27.9734.4%4.8%
65Δ26.6542.1%4.2%28.3532.3%3.9%
70Δ26.2042.3%3.4%28.7230.2%3.0%
75Δ25.7642.4%2.6%29.0928.1%2.2%
80Δ25.3142.6%1.9%29.4726.0%1.3%

20Δ

Calls
Pseudo strike
34.18
IV
75.1%
B/E move
25.1%
Puts
Pseudo strike
24.94
IV
51.9%
B/E move
11.9%

25Δ

Calls
Pseudo strike
31.38
IV
52.1%
B/E move
14.9%
Puts
Pseudo strike
25.36
IV
49.2%
B/E move
10.8%

30Δ

Calls
Pseudo strike
29.77
IV
40.8%
B/E move
9.4%
Puts
Pseudo strike
25.74
IV
47.1%
B/E move
10.0%

35Δ

Calls
Pseudo strike
29.33
IV
41.0%
B/E move
8.7%
Puts
Pseudo strike
26.11
IV
45.0%
B/E move
9.1%

40Δ

Calls
Pseudo strike
28.88
IV
41.2%
B/E move
7.9%
Puts
Pseudo strike
26.48
IV
42.9%
B/E move
8.2%

45Δ

Calls
Pseudo strike
28.43
IV
41.4%
B/E move
7.2%
Puts
Pseudo strike
26.85
IV
40.8%
B/E move
7.4%

50Δ

Calls
Pseudo strike
27.99
IV
41.5%
B/E move
6.4%
Puts
Pseudo strike
27.23
IV
38.7%
B/E move
6.5%

55Δ

Calls
Pseudo strike
27.54
IV
41.7%
B/E move
5.7%
Puts
Pseudo strike
27.60
IV
36.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
27.10
IV
41.9%
B/E move
4.9%
Puts
Pseudo strike
27.97
IV
34.4%
B/E move
4.8%

65Δ

Calls
Pseudo strike
26.65
IV
42.1%
B/E move
4.2%
Puts
Pseudo strike
28.35
IV
32.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
26.20
IV
42.3%
B/E move
3.4%
Puts
Pseudo strike
28.72
IV
30.2%
B/E move
3.0%

75Δ

Calls
Pseudo strike
25.76
IV
42.4%
B/E move
2.6%
Puts
Pseudo strike
29.09
IV
28.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
25.31
IV
42.6%
B/E move
1.9%
Puts
Pseudo strike
29.47
IV
26.0%
B/E move
1.3%

Options history

No recorded observations