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Western New England Bancorp, Inc. Common Stock WNEB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T03:21:34.562Z

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 · 2026-11-11T21:00:00.599312848Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:17:34.207634+00:00

Share price$13.66
1D-1.2%
AH$13.57$13.64$13.71$13.78$13.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWNEB
Sold putSold callAH

Western New England Bancorp, Inc. Common Stock options

Live interpolated WNEB call and put midpoint premiums by absolute delta.Western New England Bancorp, Inc. Common Stock$0.72$1.11$1.50$1.89$2.28$10.04$11.28$12.53$13.78$15.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WNEB spot · $13.66WNEB PRICE$0.76$0.88$0.88$0.88$0.94$1.02$1.09$1.17$1.24$1.32$1.39$1.73$0.88$0.88$0.88$0.92$1.00$1.08$1.15$1.23$1.31$1.39$1.46$1.54$2.17
PutsExpensive4.08×
Calls——
Skew——
Implied moveBearish±$2.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.24300.4%31.5%
25Δ20.57291.4%56.1%11.19246.4%24.5%
30Δ18.64268.2%42.9%12.14192.5%17.5%
35Δ16.59213.3%27.9%12.68165.5%14.0%
40Δ15.16168.6%17.4%12.96154.8%12.4%
45Δ14.70154.1%14.5%13.25144.2%10.9%
50Δ14.36143.4%12.5%13.53133.6%9.4%
55Δ14.02132.7%10.6%13.82122.9%7.8%
60Δ13.68122.0%8.7%14.10112.3%6.3%
65Δ13.34111.3%6.7%14.39101.7%4.8%
70Δ13.00100.6%4.8%14.6891.0%3.3%
75Δ12.6689.9%2.8%14.9680.4%1.7%
80Δ12.1688.7%1.7%15.6686.0%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.24
IV
300.4%
B/E move
31.5%

25Δ

Calls
Pseudo strike
20.57
IV
291.4%
B/E move
56.1%
Puts
Pseudo strike
11.19
IV
246.4%
B/E move
24.5%

30Δ

Calls
Pseudo strike
18.64
IV
268.2%
B/E move
42.9%
Puts
Pseudo strike
12.14
IV
192.5%
B/E move
17.5%

35Δ

Calls
Pseudo strike
16.59
IV
213.3%
B/E move
27.9%
Puts
Pseudo strike
12.68
IV
165.5%
B/E move
14.0%

40Δ

Calls
Pseudo strike
15.16
IV
168.6%
B/E move
17.4%
Puts
Pseudo strike
12.96
IV
154.8%
B/E move
12.4%

45Δ

Calls
Pseudo strike
14.70
IV
154.1%
B/E move
14.5%
Puts
Pseudo strike
13.25
IV
144.2%
B/E move
10.9%

50Δ

Calls
Pseudo strike
14.36
IV
143.4%
B/E move
12.5%
Puts
Pseudo strike
13.53
IV
133.6%
B/E move
9.4%

55Δ

Calls
Pseudo strike
14.02
IV
132.7%
B/E move
10.6%
Puts
Pseudo strike
13.82
IV
122.9%
B/E move
7.8%

60Δ

Calls
Pseudo strike
13.68
IV
122.0%
B/E move
8.7%
Puts
Pseudo strike
14.10
IV
112.3%
B/E move
6.3%

65Δ

Calls
Pseudo strike
13.34
IV
111.3%
B/E move
6.7%
Puts
Pseudo strike
14.39
IV
101.7%
B/E move
4.8%

70Δ

Calls
Pseudo strike
13.00
IV
100.6%
B/E move
4.8%
Puts
Pseudo strike
14.68
IV
91.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
12.66
IV
89.9%
B/E move
2.8%
Puts
Pseudo strike
14.96
IV
80.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
12.16
IV
88.7%
B/E move
1.7%
Puts
Pseudo strike
15.66
IV
86.0%
B/E move
1.2%

Options history

IV · four-Friday blend57.53%
Daily EOD
WNEB46.9%57.5%68.0%2026-10-19: 55.22%2026-10-20: 48.33%2026-10-21: 61.04%2026-10-22: 60.74%2026-10-23: 61.01%2026-10-26: 66.57%2026-10-27: 64.09%2026-10-28: 57.88%2026-10-29: 57.38%2026-10-30: 57.53%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.22%
48.33%
61.04%
60.74%
61.01%
66.57%
64.09%
57.88%
57.38%
57.53%