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Western New England Bancorp Inc WNEB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:23:37.705Z

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 · 2026-10-22T20:00:00.374411214Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:23:34.652168+00:00

Share price$13.84
1D+3.3%
AH$13.36$13.51$13.65$13.80$13.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWNEB
Sold putSold callAH

Western New England Bancorp Inc options

Live interpolated WNEB call and put midpoint premiums by absolute delta.Western New England Bancorp Inc$1.18$2.31$3.45$4.58$5.72$8.12$11.04$13.95$16.87$19.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WNEB spot · $13.84WNEB PRICE$1.30$1.30$1.30$1.30$1.40$1.53$1.67$1.81$1.95$2.47$3.23$1.30$1.31$1.32$1.40$1.51$1.63$1.75$1.87$2.10$2.62$3.15$3.67$5.39
PutsExpensive4.81×
CallsExpensive4.65×
SkewBullish-5.73 pp
Implied moveBearish±$3.14
TiltBearish20.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.01216.2%37.0%
25Δ11.05181.1%29.6%
30Δ24.88240.1%89.2%12.10145.9%22.2%
35Δ19.48184.2%50.1%12.79126.5%17.7%
40Δ16.96147.7%32.0%13.26117.1%15.2%
45Δ15.46120.3%21.1%13.72107.7%12.6%
50Δ14.66107.6%16.0%14.1998.3%10.1%
55Δ14.17101.3%13.4%14.6688.9%7.5%
60Δ13.6795.1%10.9%15.1882.8%5.5%
65Δ13.1888.9%8.3%15.8285.0%4.6%
70Δ12.6982.6%5.7%16.4687.2%3.8%
75Δ11.9889.4%4.4%17.1089.4%3.0%
80Δ11.14104.0%3.8%18.89107.8%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.01
IV
216.2%
B/E move
37.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.05
IV
181.1%
B/E move
29.6%

30Δ

Calls
Pseudo strike
24.88
IV
240.1%
B/E move
89.2%
Puts
Pseudo strike
12.10
IV
145.9%
B/E move
22.2%

35Δ

Calls
Pseudo strike
19.48
IV
184.2%
B/E move
50.1%
Puts
Pseudo strike
12.79
IV
126.5%
B/E move
17.7%

40Δ

Calls
Pseudo strike
16.96
IV
147.7%
B/E move
32.0%
Puts
Pseudo strike
13.26
IV
117.1%
B/E move
15.2%

45Δ

Calls
Pseudo strike
15.46
IV
120.3%
B/E move
21.1%
Puts
Pseudo strike
13.72
IV
107.7%
B/E move
12.6%

50Δ

Calls
Pseudo strike
14.66
IV
107.6%
B/E move
16.0%
Puts
Pseudo strike
14.19
IV
98.3%
B/E move
10.1%

55Δ

Calls
Pseudo strike
14.17
IV
101.3%
B/E move
13.4%
Puts
Pseudo strike
14.66
IV
88.9%
B/E move
7.5%

60Δ

Calls
Pseudo strike
13.67
IV
95.1%
B/E move
10.9%
Puts
Pseudo strike
15.18
IV
82.8%
B/E move
5.5%

65Δ

Calls
Pseudo strike
13.18
IV
88.9%
B/E move
8.3%
Puts
Pseudo strike
15.82
IV
85.0%
B/E move
4.6%

70Δ

Calls
Pseudo strike
12.69
IV
82.6%
B/E move
5.7%
Puts
Pseudo strike
16.46
IV
87.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
11.98
IV
89.4%
B/E move
4.4%
Puts
Pseudo strike
17.10
IV
89.4%
B/E move
3.0%

80Δ

Calls
Pseudo strike
11.14
IV
104.0%
B/E move
3.8%
Puts
Pseudo strike
18.89
IV
107.8%
B/E move
2.5%

Options history

No recorded observations