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NorthEast Community Bancorp, Inc. Common Stock NECB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T09:40:10.188Z

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 · 2026-11-03T21:00:00.391520662Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T09:40:07.385347+00:00

Share price$29.19
1D-0.0%
AH$28.99$29.09$29.19$29.28$29.385:30 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$0.26$2.70$5.13$7.56$9.99$23.94$27.05$30.17$33.28$36.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NECB spot · $29.19NECB PRICE$0.53$0.66$0.80$0.93$1.07$1.22$2.37$3.52$4.68$5.83$6.98$8.14$9.29$0.58$0.72$0.87$1.01$1.15$1.29$1.44$1.58$2.30$3.60$4.89$6.18$7.47
PutsExpensive1.67×
CallsExpensive2.13×
SkewBullish-31.50 pp
Implied moveBullish±$3.81
TiltBullish16.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.6582.8%20.5%25.4679.3%14.8%
25Δ33.7178.6%17.8%26.0675.3%13.2%
30Δ32.7874.4%15.0%26.6771.4%11.6%
35Δ31.8570.1%12.3%27.2867.4%10.0%
40Δ30.9265.9%9.6%27.8863.4%8.4%
45Δ29.9862.0%6.9%28.4959.4%6.8%
50Δ28.6775.9%6.3%29.0955.4%5.3%
55Δ27.3689.9%5.8%29.7051.5%3.7%
60Δ26.05103.8%5.3%30.7152.6%2.7%
65Δ24.74117.8%4.7%32.1058.9%2.3%
70Δ23.43131.7%4.2%33.5065.1%2.0%
75Δ22.12145.7%3.6%34.9071.3%1.6%
80Δ20.81159.6%3.1%36.3077.5%1.3%

20Δ

Calls
Pseudo strike
34.65
IV
82.8%
B/E move
20.5%
Puts
Pseudo strike
25.46
IV
79.3%
B/E move
14.8%

25Δ

Calls
Pseudo strike
33.71
IV
78.6%
B/E move
17.8%
Puts
Pseudo strike
26.06
IV
75.3%
B/E move
13.2%

30Δ

Calls
Pseudo strike
32.78
IV
74.4%
B/E move
15.0%
Puts
Pseudo strike
26.67
IV
71.4%
B/E move
11.6%

35Δ

Calls
Pseudo strike
31.85
IV
70.1%
B/E move
12.3%
Puts
Pseudo strike
27.28
IV
67.4%
B/E move
10.0%

40Δ

Calls
Pseudo strike
30.92
IV
65.9%
B/E move
9.6%
Puts
Pseudo strike
27.88
IV
63.4%
B/E move
8.4%

45Δ

Calls
Pseudo strike
29.98
IV
62.0%
B/E move
6.9%
Puts
Pseudo strike
28.49
IV
59.4%
B/E move
6.8%

50Δ

Calls
Pseudo strike
28.67
IV
75.9%
B/E move
6.3%
Puts
Pseudo strike
29.09
IV
55.4%
B/E move
5.3%

55Δ

Calls
Pseudo strike
27.36
IV
89.9%
B/E move
5.8%
Puts
Pseudo strike
29.70
IV
51.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
26.05
IV
103.8%
B/E move
5.3%
Puts
Pseudo strike
30.71
IV
52.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
24.74
IV
117.8%
B/E move
4.7%
Puts
Pseudo strike
32.10
IV
58.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
23.43
IV
131.7%
B/E move
4.2%
Puts
Pseudo strike
33.50
IV
65.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
22.12
IV
145.7%
B/E move
3.6%
Puts
Pseudo strike
34.90
IV
71.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
20.81
IV
159.6%
B/E move
3.1%
Puts
Pseudo strike
36.30
IV
77.5%
B/E move
1.3%

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%