IntraAlpha
Create free account Start free

Western New England Bancorp, Inc. Common Stock WNEB

i

Market datapartial · fetched 2026-11-03T19:13:26.978Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-03T18:57:32.679577701Z

FundamentalsAlpha Vantage · unavailable

Share price$13.91
1D-1.2%
$13.82$13.89$13.96$14.03$14.105:30 AM6:30 AM9:00 AM1:00 PMWNEB
Sold putSold call

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$0.80$2.65$4.50$6.34$8.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEWNEB PRICE$1.00$1.00$1.06$1.11$1.08$1.74$2.40$3.05$3.71$4.37$5.03$5.69$6.34$7.00$7.66
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ20.2887.4%53.0%12.5161.8%17.9%
35Δ17.4468.2%32.6%13.3862.2%16.3%
40Δ16.3459.6%25.1%14.2662.5%14.7%
45Δ15.2451.1%17.6%15.1362.9%13.2%
50Δ16.0063.2%11.6%
55Δ16.8863.5%10.1%
60Δ17.7563.9%8.5%
65Δ18.6364.2%7.0%
70Δ19.5064.5%5.4%
75Δ20.3864.9%3.9%
80Δ21.2565.2%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
20.28
IV
87.4%
B/E move
53.0%
Puts
Pseudo strike
12.51
IV
61.8%
B/E move
17.9%

35Δ

Calls
Pseudo strike
17.44
IV
68.2%
B/E move
32.6%
Puts
Pseudo strike
13.38
IV
62.2%
B/E move
16.3%

40Δ

Calls
Pseudo strike
16.34
IV
59.6%
B/E move
25.1%
Puts
Pseudo strike
14.26
IV
62.5%
B/E move
14.7%

45Δ

Calls
Pseudo strike
15.24
IV
51.1%
B/E move
17.6%
Puts
Pseudo strike
15.13
IV
62.9%
B/E move
13.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.00
IV
63.2%
B/E move
11.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.88
IV
63.5%
B/E move
10.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.75
IV
63.9%
B/E move
8.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.63
IV
64.2%
B/E move
7.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.50
IV
64.5%
B/E move
5.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.38
IV
64.9%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.25
IV
65.2%
B/E move
2.3%

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%