NECB · Expected Move
Northeast Community Bancorp, Inc.
The expected move for NECB is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NECB straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NECB Expected Move
30-Day Straddle
$2.75
7-Day Straddle
$2.75
30-Day ATM IV
41.7%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to NECB's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NECB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $2.75 | $2.75 | 41.7% | 45% |
| 20261022 | $3.12 | $3.12 | 33.9% | 26% |
| 20261021 | $1.95 | $1.95 | 44.1% | 51% |
| 20261020 | $2.95 | $2.95 | 37.5% | 35% |
| 20261019 | $3.05 | $3.05 | 36.1% | 31% |
| 20261016 | $3.67 | $3.62 | 34.5% | 28% |
| 20261015 | $2.98 | $2.67 | 35.3% | 30% |
| 20261014 | $2.67 | $3.05 | — | — |
| 20261013 | $3.08 | $3.02 | 33.9% | 26% |
| 20261012 | $3.48 | $3.25 | 33.1% | 24% |
| 20261009 | $2.85 | $2.95 | 43.1% | 48% |
| 20261008 | $2.92 | $3.67 | 34.9% | 29% |
| 20261007 | $3.08 | $2.83 | 42.1% | 46% |
| 20261006 | $2.70 | $2.20 | 56.7% | 81% |
| 20261005 | $2.42 | $2.52 | 30.6% | 18% |
| 20261002 | $2.27 | $2.27 | 42.4% | 47% |
| 20261001 | $2.47 | $2.47 | 36.1% | 32% |
| 20260930 | $3.08 | $3.08 | 22.9% | 0% |
| 20260929 | $2.23 | $2.23 | 37.3% | 19% |
| 20260928 | $2.55 | $2.55 | 37.1% | 18% |
| 20260925 | $2.62 | $2.62 | 35.4% | 13% |
| 20260924 | $1.82 | $1.82 | 50.6% | 58% |
| 20260923 | $2.50 | $2.50 | 41.6% | 32% |
| 20260922 | $2.40 | $2.40 | 37.2% | 18% |
| 20260921 | $3.27 | $3.27 | 42.8% | 35% |
| 20260918 | $2.98 | $2.38 | 37.6% | 20% |
| 20260917 | $9.70 | $2.58 | 39.5% | 25% |
| 20260916 | $3.73 | $3.67 | 40.0% | 27% |
| 20260915 | $3.00 | $2.83 | 41.3% | 30% |
| 20260914 | $3.10 | $3.33 | 43.5% | 37% |
| 20260911 | $2.88 | $2.73 | 42.1% | 33% |
| 20260910 | $2.75 | $2.33 | 53.7% | 67% |
| 20260909 | $2.75 | $3.35 | 55.7% | 73% |
| 20260908 | $3.20 | $2.27 | 62.8% | 94% |
| 20260904 | $2.48 | $2.35 | 64.7% | 100% |
| 20260903 | $3.50 | $2.88 | 55.5% | 77% |
| 20260902 | $2.50 | $2.50 | 55.5% | 77% |
| 20260901 | $1.65 | $1.65 | 35.2% | 13% |
| 20260831 | $1.95 | $1.95 | 35.3% | 14% |
| 20260828 | $2.23 | $2.23 | 39.4% | 26% |
| 20260827 | $2.25 | $2.25 | 41.1% | 32% |
| 20260826 | $2.38 | $2.38 | 43.2% | 39% |
| 20260825 | $3.30 | $3.30 | 41.2% | 32% |
| 20260824 | $2.83 | $2.83 | 41.3% | 30% |
| 20260821 | $1.62 | $2.02 | 44.7% | 40% |
| 20260820 | $2.38 | $1.90 | 40.5% | 28% |
| 20260819 | $2.85 | $3.85 | — | — |
| 20260818 | $2.17 | $2.77 | — | — |
| 20260817 | $2.60 | $2.65 | 42.5% | 34% |
| 20260814 | $3.03 | $2.50 | 39.9% | 26% |
| 20260813 | $2.95 | $3.23 | 41.7% | 32% |
| 20260812 | $2.73 | $3.50 | 40.0% | 27% |
| 20260811 | $3.17 | $2.65 | 38.4% | 22% |
| 20260810 | $3.22 | $3.10 | 36.2% | 15% |
| 20260807 | — | — | 44.3% | 39% |
| 20260806 | $3.40 | $3.60 | 43.5% | 37% |
| 20260805 | $2.93 | $2.93 | 51.3% | 60% |
| 20260804 | $2.67 | $2.67 | 47.2% | 48% |
| 20260803 | $3.55 | $3.55 | 44.7% | 41% |
| 20260731 | $1.85 | $1.85 | 33.1% | 6% |
More on NECB
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.