NECB (Northeast Community Bancorp, Inc.)
Expected Move & Straddle Price History
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).
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.
Current NECB Expected Move
30-Day Straddle
$2.62
7-Day Straddle
$2.50
Avg IV
0.6%
IV Rank
18%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260908 | $2.62 | $2.50 | 0.6% | 18% |
| 20260904 | $2.48 | $2.35 | 0.7% | 28% |
| 20260903 | $3.50 | $2.88 | 0.7% | 29% |
| 20260902 | $2.50 | $2.50 | 1.0% | 56% |
| 20260901 | $1.65 | $1.65 | 1.0% | 52% |
| 20260831 | $1.95 | $1.95 | 1.0% | 53% |
| 20260828 | $2.23 | $2.23 | 1.1% | 65% |
| 20260827 | $2.25 | $2.25 | 1.0% | 54% |
| 20260826 | $2.38 | $2.38 | 0.9% | 49% |
| 20260825 | $3.30 | $3.30 | 0.9% | 50% |
| 20260824 | $2.83 | $2.83 | 1.0% | 51% |
| 20260821 | $1.62 | $2.02 | 1.0% | 52% |
| 20260820 | $2.38 | $1.90 | 0.7% | 26% |
| 20260819 | $2.85 | $3.85 | 0.8% | 38% |
| 20260818 | $2.17 | $2.77 | 0.9% | 41% |
| 20260817 | $2.60 | $2.65 | 0.9% | 44% |
| 20260814 | $3.03 | $2.50 | 0.8% | 33% |
| 20260813 | $2.95 | $3.23 | 0.8% | 36% |
| 20260812 | $2.73 | $3.50 | 0.7% | 26% |
| 20260811 | $3.17 | $2.65 | 0.8% | 35% |
| 20260810 | $3.22 | $3.10 | 0.8% | 40% |
| 20260806 | $3.40 | $3.60 | 0.8% | 35% |
| 20260805 | $2.93 | $2.93 | 0.9% | 41% |
| 20260804 | $2.67 | $2.67 | 0.8% | 39% |
| 20260803 | $3.55 | $3.55 | 0.9% | 47% |
| 20260731 | $1.85 | $1.85 | 0.8% | 36% |
| 20260730 | $2.75 | $2.75 | 0.7% | 22% |
| 20260729 | $3.65 | $3.65 | 0.9% | 43% |
| 20260728 | $2.73 | $2.73 | 0.8% | 38% |
| 20260727 | $2.40 | $2.40 | 0.8% | 37% |
| 20260724 | $4.38 | $4.38 | 0.7% | 24% |
| 20260723 | $3.22 | $3.22 | 0.7% | 23% |
| 20260722 | $3.28 | $3.28 | 0.8% | 31% |
| 20260721 | $2.40 | $2.40 | 0.6% | 15% |
| 20260720 | $2.73 | $2.73 | 0.4% | 0% |
| 20260716 | $3.32 | $2.42 | 0.6% | 9% |
| 20260715 | $3.33 | $2.67 | 0.6% | 8% |
| 20260714 | $3.12 | $2.65 | 0.7% | 22% |
| 20260713 | $2.88 | $1.65 | 0.7% | 17% |
| 20260710 | $4.57 | $2.27 | 0.6% | 5% |
| 20260709 | $2.70 | $2.02 | 0.7% | 19% |
| 20260708 | $3.60 | $2.60 | 0.8% | 25% |
| 20260707 | $3.73 | $2.60 | 0.7% | 21% |
| 20260706 | $3.40 | $3.30 | 0.5% | 3% |
| 20260702 | $2.67 | $2.67 | 1.4% | 96% |
| 20260701 | $2.35 | $2.35 | 0.9% | 38% |
| 20260630 | $3.20 | $3.20 | 0.9% | 40% |
| 20260629 | $3.50 | $3.50 | 1.1% | 61% |
| 20260626 | $4.15 | $4.15 | 0.9% | 38% |
| 20260625 | $3.20 | $3.20 | 1.0% | 51% |
| 20260624 | $3.40 | $3.40 | 1.0% | 48% |
| 20260623 | $2.88 | $2.88 | 0.8% | 28% |
| 20260622 | $2.95 | $2.95 | 0.9% | 38% |
| 20260618 | $2.52 | $1.85 | 0.9% | 36% |
| 20260617 | $2.12 | $2.30 | 0.6% | 11% |
| 20260616 | $2.38 | $1.60 | 0.8% | 26% |
| 20260615 | $2.55 | $1.70 | 0.9% | 36% |
| 20260613 | $3.08 | $2.25 | 0.7% | 15% |
| 20260612 | $3.08 | $2.25 | 0.6% | 12% |
| 20260611 | $2.27 | $2.33 | 0.5% | 2% |