Northeast Community Bancorp, Inc. (NECB) Options History
Historical options analytics archive for NECB with monthly max pain, implied volatility, gamma exposure, and put/call data.
47 months of complete options data available.
NECB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NECB. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 50.2% | 34.9% | $22.50 | $4.5K | -$153.2K | 0.66 |
| 2026-05 | 20 | 58.3% | 43.2% | - | $5.5K | -$110.5K | 0.00 |
| 2026-04 | 21 | 49.1% | 33.8% | - | $4.9K | -$120.2K | 0.22 |
| 2026-03 | 22 | 55.4% | 40.3% | $22.50 | $2.6K | -$71.0K | 0.13 |
| 2026-02 | 19 | 46.1% | 30.7% | $19.80 | $9.8K | -$436.9K | 0.02 |
| 2026-01 | 20 | 52.5% | 37.3% | $20.00 | $76.4K | -$1.8M | 0.13 |
This archive aggregates NECB's daily end-of-day options snapshots into monthly summaries, spanning 2022-08 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how NECB option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 50.2%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.66.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Frequently asked NECB history questions
- How much options history is available for NECB?
- This archive holds 47 months of NECB options analytics, spanning 2022-08 through 2026-06. Each entry is a monthly rollup of NECB's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the NECB archive.
- What data does each monthly NECB aggregate contain?
- Every monthly row summarizes that month of NECB option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 50.2%, an average IV rank of 34.9%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.66.
- How is the NECB options-history archive built and how often does it update?
- The archive is derived from NECB's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how NECB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.