NFBK P&L Curve

Northfield Bancorp, Inc. (NFBK) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $583.4M, listed on NASDAQ, employing roughly 357 people, carrying a beta of 0.71 to the broader market. Northfield Bancorp, Inc. Led by Steven Klein, public since 2007-11-08.

A profit/loss curve charts the theoretical gain or loss of an options position across a range of underlying prices. It helps traders visualize risk, identify breakeven points, and compare strategies before committing capital.

Exchange
NASDAQ
Sector
Financial Services
Industry
Banks - Regional
Market Cap
$583.4M
Employees
357
IPO Date
2007-11-08
CEO
Steven Klein
Beta
0.71

At the current $14.07 spot price with 65.0% ATM implied volatility and 34 days to the front expiration, an at-the-money long straddle carries an approximate combined premium near $2.23, producing breakevens at roughly $11.84 and $16.30. Market-implied 1-standard-deviation range extends from $11.45 to $16.69, which sets the relevant P&L evaluation window for most near-term strategies. Payoff diagrams should be rebuilt from the live options chain; the preceding values are illustrative and assume a single at-the-money straddle for reference.

Frequently asked NFBK pl curve questions

What does a NFBK ATM straddle cost today?
Using current NFBK pricing (65.0% ATM IV, 34-day front expiration, $14.07 spot), an at-the-money long straddle (long call + long put at the same strike) carries an approximate combined premium near $2.23 per spread. Breakevens land at roughly $16.30 on the upside and $11.84 on the downside. The estimate uses the Brenner-Subrahmanyam approximation for at-the-money options under Black-Scholes.
How do I read an options P&L curve?
An options P&L curve plots theoretical position value at expiration (or at any chosen evaluation date) against the underlying price. The X-axis is the underlying price scenario, the Y-axis is position dollar P&L. The shape of the curve tells you the strategy's directional sensitivity, breakeven points, maximum profit and loss levels, and where time decay or volatility shifts will be most impactful. Multi-leg structures combine the curves of the individual legs to produce composite payoff diagrams.
What's the difference between a P&L curve and a payoff diagram?
Strictly: a payoff diagram shows option value at expiration (no time premium left), while a P&L curve typically shows position value at any evaluation date (with remaining time premium). The expiration payoff diagram has kinks at the strikes; the early P&L curve is smooth. For directional-vega trades, the early P&L curve also responds to IV shifts that the expiration payoff diagram does not capture - which is why options traders often look at both views.
Why are illustrative NFBK P&L numbers approximate?
The numbers above use Black-Scholes assumptions (lognormal returns, constant volatility, no early exercise, no dividends). Real-world option prices reflect skew, term structure, jump risk, and (for US-style options) early exercise premium. Use the live options chain for actual quoted bid/ask prices when sizing trades; the values here illustrate magnitude only.