Western New England Bancorp, Inc. (WNEB) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
Western New England Bancorp, Inc. (WNEB) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $266.5M, listed on NASDAQ, employing roughly 286 people, carrying a beta of 0.78 to the broader market. Western New England Bancorp, Inc. Led by James C. Hagan, public since 2002-05-02.
Snapshot as of May 15, 2026.
- Spot Price
- $13.22
- ATM IV
- 62.5%
- HV 20-Day
- 26.6%
- HV 60-Day
- 26.0%
- IV Rank
- 13.1%
- IV Percentile
- 19.0%
As of May 15, 2026, Western New England Bancorp, Inc. (WNEB) ATM implied volatility is 62.5%. 20-day realized volatility is 26.6%, producing an IV-HV spread of +35.9 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 13.1%.
How WNEB iv/hv history Data Feeds Strategy Selection
Strategy selection on Western New England Bancorp, Inc. options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 62.5% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
Frequently asked WNEB iv/hv history questions
- Is WNEB options pricing rich or cheap right now?
- As of May 15, 2026, Western New England Bancorp, Inc. (WNEB) ATM IV is 62.5% against 20-day realized volatility of 26.6%. IV rank is 13.1%. WNEB options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 35.9 vol points.
- What is the WNEB variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. WNEB is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does WNEB IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. WNEB's current rank of 13.1% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.