Ticker Options Intelligence

NECB options intelligence

Northeast Community Bancorp Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 45 Market data through 31 Jul 2026 Checked 2 Aug 2026 10:16 · complete available chain

Call-side pressure

Bullish pressure

NECB currently carries bullish options pressure with a 45/100 conviction score. The nearest-chain expected move is 3.9%, with volume/open-interest participation at 0.01.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Compare Chart Weekly report
Primary read Bullish

Call-side pressure

Expected move 3.9%

Near-term move context

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.00

Call-side skew

Trend fit 0

Options are not fully confirming trend

Weekly backdrop +0.2%

RS 6.6

Expected move 3.9%
Put-call volume -
Volume / OI 0.01
Reference IV 0.16
Max pain 15.00
Underlying 26.70
Nearest expiry 21 Aug 2026
Contracts 60

Research Brief

NECB has a bullish chain read with 45/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 25.67–27.73; The largest call open-interest concentration is 30.00; the largest put concentration is 15.00. The most active strike by current volume is 15.00.

Priced range25.67–27.73
Call concentration30.00
Put concentration15.00
Max pain reference15.00
What would confirm it
  • Price holds or improves while call-side concentration remains elevated.
What would weaken it
  • Price weakens while call pressure fades or reverses toward puts.
  • Options and the weekly trend are not yet giving the same message.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 25.67 to 27.73. Max pain at 15.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
25.6726.70 ± 1.0327.73
Confirmation level

A close beyond 27.73 or below 25.67 at the 21 Aug expiry would exceed the move currently priced by this chain.

Important limitation

The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.

Score Construction

Why conviction is 45/100

Evidence alignment, not probability

Pressure is 100/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure100 × 42%
+42.0

How strongly activity leans toward calls or puts.

Participation0 × 22%
+0.1

Volume relative to existing open interest and contract-level activity.

Trend agreement0 × 26%
+0.0

How closely the chain read agrees with the underlying trend backdrop.

Volatility27 × 10%
+2.7

The intensity of implied volatility and the priced move.

Reconstructed score44.8Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 30.00; the largest put concentration is 15.00. The most active strike by current volume is 15.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
15.00-43.8%
0
0
17.50-34.5%
0
0
20.00-25.1%
0
0
22.50-15.7%
0
0
25.00-6.4%
2
0
30.0012.4%
15
0
35.0031.1%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported + model-estimated Greeks · 100% coverage

Call-side gamma sensitivity outweighs the put-side proxy across the retained chain. The largest bars mark levels where delta-hedging sensitivity may be most concentrated.

Net profile+$3,902Delta change / 1% move
Positive peak25.00+$2,445
Negative peak22.50-$262
Nearest balance22.74Interpolated sign change
StrikeNegativePositiveNet / 1% move
12.50-53.2%
-$1
17.50-34.5%
-$3
20.00-25.1%
+$0
22.50-15.7%
-$262
25.00-6.4%
+$2,445
30.0012.4%
+$1,619
35.0031.1%
+$104
Positive call-side proxy Negative put-side proxyHighlighted row is nearest spot strike

Scenario proxy = gamma × open interest × 100 shares × spot² × 1%. Calls are positive and puts negative by convention. Missing Greeks use a Black-Scholes estimate from stored IV with zero rate and dividend assumptions. Open interest does not reveal who is long or short, so this is not observed dealer positioning or a forecast.

Volatility Curve

Back-loaded volatility

0.51× front/back

Longer-dated options carry more implied volatility than the front expiry, so risk is priced farther out.

0.16 21 Aug 21d
0.30 18 Sep 49d
0.31 18 Dec 140d
0.32 19 Mar 231d

Volatility by Strike

Balanced wings

Nearest expiry, within 20% of spot

Comparable upside calls and downside puts carry broadly similar implied volatility.

23
25
30
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 matured · 0 directional

Forward validation is building. The earliest eligible stored read expires 21 Aug 2026; its result will appear after the matched closing reference is stored.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Auditable calculationoriginal version retained
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Eligible snapshots must have a dated market session, stored signal, and point-in-time market reference. Each observation uses one read per market session and the first stored weekly close on or immediately after expiry; its original calculation version is retained. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

High

A97/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
60 / 60
  • No material coverage gap was detected in the retained chain.

Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.

Options Intent Radar

Directional flow, confirmation needed

33/100
Primary intent Directional flow, confirmation needed

There is useful activity, but aggregate chain data does not isolate participant intent.

Flow vs price divergence Bullish flow before price confirmation

Call-side pressure is building before a meaningful weekly price response.

Why this matters

Directional flow, confirmation needed matters because it connects the options headline to the actual evidence: $222 of estimated gross traded notional, calls · 46-90 days · itm, and a bullish flow before price confirmation backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+100
1W price+0.2%
Call premium100%
Put premium0%
Notional split C 100% / P 0% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.01 Volume divided by open interest across the visible chain.
Trend fit 0/100 Agreement between options pressure and Sharemaestro market context.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Calls · 46-90 days · ITM
Calls · 46-90 days · ITM calls cluster with 1 contracts traded, $222 estimated gross traded notional, and 100% of visible notional.
$222

Setup Classification

Opportunity and risk frame

Context, not advice
Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Warning Bullish pressure over fair value

Call pressure is building while the stock sits above Sharemaestro fair value.

Activity Anomaly

Warming up

-

3 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 3 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close26.70
1W+0.2%
RS6.6
Fair value+30.8%
Options pressure100
Speculation0
Volatility27
Trend fit0

Today Versus Normal

Stored-options context

View history
Expected move 3.9% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.16 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.00 history building
30d avg - · 0/10 sessions -
90d avg - · 0/30 sessions -
180d avg - · 0/60 sessions -
Volume/OI 0.01 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:36 Mixed
Pressure 11
Move 8.6%
30 Jul 11:15 Mixed
Pressure 11
Move 10.4%
31 Jul 10:51 Mixed
Pressure 11
Move 9.2%
2 Aug 09:16 Bullish
Pressure 100
Move 3.9%

Strike Map

Where activity is clustering

Full strike map
Strike15.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike17.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike20.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike22.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike25.00
Calls · V 0 · OI 2
Puts · V 0 · OI 0
Strike30.00
Calls · V 0 · OI 15
Puts · V 0 · OI 0
Strike35.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts14
Avg IV0.16
Put-call-
Expiry18 Sep 2026
Contracts14
Avg IV0.30
Put-call-
Expiry18 Dec 2026
Contracts16
Avg IV0.31
Put-call-
Expiry19 Mar 2027
Contracts16
Avg IV0.32
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.23
Put IV0.15
Skew-0.08
18 Sep 2026Put IV premium
Call IV0.14
Put IV0.35
Skew0.20
18 Dec 2026Balanced skew
Call IV0.35
Put IV0.39
Skew0.04
19 Mar 2027Put IV premium
Call IV0.05
Put IV0.41
Skew0.36

Contract Tape

Most active contracts

Full contract tape
ContractNECB260918C00025000
SideCall
Expiry18 Sep 2026
Strike25.00
Volume1
OI27
IV0.29
ContractNECB260918C00030000
SideCall
Expiry18 Sep 2026
Strike30.00
Volume-
OI33
IV0.14
ContractNECB261218C00035000
SideCall
Expiry18 Dec 2026
Strike35.00
Volume-
OI16
IV0.17
ContractNECB260821C00030000
SideCall
Expiry21 Aug 2026
Strike30.00
Volume-
OI15
IV0.23
ContractNECB261218C00020000
SideCall
Expiry18 Dec 2026
Strike20.00
Volume-
OI12
IV0.01
ContractNECB261218C00030000
SideCall
Expiry18 Dec 2026
Strike30.00
Volume-
OI12
IV0.35
ContractNECB261218C00025000
SideCall
Expiry18 Dec 2026
Strike25.00
Volume-
OI8
IV0.36
ContractNECB260918P00022500
SidePut
Expiry18 Sep 2026
Strike22.50
Volume-
OI8
IV0.41