WNEB · Western New England Bancorp, Inc.

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$14.41 +0.16 (+1.12%) At close · Jul 27

Market Cap

$286.78M

20.13M

Options Chain

15-min delayed Underlying $14.41 · today Options Calculator

Positioning

Aug 21, 2026 · 24 days to expiry · 20 contracts

Put / call OI

2.00

Put-heavy positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$12.50

$1.91 below spot

ATM implied vol

64%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 24d Sep 18 52d Nov 20 115d Feb 19 206d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	12	488.1%	0.978	$11.50		—	—	—	—	0
Call · $2.5 In the money Last $11.50 Breakeven $14.00 Implied vol 488.1% Delta 0.978 ≈98% ITM Gamma 0.003 Theta -0.019 Vega 0.002 Open interest 0 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	312.3%	0.956	—		$0.05	-0.019	229.9%	2	1
Call · $5 In the money Last — Breakeven — Implied vol 312.3% Delta 0.956 ≈96% ITM Gamma 0.008 Theta -0.022 Vega 0.004 Open interest 0 Model this call Put · $5 Last $0.05 Breakeven $4.95 Implied vol 229.9% Delta -0.019 ≈2% ITM Gamma 0.005 Theta -0.008 Vega 0.002 Open interest 1 Model this put
1	1	206%	0.931	$6.00		—	—	—	—	0
Call · $7.5 In the money Last $6.00 Breakeven $13.50 Implied vol 206% Delta 0.931 ≈93% ITM Gamma 0.017 Theta -0.021 Vega 0.005 Open interest 1 Model this call Put · $7.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	89.3%	0.954	—		$0.10	-0.073	106.7%	2	0
Call · $10 In the money Last — Breakeven — Implied vol 89.3% Delta 0.954 ≈95% ITM Gamma 0.028 Theta -0.007 Vega 0.003 Open interest 0 Model this call Put · $10 Last $0.10 Breakeven $9.90 Implied vol 106.7% Delta -0.073 ≈7% ITM Gamma 0.035 Theta -0.011 Vega 0.005 Open interest 0 Model this put
0	—	96.8%	0.754	—		$0.75	-0.24	93.6%	1	1
Call · $12.5 In the money Last — Breakeven — Implied vol 96.8% Delta 0.754 ≈75% ITM Gamma 0.087 Theta -0.023 Vega 0.012 Open interest 0 Model this call Put · $12.5 Last $0.75 Breakeven $11.75 Implied vol 93.6% Delta -0.24 ≈24% ITM Gamma 0.089 Theta -0.022 Vega 0.012 Open interest 1 Model this put
Underlying $14.41
0	—	51.1%	0.408	—		—	-0.538	76.9%	—	0
Call · $15 Last — Breakeven — Implied vol 51.1% Delta 0.408 ≈41% ITM Gamma 0.205 Theta -0.015 Vega 0.015 Open interest 0 Model this call Put · $15 In the money Last — Breakeven — Implied vol 76.9% Delta -0.538 ≈54% ITM Gamma 0.138 Theta -0.023 Vega 0.015 Open interest 0 Model this put
0	—	—	—	—		—	-0.815	75.2%	—	0
Call · $17.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $17.5 In the money Last — Breakeven — Implied vol 75.2% Delta -0.815 ≈81% ITM Gamma 0.096 Theta -0.015 Vega 0.011 Open interest 0 Model this put
0	—	—	—	—		—	-0.854	106%	—	0
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last — Breakeven — Implied vol 106% Delta -0.854 ≈85% ITM Gamma 0.059 Theta -0.018 Vega 0.008 Open interest 0 Model this put
0	—	—	—	—		—	-0.874	130.1%	—	0
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol 130.1% Delta -0.874 ≈87% ITM Gamma 0.043 Theta -0.019 Vega 0.008 Open interest 0 Model this put
0	—	—	—	—		—	-0.886	151.8%	—	0
Call · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 In the money Last — Breakeven — Implied vol 151.8% Delta -0.886 ≈89% ITM Gamma 0.035 Theta -0.021 Vega 0.008 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1157647 CUSIP 958892101 13F (30d) 12 filings 12 filers Visit website Investor relations