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First Bancorp Common Stock FBNC

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Market datapartial · fetched 2026-11-04T04:55:56.545Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:05:30.51125807Z

FundamentalsAlpha Vantage · unavailable

Share price$64.09
1D-1.4%
AH$63.95$64.46$64.98$65.50$66.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBNC
Sold putSold callAH

First Bancorp Common Stock options

Live interpolated FBNC call and put midpoint premiums by absolute delta.First Bancorp Common Stock$2.34$3.32$4.30$5.28$6.26$58.36$61.31$64.26$67.22$70.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FBNC spot · $64.09FBNC PRICE$2.45$2.45$2.45$2.46$2.47$2.65$3.06$3.46$3.86$4.27$4.67$5.98$2.45$2.45$2.45$2.45$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied moveBullish±$5.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.06140.3%22.6%
25Δ82.03138.4%31.8%56.21108.8%16.1%
30Δ74.31105.9%19.8%59.1486.6%11.5%
35Δ69.9483.7%12.9%60.7773.5%9.0%
40Δ68.0171.1%10.0%61.8664.1%7.3%
45Δ66.0858.5%7.0%62.9454.8%5.6%
50Δ64.6450.8%5.0%64.0345.4%3.9%
55Δ63.8349.3%4.4%
60Δ63.0147.8%3.7%
65Δ62.2046.3%3.1%
70Δ61.3844.8%2.4%
75Δ60.5643.3%1.8%
80Δ58.9748.3%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.06
IV
140.3%
B/E move
22.6%

25Δ

Calls
Pseudo strike
82.03
IV
138.4%
B/E move
31.8%
Puts
Pseudo strike
56.21
IV
108.8%
B/E move
16.1%

30Δ

Calls
Pseudo strike
74.31
IV
105.9%
B/E move
19.8%
Puts
Pseudo strike
59.14
IV
86.6%
B/E move
11.5%

35Δ

Calls
Pseudo strike
69.94
IV
83.7%
B/E move
12.9%
Puts
Pseudo strike
60.77
IV
73.5%
B/E move
9.0%

40Δ

Calls
Pseudo strike
68.01
IV
71.1%
B/E move
10.0%
Puts
Pseudo strike
61.86
IV
64.1%
B/E move
7.3%

45Δ

Calls
Pseudo strike
66.08
IV
58.5%
B/E move
7.0%
Puts
Pseudo strike
62.94
IV
54.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
64.64
IV
50.8%
B/E move
5.0%
Puts
Pseudo strike
64.03
IV
45.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
63.83
IV
49.3%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
63.01
IV
47.8%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
62.20
IV
46.3%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
61.38
IV
44.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
60.56
IV
43.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
58.97
IV
48.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.98%
Daily close
FBNC24.8%49.4%73.9%2026-08-05: 30.53%2026-08-06: 33.53%2026-08-07: 33.87%2026-08-10: 36.24%2026-08-11: 37.64%2026-08-12: 36.23%2026-08-18: 47.82%2026-08-19: 44.17%2026-08-20: 50.59%2026-08-21: 29.68%2026-08-24: 31.14%2026-08-25: 30.67%2026-08-26: 31.08%2026-08-27: 33.64%2026-08-28: 28.61%2026-08-31: 33.04%2026-09-01: 34.88%2026-09-02: 32.42%2026-09-03: 32.37%2026-09-04: 33.73%2026-09-08: 32.98%2026-09-09: 37.18%2026-09-10: 37.10%2026-09-11: 36.69%2026-09-14: 44.20%2026-09-15: 45.35%2026-09-21: 31.14%2026-09-22: 31.30%2026-09-23: 32.33%2026-09-24: 33.05%2026-09-28: 34.13%2026-09-29: 33.19%2026-10-01: 34.53%2026-10-06: 36.04%2026-10-07: 41.60%2026-10-08: 38.52%2026-10-09: 41.79%2026-10-12: 47.91%2026-10-13: 44.89%2026-10-14: 53.49%2026-10-15: 70.54%2026-10-16: 30.16%2026-10-19: 30.60%2026-10-20: 31.12%2026-10-21: 31.76%2026-10-22: 29.04%2026-10-23: 28.20%2026-10-26: 30.53%2026-10-27: 30.36%2026-10-28: 31.07%2026-10-29: 30.31%2026-10-30: 30.98%Aug 5Sep 15Oct 30
52 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
30.53%
33.53%
33.87%
36.24%
37.64%
36.23%
47.82%
44.17%
50.59%
29.68%
31.14%
30.67%
31.08%
33.64%
28.61%
33.04%
34.88%
32.42%
32.37%
33.73%
32.98%
37.18%
37.10%
36.69%
44.20%
45.35%
31.14%
31.30%
32.33%
33.05%
34.13%
33.19%
34.53%
36.04%
41.60%
38.52%
41.79%
47.91%
44.89%
53.49%
70.54%
30.16%
30.60%
31.12%
31.76%
29.04%
28.20%
30.53%
30.36%
31.07%
30.31%
30.98%