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First Bancorp Common Stock FBNC

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Market datapartial · fetched 2026-11-06T21:49:22.557Z

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 · 2026-11-06T21:00:00.251080909Z

FundamentalsAlpha Vantage · unavailable

Share price$64.60
1D-0.2%
AH$64.49$64.82$65.15$65.47$65.805:30 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$1.25$2.54$3.84$5.13$6.42$59.56$62.37$65.18$67.99$70.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 · $64.60FBNC PRICE$1.49$1.91$2.34$2.39$2.43$2.47$2.98$3.51$4.03$4.56$5.09$6.05$1.39$1.89$2.38$2.42$2.45$2.47$2.50
Puts——
Calls——
Skew——
Implied moveBalanced±$4.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.9984.0%13.9%
25Δ72.5077.1%14.5%58.4686.8%12.4%
30Δ71.2681.5%13.3%59.9489.7%10.9%
35Δ70.0285.9%12.0%61.1979.4%9.0%
40Δ68.3874.9%9.5%62.4468.6%7.1%
45Δ66.7263.6%7.0%63.6957.7%5.2%
50Δ65.0652.3%4.5%64.9446.9%3.3%
55Δ64.1651.8%3.9%
60Δ63.2951.6%3.4%
65Δ62.4251.5%2.9%
70Δ61.5551.3%2.3%
75Δ60.6851.2%1.8%
80Δ59.4253.7%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.99
IV
84.0%
B/E move
13.9%

25Δ

Calls
Pseudo strike
72.50
IV
77.1%
B/E move
14.5%
Puts
Pseudo strike
58.46
IV
86.8%
B/E move
12.4%

30Δ

Calls
Pseudo strike
71.26
IV
81.5%
B/E move
13.3%
Puts
Pseudo strike
59.94
IV
89.7%
B/E move
10.9%

35Δ

Calls
Pseudo strike
70.02
IV
85.9%
B/E move
12.0%
Puts
Pseudo strike
61.19
IV
79.4%
B/E move
9.0%

40Δ

Calls
Pseudo strike
68.38
IV
74.9%
B/E move
9.5%
Puts
Pseudo strike
62.44
IV
68.6%
B/E move
7.1%

45Δ

Calls
Pseudo strike
66.72
IV
63.6%
B/E move
7.0%
Puts
Pseudo strike
63.69
IV
57.7%
B/E move
5.2%

50Δ

Calls
Pseudo strike
65.06
IV
52.3%
B/E move
4.5%
Puts
Pseudo strike
64.94
IV
46.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
64.16
IV
51.8%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
63.29
IV
51.6%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
62.42
IV
51.5%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
61.55
IV
51.3%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
60.68
IV
51.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
59.42
IV
53.7%
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%2026-08-10: 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 10Sep 22Oct 30
49 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%