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First Bancorp Common Stock FBNC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T03:23:44.469Z

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 · 2026-11-11T21:27:58.050497479Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:23:43.869340+00:00

Share price$64.98
1D+0.1%
AH$64.25$64.45$64.66$64.86$65.065:30 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$0.77$1.93$3.08$4.24$5.40$55.76$60.11$64.45$68.79$73.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBNC spot · $64.98FBNC PRICE$0.90$1.17$1.43$1.67$1.91$2.15$2.39$2.70$3.06$3.41$3.77$4.12$4.48$1.45$1.97$2.45$2.45$2.45$2.45$2.63$3.04$3.44$3.85$4.25$4.66$5.06
PutsExpensive2.51×
CallsExpensive1.38×
SkewBearish+10.57 pp
Implied moveBearish±$5.03
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.4283.4%14.4%57.23107.9%14.2%
25Δ71.6781.7%12.1%58.67113.0%12.7%
30Δ69.9679.9%9.9%60.10116.7%11.3%
35Δ68.8475.6%8.5%61.48101.3%9.2%
40Δ67.7271.4%7.2%62.8685.8%7.0%
45Δ66.6167.1%5.8%64.2370.3%4.9%
50Δ65.4962.8%4.5%65.3160.8%3.5%
55Δ64.6359.4%3.6%66.0158.6%3.1%
60Δ63.9856.7%3.2%66.7156.4%2.6%
65Δ63.3354.0%2.7%67.4154.3%2.2%
70Δ62.6851.3%2.3%68.1152.1%1.7%
75Δ62.0248.6%1.8%68.8149.9%1.3%
80Δ61.3745.8%1.3%69.5147.7%0.8%

20Δ

Calls
Pseudo strike
73.42
IV
83.4%
B/E move
14.4%
Puts
Pseudo strike
57.23
IV
107.9%
B/E move
14.2%

25Δ

Calls
Pseudo strike
71.67
IV
81.7%
B/E move
12.1%
Puts
Pseudo strike
58.67
IV
113.0%
B/E move
12.7%

30Δ

Calls
Pseudo strike
69.96
IV
79.9%
B/E move
9.9%
Puts
Pseudo strike
60.10
IV
116.7%
B/E move
11.3%

35Δ

Calls
Pseudo strike
68.84
IV
75.6%
B/E move
8.5%
Puts
Pseudo strike
61.48
IV
101.3%
B/E move
9.2%

40Δ

Calls
Pseudo strike
67.72
IV
71.4%
B/E move
7.2%
Puts
Pseudo strike
62.86
IV
85.8%
B/E move
7.0%

45Δ

Calls
Pseudo strike
66.61
IV
67.1%
B/E move
5.8%
Puts
Pseudo strike
64.23
IV
70.3%
B/E move
4.9%

50Δ

Calls
Pseudo strike
65.49
IV
62.8%
B/E move
4.5%
Puts
Pseudo strike
65.31
IV
60.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
64.63
IV
59.4%
B/E move
3.6%
Puts
Pseudo strike
66.01
IV
58.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
63.98
IV
56.7%
B/E move
3.2%
Puts
Pseudo strike
66.71
IV
56.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
63.33
IV
54.0%
B/E move
2.7%
Puts
Pseudo strike
67.41
IV
54.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
62.68
IV
51.3%
B/E move
2.3%
Puts
Pseudo strike
68.11
IV
52.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
62.02
IV
48.6%
B/E move
1.8%
Puts
Pseudo strike
68.81
IV
49.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
61.37
IV
45.8%
B/E move
1.3%
Puts
Pseudo strike
69.51
IV
47.7%
B/E move
0.8%

Options history

IV · four-Friday blend30.98%
Daily close
FBNC24.8%49.4%73.9%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 18Sep 23Oct 30
46 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
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%