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First Bancorp Common Stock FBNC

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Market datapartial · fetched 2026-10-23T00:22:58.171Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:35:00.262716223Z

FundamentalsAlpha Vantage · unavailable

Share price$63.92
1D+5.1%
AH$61$62$63$64$655:30 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$2.35$3.31$4.28$5.24$6.21$53.33$58.70$64.07$69.44$74.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBNC spot · $63.92FBNC PRICE$2.45$2.45$2.45$2.45$2.45$2.63$2.99$3.35$3.70$4.06$4.42$4.87$2.45$2.46$2.47$2.48$2.48$2.49$2.49$2.50$3.15$3.85$4.54$5.23$5.93
PutsExpensive1.61×
CallsExpensive1.60×
SkewBullish-1.69 pp
Implied moveBullish±$5.12
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.98106.9%22.5%
25Δ82.01105.5%32.1%56.1282.9%16.0%
30Δ74.2780.8%20.0%58.9866.5%11.6%
35Δ69.9063.9%13.2%60.6956.2%8.9%
40Δ67.9454.1%10.1%61.7549.3%7.3%
45Δ65.9844.4%7.1%62.8142.3%5.6%
50Δ64.6138.8%5.2%63.8835.4%4.0%
55Δ63.8337.3%4.5%64.9428.5%2.3%
60Δ63.0535.8%3.9%65.8528.6%1.9%
65Δ62.2834.3%3.2%66.7529.1%1.6%
70Δ61.5032.8%2.6%67.6529.7%1.3%
75Δ60.7231.4%1.9%68.5530.2%0.9%
80Δ59.8730.1%1.3%69.4530.8%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.98
IV
106.9%
B/E move
22.5%

25Δ

Calls
Pseudo strike
82.01
IV
105.5%
B/E move
32.1%
Puts
Pseudo strike
56.12
IV
82.9%
B/E move
16.0%

30Δ

Calls
Pseudo strike
74.27
IV
80.8%
B/E move
20.0%
Puts
Pseudo strike
58.98
IV
66.5%
B/E move
11.6%

35Δ

Calls
Pseudo strike
69.90
IV
63.9%
B/E move
13.2%
Puts
Pseudo strike
60.69
IV
56.2%
B/E move
8.9%

40Δ

Calls
Pseudo strike
67.94
IV
54.1%
B/E move
10.1%
Puts
Pseudo strike
61.75
IV
49.3%
B/E move
7.3%

45Δ

Calls
Pseudo strike
65.98
IV
44.4%
B/E move
7.1%
Puts
Pseudo strike
62.81
IV
42.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
64.61
IV
38.8%
B/E move
5.2%
Puts
Pseudo strike
63.88
IV
35.4%
B/E move
4.0%

55Δ

Calls
Pseudo strike
63.83
IV
37.3%
B/E move
4.5%
Puts
Pseudo strike
64.94
IV
28.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
63.05
IV
35.8%
B/E move
3.9%
Puts
Pseudo strike
65.85
IV
28.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
62.28
IV
34.3%
B/E move
3.2%
Puts
Pseudo strike
66.75
IV
29.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
61.50
IV
32.8%
B/E move
2.6%
Puts
Pseudo strike
67.65
IV
29.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
60.72
IV
31.4%
B/E move
1.9%
Puts
Pseudo strike
68.55
IV
30.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
59.87
IV
30.1%
B/E move
1.3%
Puts
Pseudo strike
69.45
IV
30.8%
B/E move
0.6%

Options history

FBNC31.0731.4431.812026-10-20: 31.12%2026-10-21: 31.76%Oct 20Oct 21
Table
DateIV
31.12%
31.76%