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First Bancorp Common Stock FBNC

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Market datapartial · fetched 2026-10-22T17:35:58.149Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T17:30:29.907594508Z

FundamentalsAlpha Vantage · unavailable

Share price$63.65
1D+4.7%
$60.57$61.40$62.22$63.05$63.885:30 AM6:30 AM9:00 AM1:00 PMFBNC
Sold putSold call

First Bancorp Common Stock options

Live interpolated FBNC call and put midpoint premiums by absolute delta.First Bancorp Common Stock$0.72$3.60$6.48$9.37$12.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFBNC PRICE$1.03$2.23$2.45$2.47$2.48$2.49$2.77$2.91$3.04$3.18$3.32$3.45$3.59$4.18$5.16$6.14$7.12$9.08$11.42
PutsExpensive2.36×
CallsExpensive1.70×
SkewBearish+18.83 pp
Implied move——
TiltBearish66.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.5435.5%15.6%39.39145.3%42.5%
25Δ78.8465.7%27.4%43.35127.7%36.5%
30Δ74.5558.3%21.0%47.31110.0%30.4%
35Δ71.7849.8%16.6%51.2792.4%24.4%
40Δ69.0041.4%12.3%55.2374.7%18.4%
45Δ66.2232.9%8.0%59.1957.1%12.4%
50Δ63.1539.4%6.4%
55Δ65.7031.8%3.3%
60Δ67.0132.9%2.8%
65Δ68.3234.0%2.3%
70Δ69.6335.1%1.8%
75Δ71.8737.7%1.4%
80Δ74.4740.9%0.9%

20Δ

Calls
Pseudo strike
72.54
IV
35.5%
B/E move
15.6%
Puts
Pseudo strike
39.39
IV
145.3%
B/E move
42.5%

25Δ

Calls
Pseudo strike
78.84
IV
65.7%
B/E move
27.4%
Puts
Pseudo strike
43.35
IV
127.7%
B/E move
36.5%

30Δ

Calls
Pseudo strike
74.55
IV
58.3%
B/E move
21.0%
Puts
Pseudo strike
47.31
IV
110.0%
B/E move
30.4%

35Δ

Calls
Pseudo strike
71.78
IV
49.8%
B/E move
16.6%
Puts
Pseudo strike
51.27
IV
92.4%
B/E move
24.4%

40Δ

Calls
Pseudo strike
69.00
IV
41.4%
B/E move
12.3%
Puts
Pseudo strike
55.23
IV
74.7%
B/E move
18.4%

45Δ

Calls
Pseudo strike
66.22
IV
32.9%
B/E move
8.0%
Puts
Pseudo strike
59.19
IV
57.1%
B/E move
12.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.15
IV
39.4%
B/E move
6.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.70
IV
31.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.01
IV
32.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.32
IV
34.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.63
IV
35.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.87
IV
37.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.47
IV
40.9%
B/E move
0.9%

Options history

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