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First Bancorp FBNC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T18:16:11.499Z

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 · 2026-10-22T18:14:53.513475802Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T18:16:10.619542+00:00

Share price$63.58
1D+4.6%
$60.57$61.40$62.22$63.05$63.885:30 AM6:30 AM9:00 AM1:00 PMFBNC
Sold putSold call

First Bancorp options

Live interpolated FBNC call and put midpoint premiums by absolute delta.First Bancorp$2.25$6.59$10.92$15.26$19.59$42.98$52.90$62.82$72.74$82.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBNC spot · $63.58FBNC PRICE$2.72$4.28$5.84$7.41$8.97$10.53$12.09$13.66$15.22$16.78$18.34$2.77$2.90$3.04$3.17$3.31$3.44$3.57$4.27$5.69$7.11$8.53$9.95$11.37
PutsExpensive2.38×
CallsExpensive2.18×
SkewBearish+6.01 pp
Implied moveBullish±$12.54
TiltBullish25.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.28145.6%42.6%
25Δ43.20128.1%36.6%
30Δ74.5659.9%21.6%47.12110.6%30.7%
35Δ72.0260.1%20.0%51.0493.1%24.7%
40Δ69.4860.2%18.5%54.9675.6%18.8%
45Δ66.9360.4%16.9%58.8858.1%12.8%
50Δ64.3960.5%15.4%62.8040.6%6.8%
55Δ61.8460.7%13.8%65.7531.6%3.3%
60Δ59.3060.8%12.3%67.4833.2%2.8%
65Δ56.7660.9%10.8%69.2034.9%2.3%
70Δ54.2161.1%9.2%70.9236.6%1.9%
75Δ51.6761.2%7.7%72.6438.3%1.4%
80Δ49.1361.4%6.1%74.3640.0%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.28
IV
145.6%
B/E move
42.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.20
IV
128.1%
B/E move
36.6%

30Δ

Calls
Pseudo strike
74.56
IV
59.9%
B/E move
21.6%
Puts
Pseudo strike
47.12
IV
110.6%
B/E move
30.7%

35Δ

Calls
Pseudo strike
72.02
IV
60.1%
B/E move
20.0%
Puts
Pseudo strike
51.04
IV
93.1%
B/E move
24.7%

40Δ

Calls
Pseudo strike
69.48
IV
60.2%
B/E move
18.5%
Puts
Pseudo strike
54.96
IV
75.6%
B/E move
18.8%

45Δ

Calls
Pseudo strike
66.93
IV
60.4%
B/E move
16.9%
Puts
Pseudo strike
58.88
IV
58.1%
B/E move
12.8%

50Δ

Calls
Pseudo strike
64.39
IV
60.5%
B/E move
15.4%
Puts
Pseudo strike
62.80
IV
40.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
61.84
IV
60.7%
B/E move
13.8%
Puts
Pseudo strike
65.75
IV
31.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
59.30
IV
60.8%
B/E move
12.3%
Puts
Pseudo strike
67.48
IV
33.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
56.76
IV
60.9%
B/E move
10.8%
Puts
Pseudo strike
69.20
IV
34.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
54.21
IV
61.1%
B/E move
9.2%
Puts
Pseudo strike
70.92
IV
36.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
51.67
IV
61.2%
B/E move
7.7%
Puts
Pseudo strike
72.64
IV
38.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
49.13
IV
61.4%
B/E move
6.1%
Puts
Pseudo strike
74.36
IV
40.0%
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%