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First Bancorp, Inc (ME) Common Stock FNLC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T00:47:23.119Z

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 · 2026-11-12T21:00:00.14342262Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:47:22.597517+00:00

Share price$36.78
1D-0.1%
AH$36.56$36.67$36.78$36.89$37.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNLC
Sold putSold callAH

First Bancorp, Inc (ME) Common Stock options

Live interpolated FNLC call and put midpoint premiums by absolute delta.First Bancorp, Inc (ME) Common Stock$2.02$3.68$5.34$7.00$8.66$27.30$30.48$33.66$36.85$40.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FNLC spot · $36.78FNLC PRICE$2.20$2.20$2.20$2.30$2.41$2.53$2.64$2.76$3.70$5.94$8.18$2.20$2.21$2.25$2.29$2.64$3.14$3.64$4.15$4.65$5.15$5.66$6.16$6.66
PutsExpensive4.55×
Calls——
Skew——
Implied moveBearish±$6.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.60309.0%30.9%
25Δ30.74236.5%22.4%
30Δ48.51259.8%37.9%32.56199.1%17.6%
35Δ43.57205.8%24.5%34.39161.7%12.7%
40Δ40.38164.3%15.8%35.56145.1%10.5%
45Δ39.20147.3%12.8%36.41138.9%9.5%
50Δ38.29133.5%10.7%37.26132.8%8.6%
55Δ37.38119.8%8.5%38.10126.6%7.7%
60Δ36.46106.0%6.3%38.95120.4%6.7%
65Δ35.5592.2%4.2%39.80114.2%5.8%
70Δ34.1098.1%2.8%40.64108.1%4.9%
75Δ31.79134.6%2.6%41.49101.9%3.9%
80Δ29.49171.1%2.4%42.3395.7%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.60
IV
309.0%
B/E move
30.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.74
IV
236.5%
B/E move
22.4%

30Δ

Calls
Pseudo strike
48.51
IV
259.8%
B/E move
37.9%
Puts
Pseudo strike
32.56
IV
199.1%
B/E move
17.6%

35Δ

Calls
Pseudo strike
43.57
IV
205.8%
B/E move
24.5%
Puts
Pseudo strike
34.39
IV
161.7%
B/E move
12.7%

40Δ

Calls
Pseudo strike
40.38
IV
164.3%
B/E move
15.8%
Puts
Pseudo strike
35.56
IV
145.1%
B/E move
10.5%

45Δ

Calls
Pseudo strike
39.20
IV
147.3%
B/E move
12.8%
Puts
Pseudo strike
36.41
IV
138.9%
B/E move
9.5%

50Δ

Calls
Pseudo strike
38.29
IV
133.5%
B/E move
10.7%
Puts
Pseudo strike
37.26
IV
132.8%
B/E move
8.6%

55Δ

Calls
Pseudo strike
37.38
IV
119.8%
B/E move
8.5%
Puts
Pseudo strike
38.10
IV
126.6%
B/E move
7.7%

60Δ

Calls
Pseudo strike
36.46
IV
106.0%
B/E move
6.3%
Puts
Pseudo strike
38.95
IV
120.4%
B/E move
6.7%

65Δ

Calls
Pseudo strike
35.55
IV
92.2%
B/E move
4.2%
Puts
Pseudo strike
39.80
IV
114.2%
B/E move
5.8%

70Δ

Calls
Pseudo strike
34.10
IV
98.1%
B/E move
2.8%
Puts
Pseudo strike
40.64
IV
108.1%
B/E move
4.9%

75Δ

Calls
Pseudo strike
31.79
IV
134.6%
B/E move
2.6%
Puts
Pseudo strike
41.49
IV
101.9%
B/E move
3.9%

80Δ

Calls
Pseudo strike
29.49
IV
171.1%
B/E move
2.4%
Puts
Pseudo strike
42.33
IV
95.7%
B/E move
3.0%

Options history

IV · four-Friday blend42.37%
Daily close
FNLC25.4%49.0%72.6%2026-08-17: 45.75%2026-08-21: 33.94%2026-08-24: 32.85%2026-08-25: 33.31%2026-08-26: 30.99%2026-08-28: 34.69%2026-09-03: 31.00%2026-09-04: 28.64%2026-09-08: 32.81%2026-09-09: 43.98%2026-09-10: 39.27%2026-09-18: 44.16%2026-09-21: 35.12%2026-09-22: 37.36%2026-09-23: 41.80%2026-09-24: 41.78%2026-09-28: 40.34%2026-09-29: 38.11%2026-09-30: 53.96%2026-10-02: 51.57%2026-10-05: 39.22%2026-10-06: 52.77%2026-10-09: 57.10%2026-10-14: 69.38%2026-10-16: 33.96%2026-10-19: 34.95%2026-10-20: 36.51%2026-10-21: 37.56%2026-10-22: 37.37%2026-10-23: 38.99%2026-10-28: 42.37%Aug 17Sep 24Oct 28
31 observations2026-08-17 — 2026-10-28
Table
DateIV (%)
45.75%
33.94%
32.85%
33.31%
30.99%
34.69%
31.00%
28.64%
32.81%
43.98%
39.27%
44.16%
35.12%
37.36%
41.80%
41.78%
40.34%
38.11%
53.96%
51.57%
39.22%
52.77%
57.10%
69.38%
33.96%
34.95%
36.51%
37.56%
37.37%
38.99%
42.37%