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First Bancorp Inc FNLC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T17:42:38.814Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-10-23T17:14:21.236944246Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-23T17:37:34.974336+00:00

Share price$36.12
1D+0.2%
$35.74$35.86$35.99$36.11$36.235:30 AM6:30 AM9:00 AM1:00 PMFNLC
Sold putSold call

First Bancorp Inc options

Live interpolated FNLC call and put midpoint premiums by absolute delta.First Bancorp Inc$1.47$4.57$7.67$10.77$13.86$22.55$29.25$35.95$42.65$49.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNLC spot · $36.12FNLC PRICE$1.81$2.37$2.94$3.50$4.07$4.64$5.20$5.77$6.33$2.50$2.58$2.66$3.27$4.02$4.78$5.53$7.90$10.43$12.97
PutsExpensive1.07×
CallsCheap0.66×
SkewBearish+13.71 pp
Implied moveBearish±$7.72
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ30.6647.9%22.0%
30Δ32.6340.8%16.8%
35Δ34.6033.7%11.6%
40Δ39.5122.6%14.4%36.0232.5%9.3%
45Δ38.4322.9%13.0%37.3132.9%7.8%
50Δ37.3523.3%11.6%38.5933.3%6.4%
55Δ36.2823.6%10.2%39.8833.7%4.9%
60Δ35.2024.0%8.7%42.6137.1%3.9%
65Δ34.1224.3%7.3%45.4940.7%2.9%
70Δ33.0524.7%5.9%48.3744.4%2.0%
75Δ31.9725.0%4.5%
80Δ30.8925.4%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.66
IV
47.9%
B/E move
22.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.63
IV
40.8%
B/E move
16.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.60
IV
33.7%
B/E move
11.6%

40Δ

Calls
Pseudo strike
39.51
IV
22.6%
B/E move
14.4%
Puts
Pseudo strike
36.02
IV
32.5%
B/E move
9.3%

45Δ

Calls
Pseudo strike
38.43
IV
22.9%
B/E move
13.0%
Puts
Pseudo strike
37.31
IV
32.9%
B/E move
7.8%

50Δ

Calls
Pseudo strike
37.35
IV
23.3%
B/E move
11.6%
Puts
Pseudo strike
38.59
IV
33.3%
B/E move
6.4%

55Δ

Calls
Pseudo strike
36.28
IV
23.6%
B/E move
10.2%
Puts
Pseudo strike
39.88
IV
33.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
35.20
IV
24.0%
B/E move
8.7%
Puts
Pseudo strike
42.61
IV
37.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
34.12
IV
24.3%
B/E move
7.3%
Puts
Pseudo strike
45.49
IV
40.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
33.05
IV
24.7%
B/E move
5.9%
Puts
Pseudo strike
48.37
IV
44.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
31.97
IV
25.0%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.89
IV
25.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations