Historical Volatility (Parkinson) (120-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

First Bancorp (FBNC) had 120-Day Historical Volatility (Parkinson) of 0.3103 for 2024-05-06.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3555
Historical Volatility (Parkinson)	0.3103
Implied Volatility (Calls)	0.3799
Implied Volatility (Puts)	0.4349
Implied Volatility (Mean)	0.4074
Put-Call Implied Volatility Ratio	1.1446
Implied Volatility Skew	0.1559
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5595
Forward Price	31.69
Call Breakeven Price	36.30
Put Breakeven Price	23.97
Option Breakeven Price	31.89