Implied Volatility (Mean) (20-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

First Bancorp (FBNC) had 20-Day Implied Volatility (Mean) of 0.4589 for 2024-05-01.

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

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4997
Historical Volatility (Parkinson)	0.3343
Implied Volatility (Calls)	0.4553
Implied Volatility (Puts)	0.4626
Implied Volatility (Mean)	0.4589
Put-Call Implied Volatility Ratio	1.0160
Implied Volatility Skew	0.1596
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1281
Forward Price	31.29
Call Breakeven Price	36.16
Put Breakeven Price	28.92
Option Breakeven Price	35.31