Put-Call Implied Volatility Ratio (20-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

First Bancorp (FBNC) had 20-Day Put-Call Implied Volatility Ratio of 1.0160 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