Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

First Bancorp (FBNC) had 30-Day Historical Volatility (Close-to-Close) of 0.4039 for 2023-03-24.

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

Figures for 2023-03-24

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4039
Historical Volatility (Parkinson)	0.5207
Implied Volatility (Calls)	0.5544
Implied Volatility (Puts)	0.7327
Implied Volatility (Mean)	0.6435
Put-Call Implied Volatility Ratio	1.3217
Implied Volatility Skew	0.1342
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	3.0000
Forward Price	35.96
Call Breakeven Price	40.90
Put Breakeven Price	30.61
Option Breakeven Price	33.08