Historical Volatility (Parkinson) (30-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 30-Day Historical Volatility (Parkinson) of 0.3297 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4667
Historical Volatility (Parkinson)	0.3297
Implied Volatility (Calls)	0.4304
Implied Volatility (Puts)	0.4435
Implied Volatility (Mean)	0.4370
Put-Call Implied Volatility Ratio	1.0306
Implied Volatility Skew	0.0361
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0977
Forward Price	31.56
Call Breakeven Price	36.39
Put Breakeven Price	28.15
Option Breakeven Price	35.58