Implied Volatility Skew (60-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

First Bancorp (FBNC) had 60-Day Implied Volatility Skew of 0.0936 for 2024-06-13.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-06-13

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3353
Historical Volatility (Parkinson)	0.2514
Implied Volatility (Calls)	0.4429
Implied Volatility (Puts)	0.3337
Implied Volatility (Mean)	0.3883
Put-Call Implied Volatility Ratio	0.7535
Implied Volatility Skew	0.0936
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.9853
Forward Price	31.30
Call Breakeven Price	36.61
Put Breakeven Price	27.22
Option Breakeven Price	32.24