Implied Volatility Skew (90-Day)

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

First Bancorp (FBNC) 90-Day Implied Volatility Skew data is not available for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3293
Historical Volatility (Parkinson)	0.2797
Implied Volatility (Calls)	0.3691
Implied Volatility (Puts)	0.4549
Implied Volatility (Mean)	0.4120
Put-Call Implied Volatility Ratio	1.2325
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.6364
Forward Price	32.29
Call Breakeven Price	36.93
Put Breakeven Price	23.65
Option Breakeven Price	31.76