Option Breakeven Price (90-Day)

Option Breakeven Price: The average price at which an option position breaks even at expiration, weighted by the open interests of all calls and puts.

First Bancorp (FBNC) had 90-Day Option Breakeven Price of 32.60 for 2024-05-01.

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Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3672
Historical Volatility (Parkinson)	0.3090
Implied Volatility (Calls)	0.3075
Implied Volatility (Puts)	0.3868
Implied Volatility (Mean)	0.3471
Put-Call Implied Volatility Ratio	1.2576
Implied Volatility Skew	0.0932
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4069
Forward Price	31.29
Call Breakeven Price	35.76
Put Breakeven Price	24.66
Option Breakeven Price	32.60