FBNC (First Bancorp/NC)

Expected Move & Straddle Price History

The expected move for FBNC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current FBNC Expected Move
30-Day Straddle
$5.25
7-Day Straddle
$4.88
Avg IV
0.4%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to FBNC's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
FBNC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $5.25 $4.88 0.4% 0%
20260903 $5.40 $4.80 0.5% 15%
20260902 $5.05 $5.05 0.9% 76%
20260901 $5.70 $5.70 0.8% 68%
20260831 $4.90 $4.90 0.8% 72%
20260828 $3.88 $3.88 0.6% 36%
20260827 $3.38 $3.38 0.7% 50%
20260826 $5.55 $5.55 0.9% 82%
20260825 $5.40 $5.40 0.9% 85%
20260824 $5.28 $5.28 0.7% 53%
20260821 $5.47 $2.30 0.7% 46%
20260820 $5.30 $2.62 0.7% 49%
20260819 $5.40 $3.33 0.8% 65%
20260818 $5.47 $4.60 0.7% 49%
20260817 $5.38 $4.95 0.7% 45%
20260814 $5.35 $4.30 0.7% 48%
20260813 $5.62 $4.95 0.6% 35%
20260812 $4.97 $3.55 0.6% 30%
20260811 $6.03 $4.95 0.6% 39%
20260810 $5.58 $5.12 0.6% 34%
20260806 $5.62 $5.15 0.6% 37%
20260805 $3.55 $3.55 0.8% 70%
20260804 $4.00 $4.00 0.7% 45%
20260803 $4.97 $4.97 0.7% 53%
20260731 $5.18 $5.18 0.7% 41%
20260730 $5.15 $5.15 0.7% 46%
20260729 $5.22 $5.22 0.7% 46%
20260728 $4.90 $4.90 0.6% 29%
20260727 $5.33 $5.33 0.7% 44%
20260724 $5.28 $5.28 0.7% 41%
20260723 $5.50 $5.50 0.5% 16%
20260722 $5.35 $5.35 0.6% 32%
20260721 $5.50 $5.50 0.5% 10%
20260720 $5.22 $5.22 0.5% 20%
20260716 $5.40 $4.80 0.5% 15%
20260715 $5.10 $4.80 0.5% 17%
20260714 $5.30 $4.82 0.6% 29%
20260713 $5.30 $4.88 0.5% 17%
20260710 $5.65 $4.88 0.5% 15%
20260709 $5.85 $4.90 0.5% 19%
20260708 $6.72 $3.38 0.5% 15%
20260707 $5.85 $4.78 0.6% 25%
20260706 $5.75 $4.50 0.5% 17%
20260702 $4.97 $4.97 0.8% 62%
20260701 $4.95 $4.95 0.9% 76%
20260630 $4.97 $4.97 0.9% 65%
20260629 $4.85 $4.85 0.6% 29%
20260626 $5.10 $5.10 0.6% 23%
20260625 $5.90 $5.90 0.9% 63%
20260624 $11.00 $11.00 0.6% 31%
20260623 $5.45 $5.45 0.5% 19%
20260622 $4.05 $4.05 0.8% 54%
20260618 $3.95 $3.45 0.5% 18%
20260617 $3.80 $1.65 0.5% 19%
20260616 $5.12 $4.80 0.7% 39%
20260615 $5.22 $2.48 0.6% 26%
20260613 $5.25 $3.60 0.6% 26%
20260612 $5.25 $3.60 0.6% 25%
20260611 $5.22 $4.75 0.5% 12%
20260610 $5.18 $4.88 0.6% 25%