FBNC · Expected Move
First Bancorp/NC
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).
FBNC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current FBNC Expected Move
30-Day Straddle
$5.83
7-Day Straddle
$5.83
30-Day ATM IV
36.6%
IV Rank
78%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.83 | $5.83 | 36.6% | 78% |
| 20261021 | $5.43 | $5.43 | 36.4% | 76% |
| 20261020 | $5.22 | $5.22 | 32.1% | 48% |
| 20261019 | $5.15 | $5.15 | 36.1% | 74% |
| 20261016 | $5.50 | $1.73 | 36.5% | 77% |
| 20261015 | $4.60 | $4.45 | 30.2% | 36% |
| 20261014 | $4.50 | $4.03 | 29.9% | 34% |
| 20261013 | $5.53 | $3.15 | 35.9% | 73% |
| 20261012 | $5.25 | $4.90 | 33.5% | 57% |
| 20261009 | $5.40 | $4.90 | 34.6% | 65% |
| 20261008 | $5.50 | $3.02 | 33.5% | 57% |
| 20261007 | $5.35 | $4.25 | 32.9% | 53% |
| 20261006 | $5.60 | $4.17 | 34.6% | 64% |
| 20261005 | $6.53 | $3.80 | 33.0% | 54% |
| 20261002 | $4.70 | $4.70 | 31.9% | 47% |
| 20261001 | $4.97 | $4.97 | 30.6% | 38% |
| 20260930 | $4.60 | $4.60 | 32.0% | 47% |
| 20260929 | $4.75 | $4.75 | 30.7% | 39% |
| 20260928 | $5.12 | $5.12 | 34.4% | 63% |
| 20260925 | $5.22 | $5.22 | 27.6% | 19% |
| 20260924 | $3.80 | $3.80 | 29.0% | 25% |
| 20260923 | $6.00 | $6.00 | 28.8% | 23% |
| 20260922 | $5.35 | $5.35 | 29.7% | 29% |
| 20260921 | $5.22 | $5.22 | 34.5% | 56% |
| 20260918 | $5.42 | $5.00 | 24.8% | 0% |
| 20260917 | $5.53 | $4.85 | 33.5% | 44% |
| 20260916 | $5.72 | $3.28 | 31.5% | 31% |
| 20260915 | $5.03 | $3.42 | 32.5% | 38% |
| 20260914 | $5.25 | $4.80 | 33.8% | 46% |
| 20260911 | $5.05 | $3.85 | 34.2% | 49% |
| 20260910 | $5.28 | $4.82 | 32.6% | 39% |
| 20260909 | $5.20 | $4.88 | 31.2% | 30% |
| 20260908 | $5.25 | $4.15 | 30.8% | 27% |
| 20260904 | $5.25 | $4.88 | 31.3% | 30% |
| 20260903 | $5.40 | $4.80 | 28.5% | 12% |
| 20260902 | $5.05 | $5.05 | 29.4% | 18% |
| 20260901 | $5.70 | $5.70 | 27.9% | 8% |
| 20260831 | $4.90 | $4.90 | 28.7% | 13% |
| 20260828 | $3.88 | $3.88 | 26.6% | 0% |
| 20260827 | $3.38 | $3.38 | 27.4% | 0% |
| 20260826 | $5.55 | $5.55 | 35.5% | 48% |
| 20260825 | $5.40 | $5.40 | 34.9% | 39% |
| 20260824 | $5.28 | $5.28 | 35.9% | 47% |
| 20260821 | $5.47 | $2.30 | 36.3% | 50% |
| 20260820 | $5.30 | $2.62 | 35.0% | 40% |
| 20260819 | $5.40 | $3.33 | 35.5% | 44% |
| 20260818 | $5.47 | $4.60 | 35.7% | 46% |
| 20260817 | $5.38 | $4.95 | 31.8% | 18% |
| 20260814 | $5.35 | $4.30 | 29.3% | 0% |
| 20260813 | $5.62 | $4.95 | 31.9% | 19% |
| 20260812 | $4.97 | $3.55 | 29.9% | 5% |
| 20260811 | $6.03 | $4.95 | 38.0% | 59% |
| 20260810 | $5.58 | $5.12 | 36.5% | 48% |
| 20260807 | — | — | 32.4% | 21% |
| 20260806 | $5.62 | $5.15 | 36.5% | 48% |
| 20260805 | $3.55 | $3.55 | 31.2% | 13% |
| 20260804 | $4.00 | $4.00 | 32.2% | 20% |
| 20260803 | $4.97 | $4.97 | 37.6% | 56% |
| 20260731 | $5.18 | $5.18 | 35.4% | 41% |
| 20260730 | $5.15 | $5.15 | 39.6% | 54% |
More on FBNC
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.