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
$5.50
7-Day Straddle
$5.50
Avg IV
0.5%
IV Rank
16%
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
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%
20260609 $5.10 $4.80 0.5% 20%
20260608 $5.05 $4.95 0.6% 27%
20260605 $5.03 $4.88 0.5% 13%
20260604 $5.08 $4.90 0.4% 0%
20260603 $6.65 $5.95 0.5% 11%
20260602 $4.90 $4.90 0.9% 61%
20260601 $5.10 $5.10 1.0% 85%
20260529 $4.85 $4.85 0.9% 70%
20260528 $5.10 $5.10 0.8% 55%
20260527 $4.88 $4.88 1.0% 84%
20260526 $4.90 $4.90 0.9% 65%
20260522 $5.10 $5.10 0.8% 48%
20260521 $5.22 $5.22 0.9% 61%
20260520 $5.15 $5.15 0.8% 47%
20260519 $5.28 $5.28 0.8% 54%
20260518 $5.43 $5.43 0.7% 37%
20260515 $6.32 $3.58 0.7% 40%
20260514 $5.50 $2.70 0.8% 50%
20260513 $5.15 $2.80 0.8% 53%
20260512 $5.47 $3.03 0.7% 33%
20260511 $5.43 $3.22 0.7% 29%
20260510 $5.40 $2.70 0.8% 44%
20260508 $5.40 $2.70 0.7% 41%
20260507 $5.20 $3.67 0.7% 41%
20260506 $5.25 $3.58 0.6% 22%
20260505 $5.62 $3.25 0.7% 33%
20260504 $6.95 $6.00 0.7% 40%
20260502 $3.58 $3.58 0.8% 56%
20260501 $4.10 $4.10 0.6% 17%
20260430 $3.33 $3.33 0.9% 59%