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FBNC - First Bancorp
Implied Volatility Analysis

Implied Volatility:
194.2%

First Bancorp has an Implied Volatility (IV) of 194.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FBNC is 93 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for FBNC is 4.49 standard deviations away from its 1 year mean.

Market Cap$1.32B
Dividend Yield2.26% ($0.83)
Next Earnings Date10/25/2022 (39d)
Implied Volatility (IV) 30d
194.19
Implied Volatility Rank (IVR) 1y
92.84
Implied Volatility Percentile (IVP) 1y
99.20
Historical Volatility (HV) 30d
27.53
IV / HV
7.05
Open Interest
1.27K

Data was calculated after the 9/15/2022 closing.

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