First Bancorp (FBNC) Historical Volatility

Tracking FBNC historical volatility helps you see how much First Bancorp's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, First Bancorp's HV tells you what really happened. Use our scanner to monitor FBNC 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The FBNC 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing First Bancorp's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

First Bancorp operates as the bank holding company for First Bank that provides banking products and services for individuals and small to medium-sized businesses primarily in North Carolina and northeastern South Carolina. It accepts deposit products, such as checking, savings, and money market accounts, as well as time deposits, including certificate of deposits and individual retirement accounts. The company also offers loans for a range of consumer and commercial purposes comprising loans for business, real estate, personal, home improvement, and automobiles, as well as residential mortgages and small business administration loans; and accounts receivable financing and factoring, inventory financing, and purchase order financing services.

In addition, it provides credit and debit cards, letter of credits, and safe deposit box rental services, as well as electronic funds transfer services consisting of wire transfers; and internet and mobile banking, cash management, bank-by-phone services, and remote deposit capture services. Further, the company offers investment and insurance products, such as mutual funds, annuities, long-term care insurance, life insurance, and company retirement plans, as well as property and casualty insurance products; and financial planning services. As of December 31, 2021, it operated 121 branches comprising 114 branch offices located in North Carolina and seven branches in South Carolina. First Bancorp was founded in 1934 and is headquartered in Southern Pines, North Carolina.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts First Bancorp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where FBNC HV is running hot, cold, or in line. Make the FBNC 30 day historical volatility — and every other window — work for your edge instead of against it.