First Citizens Bancshares Inc (NC) (FCNCA) Historical Volatility

Tracking FCNCA historical volatility helps you see how much First Citizens Bancshares Inc (NC)'s stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, FCNCA's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor FCNCA 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. FCNCA's 30 day historical volatility, or FCNCA HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing FCNCA's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

First Citizens BancShares, Inc. operates as the holding company for First-Citizens Bank & Trust Company that provides retail and commercial banking services to individuals, businesses, and professionals. The company's deposit products include checking, savings, money market, and time deposit accounts. Its loan product portfolio comprises commercial construction and land development, commercial mortgage, commercial and industrial, and lease financing loans, as well as small business administration paycheck protection program loans; and consumer loans, such as residential and revolving mortgage, construction and land development, consumer auto, and other consumer loans.