Pretty sure Hatteras realty in Avon has a 25y lap pool in club hatteras. Prob lots of jellies in the sound this time of year and the Ocean is great if you can get over the fear and it is fairly calm. We usually go down in early spring and late fall to windsurf/train but mostly run and bike.
http://www.hatterasrealty.com/club_hatteras.htm
http://www.hatterasrealty.com/club_hatteras.htm