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CNB Financial Corporation Common Stock CCNE

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Market datapartial · fetched 2026-10-22T14:49:22.908Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:46:21.376466035Z

FundamentalsAlpha Vantage · unavailable

Share price$35.33
1D+1.7%
$34.63$34.82$35.01$35.19$35.385:30 AM6:30 AM9:00 AM1:00 PMCCNE
Sold putSold call

CNB Financial Corporation Common Stock options

Live interpolated CCNE call and put midpoint premiums by absolute delta.CNB Financial Corporation Common Stock$2.21$4.89$7.57$10.25$12.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECCNE PRICE$2.50$2.50$2.81$3.12$3.44$3.76$4.08$4.40$4.72$5.04$6.34$9.46$12.15
PutsExpensive1.96×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.5779.0%31.9%
25Δ29.8560.7%22.6%
30Δ31.1156.5%19.9%
35Δ32.2753.0%17.5%
40Δ33.4349.5%15.1%
45Δ34.6046.0%12.7%
50Δ35.7642.5%10.3%
55Δ36.9238.9%8.0%
60Δ38.0835.4%5.6%
65Δ39.2431.9%3.2%
70Δ41.1332.4%1.5%
75Δ44.3440.4%1.3%
80Δ47.3143.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.57
IV
79.0%
B/E move
31.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.85
IV
60.7%
B/E move
22.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.11
IV
56.5%
B/E move
19.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.27
IV
53.0%
B/E move
17.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.43
IV
49.5%
B/E move
15.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.60
IV
46.0%
B/E move
12.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.76
IV
42.5%
B/E move
10.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.92
IV
38.9%
B/E move
8.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.08
IV
35.4%
B/E move
5.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.24
IV
31.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.13
IV
32.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.34
IV
40.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.31
IV
43.2%
B/E move
0.5%

Options history

CCNE42.5943.0043.402026-10-20: 42.64%2026-10-21: 43.35%Oct 20Oct 21
Table
DateIV
42.64%
43.35%