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CNB Financial Corporation Common Stock CCNE

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Market datapartial · fetched 2026-10-22T16:50:39.619Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-22T16:50:14.646750836Z

FundamentalsAlpha Vantage · unavailable

Share price$35.40
1D+1.9%
$34.61$34.88$35.14$35.40$35.665:30 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$1.94$4.36$6.79$9.21$11.63$25.85$31.06$36.27$41.48$46.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCNE spot · $35.40CCNE PRICE$2.20$2.20$2.23$2.31$2.39$2.47$2.31$2.39$2.46$2.94$4.08$5.22$6.37$7.51$8.65$9.79$10.94
PutsExpensive2.67×
CallsExpensive2.80×
SkewBullish-17.32 pp
Implied moveBearish±$6.47
TiltBearish63.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ47.61141.0%40.7%31.30108.7%18.1%
35Δ42.45111.4%26.1%32.7193.8%14.3%
40Δ39.4991.7%17.9%34.1378.8%10.5%
45Δ38.1681.2%14.3%35.5569.5%7.9%
50Δ36.8370.7%10.8%36.9769.2%7.1%
55Δ35.5060.2%7.3%38.3968.9%6.3%
60Δ39.8168.6%5.5%
65Δ41.2368.4%4.7%
70Δ42.6668.1%3.9%
75Δ44.0867.8%3.1%
80Δ45.5067.5%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
47.61
IV
141.0%
B/E move
40.7%
Puts
Pseudo strike
31.30
IV
108.7%
B/E move
18.1%

35Δ

Calls
Pseudo strike
42.45
IV
111.4%
B/E move
26.1%
Puts
Pseudo strike
32.71
IV
93.8%
B/E move
14.3%

40Δ

Calls
Pseudo strike
39.49
IV
91.7%
B/E move
17.9%
Puts
Pseudo strike
34.13
IV
78.8%
B/E move
10.5%

45Δ

Calls
Pseudo strike
38.16
IV
81.2%
B/E move
14.3%
Puts
Pseudo strike
35.55
IV
69.5%
B/E move
7.9%

50Δ

Calls
Pseudo strike
36.83
IV
70.7%
B/E move
10.8%
Puts
Pseudo strike
36.97
IV
69.2%
B/E move
7.1%

55Δ

Calls
Pseudo strike
35.50
IV
60.2%
B/E move
7.3%
Puts
Pseudo strike
38.39
IV
68.9%
B/E move
6.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.81
IV
68.6%
B/E move
5.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.23
IV
68.4%
B/E move
4.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.66
IV
68.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.08
IV
67.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.50
IV
67.5%
B/E move
2.4%

Options history

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