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CNB Financial Corporation Common Stock CCNE

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Market datapartial · fetched 2026-10-22T21:18:39.478Z

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 · 2026-10-22T20:00:02.175973177Z

FundamentalsAlpha Vantage · unavailable

Share price$35.24
1D+1.4%
AH$34.61$34.88$35.14$35.40$35.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCNE
Sold putSold callAH

CNB Financial Corporation Common Stock options

Live interpolated CCNE call and put midpoint premiums by absolute delta.CNB Financial Corporation Common Stock$2.13$2.74$3.35$3.96$4.57$25.79$30.45$35.11$39.77$44.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCNE spot · $35.24CCNE PRICE$2.20$2.20$2.24$2.32$2.40$2.49$2.83$3.22$3.61$4.00$4.39$2.22$2.25$2.31$2.38$2.44$2.55$2.78$3.02$3.26$3.49$3.73$3.97$4.20
PutsExpensive2.74×
CallsExpensive2.27×
SkewBearish+2.60 pp
Implied moveBearish±$5.19
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.52163.1%31.0%
25Δ29.56126.8%22.5%
30Δ47.48142.3%41.0%31.17109.1%18.1%
35Δ42.29112.3%26.3%32.5394.5%14.4%
40Δ39.3992.9%18.1%33.9079.8%10.7%
45Δ38.0082.1%14.4%35.1067.3%7.6%
50Δ36.6171.3%10.7%35.6363.4%6.8%
55Δ35.2260.5%7.0%36.1559.5%6.0%
60Δ34.4456.6%5.8%36.6855.6%5.2%
65Δ33.7854.1%5.0%37.2151.7%4.3%
70Δ33.1251.6%4.2%37.7347.7%3.5%
75Δ32.4649.1%3.5%38.2643.8%2.7%
80Δ31.7946.6%2.7%38.7839.9%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.52
IV
163.1%
B/E move
31.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.56
IV
126.8%
B/E move
22.5%

30Δ

Calls
Pseudo strike
47.48
IV
142.3%
B/E move
41.0%
Puts
Pseudo strike
31.17
IV
109.1%
B/E move
18.1%

35Δ

Calls
Pseudo strike
42.29
IV
112.3%
B/E move
26.3%
Puts
Pseudo strike
32.53
IV
94.5%
B/E move
14.4%

40Δ

Calls
Pseudo strike
39.39
IV
92.9%
B/E move
18.1%
Puts
Pseudo strike
33.90
IV
79.8%
B/E move
10.7%

45Δ

Calls
Pseudo strike
38.00
IV
82.1%
B/E move
14.4%
Puts
Pseudo strike
35.10
IV
67.3%
B/E move
7.6%

50Δ

Calls
Pseudo strike
36.61
IV
71.3%
B/E move
10.7%
Puts
Pseudo strike
35.63
IV
63.4%
B/E move
6.8%

55Δ

Calls
Pseudo strike
35.22
IV
60.5%
B/E move
7.0%
Puts
Pseudo strike
36.15
IV
59.5%
B/E move
6.0%

60Δ

Calls
Pseudo strike
34.44
IV
56.6%
B/E move
5.8%
Puts
Pseudo strike
36.68
IV
55.6%
B/E move
5.2%

65Δ

Calls
Pseudo strike
33.78
IV
54.1%
B/E move
5.0%
Puts
Pseudo strike
37.21
IV
51.7%
B/E move
4.3%

70Δ

Calls
Pseudo strike
33.12
IV
51.6%
B/E move
4.2%
Puts
Pseudo strike
37.73
IV
47.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
32.46
IV
49.1%
B/E move
3.5%
Puts
Pseudo strike
38.26
IV
43.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
31.79
IV
46.6%
B/E move
2.7%
Puts
Pseudo strike
38.78
IV
39.9%
B/E move
1.9%

Options history

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