CCNE · Expected Move
CNB Financial Corp/PA
The expected move for CCNE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CCNE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CCNE Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
29.5%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to CCNE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CCNE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.00 | $5.00 | 29.5% | 13% |
| 20261021 | $5.00 | $5.00 | 35.1% | 26% |
| 20261020 | $5.00 | $5.00 | 29.7% | 13% |
| 20261019 | $4.08 | $4.08 | 27.2% | 8% |
| 20261016 | $4.35 | $4.70 | 32.5% | 20% |
| 20261015 | $5.00 | $4.70 | 29.9% | 14% |
| 20261014 | $5.15 | $4.85 | 33.0% | 21% |
| 20261013 | $5.00 | $4.70 | 26.9% | 7% |
| 20261012 | $5.10 | $4.70 | 34.6% | 25% |
| 20261009 | $5.05 | $4.70 | 36.0% | 28% |
| 20261008 | $5.20 | $4.80 | 38.3% | 33% |
| 20261007 | $5.08 | $4.75 | 37.4% | 31% |
| 20261006 | $5.05 | $4.80 | 36.9% | 30% |
| 20261005 | $5.05 | $4.85 | 37.7% | 29% |
| 20261002 | $4.80 | $4.80 | 38.1% | 30% |
| 20261001 | $4.80 | $4.80 | 40.3% | 35% |
| 20260930 | $4.85 | $4.85 | 42.0% | 38% |
| 20260929 | $4.75 | $4.75 | 39.6% | 33% |
| 20260928 | $4.70 | $4.70 | 33.4% | 20% |
| 20260925 | $3.77 | $3.77 | 32.8% | 18% |
| 20260924 | $4.85 | $4.85 | 36.3% | 25% |
| 20260923 | $4.85 | $4.85 | 39.6% | 31% |
| 20260922 | $4.90 | $4.90 | 36.2% | 25% |
| 20260921 | $4.92 | $4.92 | 47.8% | 48% |
| 20260918 | $3.03 | $3.80 | 35.1% | 22% |
| 20260917 | $4.00 | $4.70 | 28.0% | 8% |
| 20260916 | $4.90 | $4.75 | 31.1% | 14% |
| 20260915 | $5.00 | $4.75 | 33.4% | 19% |
| 20260914 | $5.00 | $4.80 | 31.2% | 15% |
| 20260911 | $5.00 | $4.80 | 24.0% | 0% |
| 20260910 | $3.55 | $4.75 | 43.6% | 35% |
| 20260909 | $5.10 | $2.75 | 43.6% | 35% |
| 20260908 | $2.95 | $1.80 | 30.8% | 7% |
| 20260904 | $5.20 | $2.88 | 41.3% | 30% |
| 20260903 | $5.05 | $4.90 | 38.8% | 24% |
| 20260902 | $1.80 | $1.80 | 37.3% | 21% |
| 20260901 | $4.00 | $4.00 | 39.9% | 26% |
| 20260831 | $4.00 | $4.00 | 38.5% | 23% |
| 20260828 | $4.00 | $4.00 | 32.5% | 10% |
| 20260827 | $4.10 | $4.10 | 39.7% | 26% |
| 20260826 | $4.00 | $4.00 | 35.1% | 21% |
| 20260825 | $3.75 | $3.75 | 33.0% | 16% |
| 20260824 | $3.75 | $3.75 | 32.5% | 15% |
| 20260821 | $4.00 | $3.65 | 31.0% | 12% |
| 20260820 | $4.08 | $3.40 | 42.9% | 36% |
| 20260819 | $4.70 | $4.65 | 48.0% | 47% |
| 20260818 | $4.05 | $4.40 | 49.0% | 49% |
| 20260817 | $4.00 | $3.60 | 32.4% | 15% |
| 20260814 | $4.00 | $4.50 | 32.1% | 15% |
| 20260813 | $4.00 | $4.60 | 30.3% | 11% |
| 20260812 | $4.50 | $4.55 | 27.8% | 6% |
| 20260811 | $4.50 | $4.60 | 30.5% | 11% |
| 20260810 | $5.00 | $4.80 | 30.7% | 12% |
| 20260807 | — | — | 30.2% | 11% |
| 20260806 | $5.05 | $3.55 | 39.1% | 29% |
| 20260805 | $4.85 | $4.85 | 42.4% | 35% |
| 20260804 | $4.90 | $4.90 | 33.0% | 16% |
| 20260803 | $4.90 | $4.90 | 47.5% | 46% |
| 20260731 | $5.00 | $5.00 | 38.6% | 28% |
| 20260730 | $5.10 | $5.10 | 59.9% | 71% |
More on CCNE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.