CCNE (CNB Financial Corp/PA)
Expected Move & Straddle Price History
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).
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.
Current CCNE Expected Move
30-Day Straddle
$5.20
7-Day Straddle
$2.88
Avg IV
0.6%
IV Rank
9%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $5.20 | $2.88 | 0.6% | 9% |
| 20260903 | $5.05 | $4.90 | 0.7% | 24% |
| 20260902 | $1.80 | $1.80 | 1.0% | 50% |
| 20260901 | $4.00 | $4.00 | 1.3% | 81% |
| 20260831 | $4.00 | $4.00 | 1.3% | 76% |
| 20260828 | $4.00 | $4.00 | 1.0% | 50% |
| 20260827 | $4.10 | $4.10 | 0.9% | 45% |
| 20260826 | $4.00 | $4.00 | 0.9% | 46% |
| 20260825 | $3.75 | $3.75 | 0.9% | 42% |
| 20260824 | $3.75 | $3.75 | 1.0% | 53% |
| 20260821 | $4.00 | $3.65 | 0.9% | 40% |
| 20260820 | $4.08 | $3.40 | 1.0% | 50% |
| 20260819 | $4.70 | $4.65 | 1.2% | 70% |
| 20260818 | $4.05 | $4.40 | 0.9% | 55% |
| 20260817 | $4.00 | $3.60 | 0.9% | 54% |
| 20260814 | $4.00 | $4.50 | 0.7% | 38% |
| 20260813 | $4.00 | $4.60 | 0.8% | 45% |
| 20260812 | $4.50 | $4.55 | 0.6% | 31% |
| 20260811 | $4.50 | $4.60 | 0.7% | 36% |
| 20260810 | $5.00 | $4.80 | 0.6% | 31% |
| 20260806 | $5.05 | $3.55 | 0.7% | 39% |
| 20260805 | $4.85 | $4.85 | 1.1% | 72% |
| 20260804 | $4.90 | $4.90 | 1.1% | 69% |
| 20260803 | $4.90 | $4.90 | 1.0% | 64% |
| 20260731 | $5.00 | $5.00 | 0.9% | 51% |
| 20260730 | $5.10 | $5.10 | 1.3% | 82% |
| 20260729 | $5.00 | $5.00 | 0.9% | 53% |
| 20260728 | $5.00 | $5.00 | 0.7% | 41% |
| 20260727 | $5.05 | $5.05 | 0.9% | 53% |
| 20260724 | $5.05 | $5.05 | 0.7% | 40% |
| 20260723 | $5.45 | $5.45 | 0.7% | 39% |
| 20260722 | $5.00 | $5.00 | 0.9% | 51% |
| 20260721 | $3.95 | $3.95 | 0.8% | 44% |
| 20260720 | $4.50 | $4.50 | 0.8% | 43% |
| 20260716 | $4.50 | $4.25 | 0.6% | 29% |
| 20260715 | $5.05 | $4.55 | 0.6% | 26% |
| 20260714 | $5.30 | $4.60 | 0.6% | 33% |
| 20260713 | $5.10 | $4.60 | 0.5% | 25% |
| 20260710 | $5.00 | $4.60 | 0.5% | 20% |
| 20260709 | $5.10 | $4.70 | 0.5% | 21% |
| 20260708 | $5.10 | $4.75 | 0.6% | 30% |
| 20260707 | $5.00 | $4.70 | 0.6% | 27% |
| 20260706 | $5.25 | $3.72 | 0.5% | 16% |
| 20260702 | $3.72 | $3.72 | 1.3% | 74% |
| 20260701 | $3.67 | $3.67 | 0.7% | 33% |
| 20260630 | $3.72 | $3.72 | 0.9% | 45% |
| 20260629 | $3.67 | $3.67 | 1.1% | 58% |
| 20260626 | $3.72 | $3.72 | 0.7% | 30% |
| 20260625 | $3.67 | $3.67 | 1.0% | 53% |
| 20260624 | $3.72 | $3.72 | 0.7% | 36% |
| 20260623 | $5.05 | $5.05 | 0.7% | 32% |
| 20260622 | $4.90 | $4.90 | 0.8% | 43% |
| 20260618 | $5.45 | $5.03 | 0.8% | 43% |
| 20260617 | $5.05 | $4.55 | 0.8% | 39% |
| 20260616 | $5.00 | $4.80 | 0.8% | 41% |
| 20260615 | $5.15 | $4.70 | 0.7% | 36% |
| 20260613 | $4.95 | $4.45 | 0.8% | 37% |
| 20260612 | $4.95 | $4.45 | 0.7% | 36% |
| 20260611 | $5.00 | $4.72 | 0.5% | 20% |
| 20260610 | $5.10 | $4.92 | 0.5% | 20% |