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
$5.05
7-Day Straddle
$4.75
Avg IV
0.5%
IV Rank
20%
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 |
|---|---|---|---|---|
| 20260608 | $5.05 | $4.75 | 0.5% | 20% |
| 20260605 | $5.10 | $5.00 | 0.5% | 21% |
| 20260604 | $5.10 | $4.80 | 0.6% | 23% |
| 20260603 | $5.05 | $5.00 | 0.8% | 38% |
| 20260602 | $4.90 | $4.90 | 1.4% | 79% |
| 20260601 | $4.95 | $4.95 | 1.4% | 80% |
| 20260529 | $5.00 | $5.00 | 1.3% | 76% |
| 20260528 | $5.00 | $5.00 | 1.2% | 68% |
| 20260527 | $4.95 | $4.95 | 1.4% | 80% |
| 20260526 | $5.05 | $5.05 | 1.0% | 53% |
| 20260522 | $5.05 | $5.05 | 1.1% | 61% |
| 20260521 | $5.00 | $5.00 | 1.1% | 59% |
| 20260520 | $5.10 | $5.10 | 1.0% | 57% |
| 20260519 | $5.05 | $5.05 | 1.0% | 53% |
| 20260518 | $5.10 | $5.10 | 1.0% | 56% |
| 20260515 | $5.05 | $4.30 | 1.1% | 58% |
| 20260514 | $5.05 | $4.45 | 1.0% | 54% |
| 20260513 | $5.00 | $4.45 | 1.0% | 55% |
| 20260512 | $5.05 | $4.45 | 0.8% | 41% |
| 20260511 | $5.05 | $4.65 | 0.9% | 50% |
| 20260510 | $5.05 | $4.70 | 0.8% | 42% |
| 20260508 | $5.05 | $4.70 | 0.8% | 40% |
| 20260507 | $5.05 | $4.70 | 0.9% | 48% |
| 20260506 | $5.00 | $4.75 | 1.0% | 51% |
| 20260505 | $5.05 | $4.75 | 0.8% | 41% |
| 20260504 | $5.35 | $4.90 | 0.8% | 42% |
| 20260502 | $4.85 | $4.85 | 1.0% | 53% |
| 20260501 | $4.85 | $4.85 | 1.0% | 57% |
| 20260430 | $4.50 | $4.50 | 1.1% | 58% |
| 20260429 | $4.40 | $4.40 | 1.5% | 88% |
| 20260428 | $4.55 | $4.55 | 1.0% | 53% |
| 20260427 | $4.55 | $4.55 | 1.0% | 50% |
| 20260424 | $4.60 | $4.60 | 1.0% | 51% |
| 20260423 | $4.60 | $4.60 | 0.7% | 34% |
| 20260422 | $4.65 | $4.65 | 0.7% | 34% |
| 20260421 | $4.75 | $4.75 | 1.3% | 74% |
| 20260420 | $5.05 | $5.05 | 1.0% | 51% |
| 20260417 | $5.00 | $4.15 | 0.9% | 45% |
| 20260416 | $5.05 | $3.80 | 0.9% | 47% |
| 20260415 | $5.05 | $3.95 | 0.9% | 50% |
| 20260414 | $4.85 | $4.15 | 0.8% | 41% |
| 20260413 | $4.85 | $4.20 | 0.6% | 26% |
| 20260410 | $4.85 | $4.35 | 0.2% | 0% |
| 20260409 | $4.90 | $5.05 | 0.6% | 17% |
| 20260408 | $4.85 | $5.00 | 0.8% | 31% |
| 20260407 | $5.00 | $5.00 | 0.3% | 0% |
| 20260406 | $5.05 | $5.00 | 0.5% | 8% |
| 20260402 | $4.95 | $5.05 | 0.6% | 17% |
| 20260401 | $5.10 | $5.10 | 1.3% | 67% |
| 20260331 | $5.10 | $5.10 | 1.0% | 44% |
| 20260330 | $5.00 | $5.00 | 0.9% | 38% |
| 20260327 | $5.05 | $5.05 | 1.1% | 51% |
| 20260326 | $5.00 | $5.00 | 1.1% | 51% |
| 20260325 | $5.00 | $5.00 | 0.8% | 30% |
| 20260324 | $4.05 | $4.05 | 1.0% | 43% |
| 20260323 | $5.05 | $5.05 | 0.9% | 35% |
| 20260320 | $5.40 | $4.95 | 0.8% | 27% |
| 20260319 | $5.95 | $4.65 | 0.7% | 24% |
| 20260318 | $5.05 | $4.60 | 0.8% | 30% |
| 20260317 | $4.80 | $3.80 | 0.9% | 33% |