CCNE (CNB Financial Corp/PA)

Historical IV Rank & Volatility Regime

IV Rank measures where CCNE's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on CCNE are priced rich or cheap relative to its own recent 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.

CCNE IV Rank Summary
Current
9%
Compressed — premium buying regime
30-Day Avg
50%
60-Day Avg
43%
90-Day Avg
46%
90-Day Low
9%
90-Day High
82%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in CCNE's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
CCNE IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260904 9% 0.6%
20260903 24% 0.7%
20260902 50% 1.0%
20260901 81% 1.3%
20260831 76% 1.3%
20260828 50% 1.0%
20260827 45% 0.9%
20260826 46% 0.9%
20260825 42% 0.9%
20260824 53% 1.0%
20260821 40% 0.9%
20260820 50% 1.0%
20260819 70% 1.2%
20260818 55% 0.9%
20260817 54% 0.9%
20260814 38% 0.7%
20260813 45% 0.8%
20260812 31% 0.6%
20260811 36% 0.7%
20260810 31% 0.6%
20260806 39% 0.7%
20260805 72% 1.1%
20260804 69% 1.1%
20260803 64% 1.0%
20260731 51% 0.9%
20260730 82% 1.3%
20260729 53% 0.9%
20260728 41% 0.7%
20260727 53% 0.9%
20260724 40% 0.7%
20260723 39% 0.7%
20260722 51% 0.9%
20260721 44% 0.8%
20260720 43% 0.8%
20260716 29% 0.6%
20260715 26% 0.6%
20260714 33% 0.6%
20260713 25% 0.5%
20260710 20% 0.5%
20260709 21% 0.5%
20260708 30% 0.6%
20260707 27% 0.6%
20260706 16% 0.5%
20260702 74% 1.3%
20260701 33% 0.7%
20260630 45% 0.9%
20260629 58% 1.1%
20260626 30% 0.7%
20260625 53% 1.0%
20260624 36% 0.7%
20260623 32% 0.7%
20260622 43% 0.8%
20260618 43% 0.8%
20260617 39% 0.8%
20260616 41% 0.8%
20260615 36% 0.7%
20260613 37% 0.8%
20260612 36% 0.7%
20260611 20% 0.5%
20260610 20% 0.5%
20260609 27% 0.6%
20260608 20% 0.5%
20260605 21% 0.5%
20260604 23% 0.6%
20260603 38% 0.8%
20260602 79% 1.4%
20260601 80% 1.4%
20260529 76% 1.3%
20260528 68% 1.2%
20260527 80% 1.4%
20260526 53% 1.0%
20260522 61% 1.1%
20260521 59% 1.1%
20260520 57% 1.0%
20260519 53% 1.0%
20260518 56% 1.0%
20260515 58% 1.1%
20260514 54% 1.0%
20260513 55% 1.0%
20260512 41% 0.8%
20260511 50% 0.9%
20260510 42% 0.8%
20260508 40% 0.8%
20260507 48% 0.9%
20260506 51% 1.0%
20260505 41% 0.8%
20260504 42% 0.8%
20260502 53% 1.0%
20260501 57% 1.0%
20260430 58% 1.1%