CCNE · Cnb Financial Corp/Pa

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$34.61 +0.69 (+2.03%) At close · Jul 24

Market Cap

$1.03B

29.63M

Options Chain

15-min delayed Underlying $34.61 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 16 contracts

Put / call OI

—

No open interest

Open interest

contracts outstanding

Volume

traded today

ATM implied vol

45.8%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Dec 18 145d Mar 19 236d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	131.5%	0.983	—		—	—	—	—	0
Call · $17.5 In the money Last — Breakeven — Implied vol 131.5% Delta 0.983 ≈98% ITM Gamma 0.003 Theta -0.009 Vega 0.003 Open interest 0 Model this call Put · $17.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	107.9%	0.98	—		—	—	—	—	0
Call · $20 In the money Last — Breakeven — Implied vol 107.9% Delta 0.98 ≈98% ITM Gamma 0.005 Theta -0.009 Vega 0.004 Open interest 0 Model this call Put · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	87%	0.977	—		—	—	—	—	0
Call · $22.5 In the money Last — Breakeven — Implied vol 87% Delta 0.977 ≈98% ITM Gamma 0.007 Theta -0.009 Vega 0.004 Open interest 0 Model this call Put · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	67.5%	0.972	—		—	—	—	—	0
Call · $25 In the money Last — Breakeven — Implied vol 67.5% Delta 0.972 ≈97% ITM Gamma 0.01 Theta -0.008 Vega 0.008 Open interest 0 Model this call Put · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	47.7%	0.887	—		—	-0.162	60.1%	—	0
Call · $30 In the money Last — Breakeven — Implied vol 47.7% Delta 0.887 ≈89% ITM Gamma 0.044 Theta -0.017 Vega 0.015 Open interest 0 Model this call Put · $30 Last — Breakeven — Implied vol 60.1% Delta -0.162 ≈16% ITM Gamma 0.044 Theta -0.026 Vega 0.023 Open interest 0 Model this put
Underlying $34.61
0	—	27.1%	0.468	—		—	-0.485	64.5%	—	0
Call · $35 Last — Breakeven — Implied vol 27.1% Delta 0.468 ≈47% ITM Gamma 0.159 Theta -0.02 Vega 0.037 Open interest 0 Model this call Put · $35 In the money Last — Breakeven — Implied vol 64.5% Delta -0.485 ≈48% ITM Gamma 0.068 Theta -0.045 Vega 0.037 Open interest 0 Model this put
0	—	120.5%	0.39	—		—	-0.823	53.6%	—	0
Call · $40 Last — Breakeven — Implied vol 120.5% Delta 0.39 ≈39% ITM Gamma 0.035 Theta -0.083 Vega 0.034 Open interest 0 Model this call Put · $40 In the money Last — Breakeven — Implied vol 53.6% Delta -0.823 ≈82% ITM Gamma 0.053 Theta -0.024 Vega 0.026 Open interest 0 Model this put
0	—	—	—	—		—	-0.937	61.3%	—	0
Call · $45 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 In the money Last — Breakeven — Implied vol 61.3% Delta -0.937 ≈94% ITM Gamma 0.023 Theta -0.012 Vega 0.01 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 736772 CUSIP 126128107 13F (30d) 24 filings 24 filers Visit website Investor relations