CNB Financial Corporation (CCNE)
CCNE Daily Delta Exposure
CCNE's current Delta Exposure (DEX) is 42.39 shares, which is 252% larger than the 3M average of 12.043333333333335 shares. During this period, DEX ranged from -9 on Jun 24, 2025 to 42.39 on Jul 25, 2025, swinging between net long and short dealer positioning. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.45 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Jul 25, 2025 | 76.53 | -34.14 | 42.39 | 0.45 |
| Jul 14, 2025 | 59.25 | -33.42 | 25.83 | 0.56 |
| Jul 9, 2025 | 41.32 | -33.61 | 7.71 | 0.81 |
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