CNB Financial Corporation (CCNE)
NASDAQ: CCNE
· Real-Time Price · USD
25.79
-0.11 (-0.42%)
At close: Sep 10, 2025, 9:40 AM
CCNE Delta Exposure By Expiry
The total Delta Exposure (DEX) for CCNE across all expirations shows 514.53 net shares that market makers must hedge, with 936.41 from calls and 421.88 from puts. The put-call delta ratio of 0.45 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
CCNE DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 31.63 | -4.09 | 27.54 | 0.13 |
| Oct 17, 25 | 872.7 | 0 | 872.7 | 0.00 |
| Dec 19, 25 | 32.08 | -19.08 | 13 | 0.59 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 0 | -398.71 | -398.71 | n/a |