CNB Financial Corporation (CCNE)
NASDAQ: CCNE
· Real-Time Price · USD
25.81
-0.24 (-0.92%)
At close: Sep 12, 2025, 3:59 PM
25.81
0.00%
After-hours: Sep 12, 2025, 05:42 PM EDT
CCNE Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for CCNE across all expirations is 136.18 shares per 1% move, with 234.59 from calls and 98.41 from puts. The put-call GEX ratio of 0.42 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
CCNE GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 3.96 | -2 | 1.96 | 0.51 |
| Oct 17, 25 | 223.51 | 0 | 223.51 | 0.00 |
| Dec 19, 25 | 7.12 | -6.13 | 0.99 | 0.86 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 0 | -90.28 | -90.28 | n/a |