CCNE Delta Exposure (DEX)

Net delta exposure for CNB Financial Corp/PA (CCNE) options was $152.94K per 1% move at the Nov 4, 2026 close. It has been positive on 20 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was $79.85K.

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Delta Exposure by Strike

Showing results for CCNE, 2026-11-20(m), calls & puts

       

Delta Exposure Stats

Showing results for CCNE, 2026-11-20(m), calls & puts



Net Delta Exposure by Expiration

Showing results for CCNE, 2026-11-20(m), calls & puts. View all expiries

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

CCNE Delta Exposure FAQ

What is delta exposure (DEX)?

Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.

Is CCNE delta exposure positive or negative?

CNB Financial Corp/PA net delta exposure was positive on Nov 4, 2026, at $152.94K. It has been positive on 20 of the last 20 trading days.

How has CCNE delta exposure changed recently?

CNB Financial Corp/PA net delta exposure went from $79.85K on Oct 7, 2026 to $152.94K on Nov 4, 2026. See the CCNE delta exposure history for a longer view.

What is CNB Financial Corp/PA?

CNB Financial Corp is a Pennsylvania-chartered bank.

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