CNB Financial Corporation (CCNE)
CCNE Daily Delta Exposure
CCNE's current Delta Exposure (DEX) is -417.91999999999996 shares, which is 272% larger than the 3M average of -112.29249999999999 shares. During this period, DEX ranged from -417.91999999999996 on Aug 15, 2025 to -4.59 on Jul 9, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 8.26 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 15, 2025 | 57.6 | -475.52 | -417.92 | 8.26 |
| Jul 9, 2025 | 29.02 | -33.61 | -4.59 | 1.16 |
| Jul 3, 2025 | 25.69 | -33.05 | -7.36 | 1.29 |
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