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CNB Financial Corp/PA CCNE 33.95 -0.2 -0.59%

CCNE Gamma Exposure (GEX)

CCNE (CNB Financial Corp/PA): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.435
Put Call Ratio (OI)
1.67
Put Call Ratio (Vol)
5
IV Rank
5.08
IV Percentile
43.2
Max Pain
17.5

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-16.5
16.5
View values by strike
CCNE · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 3.83 K 0