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CCNE - CNB Financial Corp (PA)
Implied Volatility Analysis

Implied Volatility:
94.9%

CNB Financial Corp (PA) has an Implied Volatility (IV) of 94.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CCNE is 28 and the Implied Volatility Percentile (IVP) is 52. The current Implied Volatility Index for CCNE is -0.11 standard deviations away from its 1 year mean.

Market Cap$422.35M
Dividend Yield2.78% ($0.70)
Next Earnings Date10/24/2022 (30d)
Implied Volatility (IV) 30d
94.88
Implied Volatility Rank (IVR) 1y
28.07
Implied Volatility Percentile (IVP) 1y
52.23
Historical Volatility (HV) 30d
35.65
IV / HV
2.66
Open Interest
24.00

Data was calculated after the 9/23/2022 closing.

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