CNB Financial Corp (PA)
CNB Financial Corp (PA) (CCNE) Historical Volatility
CCNE's 30 day historical volatility is 19.44%, in the 22nd percentile of readings over the past year. This is a low percentile, meaning CNB Financial Corp (PA) shares have been calmer than usual. CCNE's 30 day implied volatility sits at 52.62%, with an IV Rank of 39.68%, leaving IV 33.18 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 5, 2026.
Read more
Tracking CCNE historical volatility helps you see how much CNB Financial Corp (PA)'s stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, CCNE's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor CCNE 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.
Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. CCNE's 30 day historical volatility, or CCNE HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing CCNE's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.
CNB Financial Corporation operates as the bank holding company for CNB Bank that provides a range of banking products and services for individual, business, governmental, and institutional customers. The company accepts checking, savings, and time deposit accounts; and offers real estate, commercial, industrial, residential, and consumer loans, as well as various other specialized financial services. It also provides wealth and asset management services, including the administration of trusts and estates, retirement plans, and other employee benefit plans, as well as a range of wealth management services.
Historical Volatility
Historical movement is subdued versus the past year. The stock has been unusually quiet.
As of Nov 5, 2026
As of Nov 5, 2026
As of Nov 5, 2026
Prices move. This one stays.Lock in 5 years at a special price and save $2,243. Ending soon.See the Early Bird Black Friday deal →