CNB Financial Corp (PA) (CCNE) Historical Volatility

Tracking CCNE historical volatility helps you see how much CNB Financial Corp (PA)'s stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, CNB Financial Corp (PA)'s HV tells you what really 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The CCNE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing CNB Financial Corp (PA)'s HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

In addition, the company invests in debt and equity securities; sells nonproprietary annuities and other insurance products; and small balance unsecured loans and secured loans primarily collateralized by automobiles and equipment. As of February 8, 2022, the company operated a private banking division; three loan production office; one drive-up office; and 45 full-service offices in Pennsylvania, Ohio, New York, and Virginia. CNB Financial Corporation was founded in 1865 and is headquartered in Clearfield, Pennsylvania.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts CNB Financial Corp (PA)'s historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CCNE HV is running hot, cold, or in line. Make the CCNE 30 day historical volatility — and every other window — work for your edge instead of against it.