ORRF (Orrstown Financial Services Inc)
Expected Move & Straddle Price History
The expected move for ORRF is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current ORRF Expected Move
30-Day Straddle
$4.70
7-Day Straddle
$2.02
Avg IV
0.9%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to ORRF's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ORRF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260609 | $4.70 | $2.02 | 0.9% | 53% |
| 20260608 | $4.83 | $2.77 | 0.7% | 41% |
| 20260605 | $5.35 | $3.60 | 0.6% | 31% |
| 20260604 | $6.00 | $3.67 | 0.6% | 26% |
| 20260603 | $5.30 | $5.15 | 0.8% | 48% |
| 20260602 | $5.20 | $5.20 | 0.8% | 48% |
| 20260601 | $5.15 | $5.15 | 1.0% | 66% |
| 20260529 | $5.25 | $5.25 | 0.8% | 46% |
| 20260528 | $4.72 | $4.72 | 0.6% | 30% |
| 20260527 | $5.25 | $5.25 | 0.8% | 50% |
| 20260526 | $4.05 | $4.05 | 0.8% | 43% |
| 20260522 | $5.25 | $5.25 | 0.9% | 54% |
| 20260521 | $3.58 | $3.58 | 0.7% | 38% |
| 20260520 | $3.82 | $3.82 | 0.6% | 30% |
| 20260519 | $4.25 | $4.25 | 0.7% | 37% |
| 20260518 | $3.73 | $3.73 | 0.6% | 30% |
| 20260515 | $4.25 | $2.88 | 0.8% | 47% |
| 20260514 | $5.20 | $3.00 | 0.7% | 32% |
| 20260513 | $5.10 | $3.07 | 0.8% | 48% |
| 20260512 | $5.10 | $4.85 | 0.6% | 28% |
| 20260511 | $5.45 | $3.50 | 0.9% | 55% |
| 20260510 | $5.08 | $3.05 | 0.6% | 22% |
| 20260508 | $5.08 | $3.05 | 0.6% | 19% |
| 20260507 | $5.20 | $5.07 | 0.6% | 23% |
| 20260506 | $5.28 | $4.90 | 0.6% | 27% |
| 20260505 | $5.00 | $2.15 | 0.6% | 22% |
| 20260504 | $5.05 | $5.07 | 0.6% | 24% |
| 20260502 | $5.00 | $5.00 | 1.0% | 61% |
| 20260501 | $5.00 | $5.00 | 1.0% | 58% |
| 20260430 | $4.85 | $4.85 | 1.2% | 73% |
| 20260429 | $3.98 | $3.98 | 1.3% | 89% |
| 20260428 | $5.10 | $5.10 | 0.9% | 51% |
| 20260427 | $4.88 | $4.88 | 0.8% | 43% |
| 20260424 | $5.03 | $5.03 | 0.8% | 44% |
| 20260423 | $4.35 | $4.35 | 0.7% | 28% |
| 20260422 | $4.95 | $4.95 | 1.1% | 67% |
| 20260421 | $5.10 | $5.10 | 1.0% | 59% |
| 20260420 | $5.05 | $5.05 | 0.8% | 45% |
| 20260417 | $4.80 | $4.60 | 0.8% | 43% |
| 20260416 | $5.35 | $2.67 | 0.9% | 47% |
| 20260415 | $5.25 | $3.55 | 0.7% | 30% |
| 20260414 | $5.15 | $4.70 | 0.6% | 27% |
| 20260413 | $5.22 | $4.80 | 0.8% | 40% |
| 20260410 | $4.92 | $4.25 | 0.8% | 39% |
| 20260409 | $5.40 | $4.80 | 0.5% | 16% |
| 20260408 | $5.18 | $3.73 | 0.8% | 37% |
| 20260407 | $5.67 | $5.25 | 0.7% | 30% |
| 20260406 | $5.07 | $5.00 | 0.7% | 31% |
| 20260402 | $5.20 | $3.02 | 0.3% | 0% |
| 20260401 | $4.97 | $4.97 | 1.1% | 65% |
| 20260331 | $5.08 | $5.08 | 1.0% | 50% |
| 20260330 | $3.33 | $3.33 | 1.1% | 58% |
| 20260327 | $4.97 | $4.97 | 1.0% | 52% |
| 20260326 | $4.80 | $4.80 | 0.8% | 34% |
| 20260325 | $4.90 | $4.90 | 0.9% | 46% |
| 20260324 | $3.90 | $3.90 | 0.9% | 43% |
| 20260323 | $3.23 | $3.23 | 0.9% | 45% |
| 20260320 | $5.03 | $3.67 | 0.9% | 43% |
| 20260319 | $4.90 | $4.65 | 0.8% | 29% |
| 20260318 | $4.95 | $3.62 | 0.9% | 39% |