ORRF · Expected Move
Orrstown Financial Services Inc
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).
ORRF straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ORRF Expected Move
30-Day Straddle
$3.88
7-Day Straddle
$3.88
30-Day ATM IV
34.5%
IV Rank
29%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.88 | $3.88 | 34.5% | 29% |
| 20261022 | $3.88 | $3.88 | 37.6% | 39% |
| 20261021 | $3.33 | $3.33 | 25.6% | 0% |
| 20261020 | $3.65 | $3.65 | 29.8% | 11% |
| 20261019 | $3.57 | $3.57 | 35.5% | 30% |
| 20261016 | $5.25 | $2.95 | 49.4% | 77% |
| 20261015 | $3.95 | $3.10 | 33.9% | 25% |
| 20261014 | $5.33 | $4.35 | 45.5% | 64% |
| 20261013 | $3.92 | $4.90 | 36.8% | 35% |
| 20261012 | $5.43 | $3.65 | 44.7% | 61% |
| 20261009 | $4.08 | $3.98 | 36.2% | 33% |
| 20261008 | $3.60 | $2.40 | 36.6% | 34% |
| 20261007 | $4.97 | $4.95 | 38.5% | 40% |
| 20261006 | $4.72 | $3.08 | 42.1% | 53% |
| 20261005 | $3.95 | $4.93 | 36.6% | 34% |
| 20261002 | $3.28 | $3.28 | 42.0% | 52% |
| 20261001 | $3.43 | $3.43 | 37.9% | 39% |
| 20260930 | $4.95 | $4.95 | 43.1% | 56% |
| 20260929 | $2.62 | $2.62 | 40.2% | 46% |
| 20260928 | $2.88 | $2.88 | 40.3% | 47% |
| 20260925 | $2.95 | $2.95 | 35.7% | 31% |
| 20260924 | $5.47 | $5.47 | 35.2% | 29% |
| 20260923 | $4.80 | $4.80 | 33.1% | 22% |
| 20260922 | $5.35 | $5.35 | 33.2% | 21% |
| 20260921 | $4.03 | $4.03 | 38.1% | 36% |
| 20260918 | $3.85 | $2.98 | 33.1% | 19% |
| 20260917 | $5.40 | $3.40 | 56.2% | 83% |
| 20260916 | $5.30 | $3.55 | 51.2% | 69% |
| 20260915 | $5.35 | $2.62 | 31.4% | 14% |
| 20260914 | $5.10 | $5.10 | 46.6% | 57% |
| 20260911 | $4.08 | $3.53 | 33.9% | 21% |
| 20260910 | $5.45 | $3.38 | 48.5% | 62% |
| 20260909 | $3.90 | $3.35 | 27.0% | 2% |
| 20260908 | $4.67 | $3.95 | 38.6% | 34% |
| 20260904 | $5.25 | $2.98 | 29.5% | 9% |
| 20260903 | $5.45 | $5.17 | 26.4% | 0% |
| 20260902 | $5.15 | $5.15 | 29.4% | 5% |
| 20260901 | $3.40 | $3.40 | 28.5% | 2% |
| 20260831 | $5.35 | $5.35 | 29.7% | 6% |
| 20260828 | $5.30 | $5.30 | 30.7% | 9% |
| 20260827 | $5.28 | $5.28 | 30.4% | 8% |
| 20260826 | $5.10 | $5.10 | 35.2% | 22% |
| 20260825 | $3.75 | $3.75 | 34.6% | 20% |
| 20260824 | $3.50 | $3.50 | 31.4% | 11% |
| 20260821 | $5.15 | $5.20 | 37.5% | 28% |
| 20260820 | $3.95 | $4.82 | 47.9% | 59% |
| 20260819 | $5.30 | $5.25 | 33.4% | 17% |
| 20260818 | $5.10 | $3.17 | 27.7% | 0% |
| 20260817 | $5.15 | $3.22 | 46.2% | 53% |
| 20260814 | $5.25 | $3.95 | 43.0% | 43% |
| 20260813 | $4.60 | $4.85 | 29.9% | 4% |
| 20260812 | $5.20 | $4.95 | 28.4% | 0% |
| 20260811 | $5.60 | $3.12 | 29.6% | 0% |
| 20260810 | $5.57 | $5.20 | 45.6% | 46% |
| 20260807 | — | — | 32.4% | 2% |
| 20260806 | $5.60 | $5.40 | 34.2% | 8% |
| 20260805 | $5.17 | $5.17 | 41.5% | 32% |
| 20260804 | $4.15 | $4.15 | 33.7% | 6% |
| 20260803 | $5.20 | $5.20 | 38.6% | 23% |
| 20260731 | $3.88 | $3.88 | 38.6% | 22% |
More on ORRF
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.