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
$5.25
7-Day Straddle
$2.98
Avg IV
0.5%
IV Rank
4%
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 |
|---|---|---|---|---|
| 20260904 | $5.25 | $2.98 | 0.5% | 4% |
| 20260903 | $5.45 | $5.17 | 0.6% | 17% |
| 20260902 | $5.15 | $5.15 | 0.8% | 39% |
| 20260901 | $3.40 | $3.40 | 1.0% | 62% |
| 20260831 | $5.35 | $5.35 | 1.0% | 55% |
| 20260828 | $5.30 | $5.30 | 0.9% | 51% |
| 20260827 | $5.28 | $5.28 | 0.7% | 23% |
| 20260826 | $5.10 | $5.10 | 0.8% | 36% |
| 20260825 | $3.75 | $3.75 | 0.7% | 26% |
| 20260824 | $3.50 | $3.50 | 0.7% | 28% |
| 20260821 | $5.15 | $5.20 | 0.9% | 47% |
| 20260820 | $3.95 | $4.82 | 0.8% | 37% |
| 20260819 | $5.30 | $5.25 | 1.0% | 55% |
| 20260818 | $5.10 | $3.17 | 0.8% | 36% |
| 20260817 | $5.15 | $3.22 | 0.7% | 26% |
| 20260814 | $5.25 | $3.95 | 0.8% | 42% |
| 20260813 | $4.60 | $4.85 | 0.7% | 29% |
| 20260812 | $5.20 | $4.95 | 0.6% | 20% |
| 20260811 | $5.60 | $3.12 | 0.7% | 39% |
| 20260810 | $5.57 | $5.20 | 0.6% | 28% |
| 20260806 | $5.60 | $5.40 | 0.5% | 12% |
| 20260805 | $5.17 | $5.17 | 1.2% | 79% |
| 20260804 | $4.15 | $4.15 | 1.1% | 76% |
| 20260803 | $5.20 | $5.20 | 0.7% | 32% |
| 20260731 | $3.88 | $3.88 | 0.9% | 50% |
| 20260730 | $4.45 | $4.45 | 1.0% | 68% |
| 20260729 | $5.10 | $5.10 | 0.8% | 46% |
| 20260728 | $5.25 | $5.25 | 0.8% | 45% |
| 20260727 | $5.35 | $5.35 | 0.8% | 42% |
| 20260724 | $5.60 | $5.60 | 0.8% | 41% |
| 20260723 | $5.15 | $5.15 | 0.7% | 32% |
| 20260722 | $4.80 | $4.80 | 0.7% | 32% |
| 20260721 | $5.07 | $5.07 | 0.8% | 41% |
| 20260720 | $4.80 | $4.80 | 0.7% | 37% |
| 20260716 | $5.12 | $3.00 | 0.7% | 31% |
| 20260715 | $4.90 | $3.42 | 0.7% | 31% |
| 20260714 | $5.03 | $2.02 | 0.8% | 40% |
| 20260713 | $4.90 | $3.85 | 0.6% | 29% |
| 20260710 | $5.00 | $3.65 | 0.7% | 33% |
| 20260709 | $4.97 | $4.80 | 0.6% | 24% |
| 20260708 | $4.83 | $3.70 | 0.6% | 23% |
| 20260707 | $5.18 | $4.88 | 0.8% | 40% |
| 20260706 | $5.20 | $4.72 | 0.7% | 34% |
| 20260702 | $4.88 | $4.88 | 1.4% | 100% |
| 20260701 | $4.65 | $4.65 | 0.9% | 61% |
| 20260630 | $4.88 | $4.88 | 1.2% | 87% |
| 20260629 | $3.80 | $3.80 | 1.3% | 91% |
| 20260626 | $4.83 | $4.83 | 0.7% | 34% |
| 20260625 | $4.82 | $4.82 | 1.0% | 65% |
| 20260624 | $4.80 | $4.80 | 0.9% | 61% |
| 20260623 | $4.20 | $4.20 | 0.9% | 56% |
| 20260622 | $4.90 | $4.90 | 0.9% | 58% |
| 20260618 | $3.30 | $2.70 | 0.9% | 58% |
| 20260617 | $4.90 | $4.07 | 0.9% | 60% |
| 20260616 | $4.97 | $4.03 | 1.0% | 68% |
| 20260615 | $4.95 | $4.00 | 1.0% | 66% |
| 20260613 | $4.97 | $3.40 | 0.8% | 44% |
| 20260612 | $4.97 | $3.30 | 0.8% | 48% |
| 20260611 | $5.03 | $3.80 | 0.8% | 48% |
| 20260610 | $4.22 | $2.67 | 0.8% | 42% |