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
$5.60
7-Day Straddle
$5.60
Avg IV
0.8%
IV Rank
41%
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 |
|---|---|---|---|---|
| 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% |
| 20260609 | $5.05 | $2.02 | 0.9% | 51% |
| 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% |