ThetaOwl

ORRF

Orrstown Financial Services, InFinancial Services
$36.47
Bullish
Mkt Cap: $715.5M|Float: 18.7M|SI: 2.2%|DTC: 2.4
Data as of market close Apr 2, 2026
IV Rank
59
IV Pctl
67%
HV 20d
1862.0%
52W Range
$25-$40
ATR(14)
$0.87
Exp. Move
±12.0%
P/C Ratio
0.43
Earnings
Apr 21
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Wide
Low Put/Call

ORRF Key Options Data

IV Rank
59%
Total GEX
$0.00B
Total DEX
$0.0M
Max Pain
$35.00
Expected Move
±12.0%
Put/Call OI
0.43
Net Premium
$0.0M
Spot Price
$36.47

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$4.38±12.0%$32.10$40.85
2026-07-17106±$2.40±6.6%$34.07$38.87

Explore ORRF options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.