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Orrstown Financial Services Inc ORRF 44.1 -0.22 -0.5%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.271
Put Call Ratio (OI)
0.019
Put Call Ratio (Vol)
0.0533
IV Rank
6.59
IV Percentile
10.6
Max pain
45

Delta exposure (2026-11-11)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
9.0
156.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-24.1
24.1
View values by strike
ORRF · Delta exposure · 2026-11-11. Delta-weighted share equivalents.
StrikeCallsPuts
20.00 0 -6.24
40.00 0 -60.3
45.00 8.66 K -113
50.00 1.7 K 0