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Orrstown Financial Services Inc ORRF 42.04 -0.02 -0.05%

ORRF Delta Exposure (DEX)

ORRF (Orrstown Financial Services Inc): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.482
Put Call Ratio (OI)
0.1
Put Call Ratio (Vol)
0.238
IV Rank
12.6
IV Percentile
46.9
Max Pain
35

Delta exposure (2026-09-21)

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}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.0
22.0
View values by strike
ORRF · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
20.00 0 -6.78
35.00 0 -23
40.00 5.08 K 0
45.00 185 0