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Orrstown Financial Services Inc ORRF 42.04 -0.02 -0.05%

ORRF Gamma Exposure (GEX)

ORRF (Orrstown Financial Services Inc): See how call and put gamma exposure is distributed across option strikes. 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

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.0
22.0
View values by strike
ORRF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
20.00 0 -13.4
35.00 0 -99.5
40.00 9.1 K 0
45.00 501 0