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Orrstown Financial Services Inc ORRF 42.04 -0.02 -0.05%

ORRF Options Support & Resistance

ORRF (Orrstown Financial Services Inc): Explore options-derived support and resistance levels, call walls and put walls. 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

Option Walls

A gamma wall is a strike where dealer gamma is concentrated.

Price often pauses or reverses there because dealers must hedge aggressively when the underlying crosses it. Walls above spot tend to act as resistance; walls below spot tend to act as support.

See also: Gamma exposure (GEX)

$20 Key Put Strike 1 $22 Key Put Strike 2 $35 Put Wall $40 Call Wall $45 Key Call Strike 2