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Orrstown Financial Services Inc ORRF 42.04 -0.02 -0.05%

ORRF Historical Options Analysis

Explore ORRF (Orrstown Financial Services Inc) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ORRF / Comparative study

3 signals / 507 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.21
12.58
Mean
15.42
Window
-20.9%
ATM IV z -0.63
0.48
Mean
0.95
Window
-61.7%
IV Percentile z 0.04
46.88
Mean
45.52
Window
-41.6%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.86 0.81
ATM IV 0.86 1.00 0.80
IV Percent... 0.81 0.80 1.00
Source observations

Data inspector

1-50 of 507
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 42.04 12.58 0.48 46.88
2026-09-18 42.06 7.47 0.32 14.4
2026-09-17 41.85 10.69 0.42 38.52
2026-09-16 42 8.87 0.36 19.84
2026-09-15 42.58 7.2 0.31 13.62
2026-09-14 42.47 4.09 0.21 1.56
2026-09-11 42.34 9.11 0.37 19.46
2026-09-10 42.47 6.56 0.29 7.78
2026-09-09 42.05 6.87 0.3 10.51
2026-09-08 42.23 7.91 0.33 14.4
2026-09-07 43.13 47.22 1.61 91.41
2026-09-04 43.13 41.68 1.43 88.72
2026-09-03 42.46 5.84 0.26 4.28
2026-09-02 42.15 5.43 0.25 2.33
2026-09-01 41.28 10.04 0.4 23.05
2026-08-31 41.7 6.51 0.28 6.67
2026-08-28 41.96 23.88 0.85 72.66
2026-08-27 42.17 23.64 0.84 72.27
2026-08-26 42.22 23.52 0.84 71.88
2026-08-25 41.81 6.73 0.29 7.42
2026-08-24 42.07 22.07 0.79 70.59
2026-08-21 42.02 10.06 0.4 22.27
2026-08-20 42.1 9.87 0.39 21.88
2026-08-19 41.76 19.16 0.7 66.02
2026-08-18 43.19 35.72 1.23 84.77
2026-08-17 43.03 31.81 1.11 83.14
2026-08-14 43.34 23.15 0.83 70.7
2026-08-13 43.48 21.41 0.77 69.92
2026-08-12 43.22 20.39 0.74 67.97
2026-08-11 42.79 31.67 1.1 83.2
2026-08-10 42.52 29.38 1.03 81.18
2026-08-07 42.62 26.08 0.92 76.17
2026-08-06 42.96 25.9 0.91 76.17
2026-08-05 43.31 25.62 0.91 75.78
2026-08-04 43.36 24.83 0.88 73.83
2026-08-03 43.7 24.59 0.87 73.33
2026-07-31 42.73 21.22 0.76 71.09
2026-07-30 42.79 20.83 0.75 69.92
2026-07-29 43.28 21.09 0.76 70.31
2026-07-28 43.63 20.92 0.75 69.92
2026-07-27 42.56 18.9 0.69 69.02
2026-07-24 42.56 17.59 0.64 64.45
2026-07-23 41.96 16.38 0.61 60.94
2026-07-22 41.37 15.29 0.57 57.42
2026-07-21 41.26 14.64 0.55 53.91
2026-07-20 41.21 14.26 0.54 51.37
2026-07-17 41.34 13.91 0.52 50.39
2026-07-16 42.08 41.42 1.42 84.77
2026-07-15 40.97 49.47 1.68 93.36
2026-07-14 40.42 17.51 0.64 62.5