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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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ORRF / Comparative study

3 signals / 495 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.61
6.59
Mean
14.32
Window
-81.1%
ATM IV z -0.83
0.27
Mean
0.89
Window
-89.2%
IV Percentile z -1.06
10.57
Mean
42.31
Window
-88.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.91 0.85
ATM IV 0.91 1.00 0.79
IV Percent... 0.85 0.79 1.00
Source observations

Data inspector

1-50 of 495
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-11 44.1 6.59 0.27 10.57
2026-11-10 44.32 7.22 0.29 13.41
2026-11-09 44.44 13.18 0.47 55.1
2026-11-06 43.82 21.08 0.71 75.61
2026-11-05 43.96 9.35 0.35 27.64
2026-11-04 45.27 7.03 0.28 11.76
2026-11-03 44.37 7.49 0.3 16.47
2026-11-02 45.27 6.49 0.27 10.63
2026-10-30 43.92 5.56 0.24 5.88
2026-10-29 44.44 4.31 0.2 1.96
2026-10-28 44.14 5.46 0.24 5.1
2026-10-27 44.29 5.27 0.23 3.92
2026-10-26 44.65 5.05 0.22 3.15
2026-10-23 44.29 4.89 0.22 2.75
2026-10-22 44.32 4.16 0.2 1.57
2026-10-21 42.89 9.18 0.35 23.92
2026-10-20 42.1 8.78 0.34 20.78
2026-10-19 41.31 8.27 0.32 17.65
2026-10-15 41.49 11.42 0.42 35.66
2026-10-14 41.07 11.24 0.44 46.51
2026-10-13 41.18 10.47 0.41 34.88
2026-10-12 41.32 10.48 0.41 35.02
2026-10-09 40.9 9.39 0.38 27.13
2026-10-08 41.38 7 0.3 13.57
2026-10-07 40.82 9.1 0.37 23.64
2026-10-06 41.33 5.58 0.25 3.88
2026-10-05 41.4 4.92 0.23 2.72
2026-10-02 41.67 7.51 0.32 15.5
2026-10-01 41.03 3.41 0.18 0.78
2026-09-30 40.58 17.61 0.65 67.05
2026-09-29 40.87 8.12 0.34 18.22
2026-09-28 41.48 11.83 0.46 44.75
2026-09-25 41.77 8.46 0.35 20.16
2026-09-24 41.85 13.24 0.5 49.42
2026-09-23 41.04 5.93 0.27 6.23
2026-09-22 41.56 12.94 0.49 47.86
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
2026-09-04 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