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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orrstown Financial Services (ORRF) - NASDAQ Next Earnings Date: Estimated on Oct. 21, 2025
OS Projected Window: Sept. 1, 2025 to Sept. 6, 2025
EVR: 1.3
Avg Daily Volume: 168,279    Market Cap: 679.2M
Sector: Financial    Short Interest: 1.45
Live Interactive Chart
Days to Next Earnings: 53 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 9
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 22, 2025 AC 1.1 $33.91 @$35.00 $2.45
($33.91)
7.0% 8.1% O 7.66% O $36.51 $2.45
( $36.51 )
0.0%
Jan. 28, 2025 AC 1.2 $36.37 @$35.00 $2.45
($36.37)
7.0% 1.4% I 0.08% I $36.40 $2.45
( $36.40 )
0.0%
Jan. 21, 2025 AC 1.2 $36.42 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 23, 2024 AC 1.2 $25.89 @$25.00
Jan. 23, 2024 AC 1.2 $28.52 @$30.00
Oct. 24, 2023 AC 1.0 $20.34 @$20.00
July 25, 2023 AC 0.9 $21.74 @$22.50
April 25, 2023 AC 1.0 $18.23 @$17.50
Jan. 24, 2023 AC 1.0 $23.85 @$25.00

 
 
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