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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orrstown Financial Services (ORRF) - NASDAQ Next Earnings Date: Estimated on July 21, 2026
EVR: 1.6
Avg Daily Volume: 135,473    Market Cap: 766.9M
Sector: Financial    Short Interest: 4.38
Live Interactive Chart
Days to Next Earnings: 25 Days
Implied Move Monthly: 12.52%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 13
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 21, 2026 AC None $0.00 @$40.00 $4.68
($41.23)
11.35% -None% -None% $0.00 $0.00
( N/A )
None%
April 21, 2026 AC 1.4 $37.74 @$40.00 $2.70
($37.74)
6.75% -5.82% I -4.95% I $35.87 $3.85
( $35.87 )
42.59%
Jan. 27, 2026 AC 1.4 $36.06 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2025 AC 1.3 $33.38 @$35.00
July 22, 2025 AC 1.1 $33.91 @$35.00
Jan. 28, 2025 AC 1.2 $36.37 @$35.00
Jan. 21, 2025 AC 1.2 $36.42 @$35.00
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

 
 
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