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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orrstown Financial Services (ORRF) - NASDAQ Next Earnings Date: OS Estimate: Jan. 21, 2026 AC
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 1.4
Avg Daily Volume: 113,999    Market Cap: 629.3M
Sector: Financial    Short Interest: 1.85
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 10
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
Oct. 21, 2025 AC 1.3 $33.38 @$35.00 $2.45
($33.38)
7.0% 6.38% I 4.37% I $34.84 $2.45
( $34.84 )
0.0%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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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