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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orrstown Financial Services (ORRF) - NASDAQ Next Earnings Date: OS Estimate: June 24, 2026 AC
OS Projected Window: June 22, 2026 to June 27, 2026
EVR: 1.6
Avg Daily Volume: 130,260    Market Cap: 716.3M
Sector: Financial    Short Interest: 3.84
Live Interactive Chart
Days to Next Earnings: 70 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
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
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 $4.80
($36.06)
13.71% -4.68% I -4.13% I $34.57 $2.42
( $34.57 )
-49.58%
Oct. 21, 2025 AC 1.3 $33.38 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 25, 2023 AC 0.9 $21.74 @$22.50

 
 
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