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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orrstown Financial Services (ORRF) - NASDAQ Next Earnings Date: OS Estimate: Sept. 9, 2026 AC
OS Projected Window: Sept. 7, 2026 to Sept. 12, 2026
EVR: 1.7
Avg Daily Volume: 125,518    Market Cap: 837.5M
Sector: Financial Services    Short Interest: 3.01
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 11
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 1.8 $41.26 @$40.00 $5.08
($41.26)
12.7% -2.13% I 0.26% I $41.37 $2.40
( $41.37 )
-52.76%
April 21, 2026 AC 1.7 $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 1.6 $36.06 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 21, 2025 AC 1.5 $33.38 @$35.00
July 22, 2025 AC 1.3 $33.91 @$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

 
 
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