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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orrstown Financial Services (ORRF) - NASDAQ Next Earnings Date: OS Estimate: April 23, 2025 AC
OS Projected Window: April 21, 2025 to April 26, 2025
EVR: 1.1
Avg Daily Volume: 149,713    Market Cap: 617.8M
Sector: Financial    Short Interest: 0.65
Live Interactive Chart
Days to Next Earnings: 21 Days
Implied Move Monthly: 7.92%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 8
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
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 $2.45
($36.42)
7.0% -1.75% I -1.37% I $35.92 $2.45
( $35.92 )
0.0%
April 23, 2024 AC 1.2 $25.89 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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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