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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Orrstown Financial Services Inc (ORRF) - NASDAQ Next Earnings Date: Estimate: Jan. 21, 2025 AC
EVR: 1.2
Avg Daily Volume: 117,031    Market Cap: 285.28M
Sector: Financial    Short Interest: 2.33
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 6
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 23, 2024 AC 1.2 $25.89 @$25.00 $5.00
($25.89)
20.0% 3.66% I 1.35% I $26.24 $2.17
( $26.24 )
-56.6%
Jan. 23, 2024 AC 1.2 $28.52 @$30.00 $2.05
($28.52)
6.83% 2.69% I 2.06% I $29.11 $2.50
( $29.11 )
21.95%
Oct. 24, 2023 AC 1.0 $20.34 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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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