ORRF · Orrstown Financial Services Inc

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$42.46 +0.50 (+1.19%) At close · Jul 24

Market Cap

$836.21M

19.65M

Options Chain

15-min delayed Underlying $42.46 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 18 contracts

Put / call OI

—

No open interest

Open interest

contracts outstanding

Volume

traded today

Max pain

$35.00

$7.46 below spot

ATM implied vol

56.3%

market's expected move

Open interest by strike

Calls Puts

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Oct 16 81d Jan 15 172d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	164.6%	0.974	—		—	—	—	—	0
Call · $20 In the money Last — Breakeven — Implied vol 164.6% Delta 0.974 ≈97% ITM Gamma 0.003 Theta -0.02 Vega 0.008 Open interest 0 Model this call Put · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	141.2%	0.97	—		—	—	—	—	0
Call · $22.5 In the money Last — Breakeven — Implied vol 141.2% Delta 0.97 ≈97% ITM Gamma 0.004 Theta -0.019 Vega 0.008 Open interest 0 Model this call Put · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	120.4%	0.966	—		—	—	—	—	0
Call · $25 In the money Last — Breakeven — Implied vol 120.4% Delta 0.966 ≈97% ITM Gamma 0.006 Theta -0.019 Vega 0.009 Open interest 0 Model this call Put · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	84.5%	0.953	—		—	-0.083	106.1%	—	0
Call · $30 In the money Last — Breakeven — Implied vol 84.5% Delta 0.953 ≈95% ITM Gamma 0.01 Theta -0.017 Vega 0.01 Open interest 0 Model this call Put · $30 Last — Breakeven — Implied vol 106.1% Delta -0.083 ≈8% ITM Gamma 0.013 Theta -0.036 Vega 0.017 Open interest 0 Model this put
0	—	52.6%	0.93	—		$0.50	-0.117	67.7%	3	3
Call · $35 In the money Last — Breakeven — Implied vol 52.6% Delta 0.93 ≈93% ITM Gamma 0.023 Theta -0.015 Vega 0.018 Open interest 0 Model this call Put · $35 Last $0.50 Breakeven $34.50 Implied vol 67.7% Delta -0.117 ≈12% ITM Gamma 0.026 Theta -0.029 Vega 0.027 Open interest 3 Model this put
0	—	30.2%	0.793	—		—	-0.346	82.4%	—	0
Call · $40 In the money Last — Breakeven — Implied vol 30.2% Delta 0.793 ≈79% ITM Gamma 0.085 Theta -0.019 Vega 0.029 Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol 82.4% Delta -0.346 ≈35% ITM Gamma 0.04 Theta -0.067 Vega 0.043 Open interest 0 Model this put
Underlying $42.46
0	—	28%	0.236	—		—	-0.697	36.8%	—	0
Call · $45 Last — Breakeven — Implied vol 28% Delta 0.236 ≈24% ITM Gamma 0.099 Theta -0.019 Vega 0.031 Open interest 0 Model this call Put · $45 In the money Last — Breakeven — Implied vol 36.8% Delta -0.697 ≈70% ITM Gamma 0.084 Theta -0.028 Vega 0.04 Open interest 0 Model this put
0	—	—	—	—		—	-0.855	54.1%	—	0
Call · $50 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 In the money Last — Breakeven — Implied vol 54.1% Delta -0.855 ≈86% ITM Gamma 0.038 Theta -0.027 Vega 0.022 Open interest 0 Model this put
0	—	—	—	—		—	-0.862	80.5%	—	0
Call · $55 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $55 In the money Last — Breakeven — Implied vol 80.5% Delta -0.862 ≈86% ITM Gamma 0.024 Theta -0.038 Vega 0.023 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 826154 CUSIP 687380105 13F (30d) 22 filings 22 filers Visit website Investor relations