Orrstown Financial Services Inc

ORRFNASDAQ · USD
42.06USD0.00 (+0.51%)
599

Orrstown Financial Services Inc (ORRF) Implied Volatility Current

ORRF implied volatility is 36%. IV Rank is 13%, placing current premiums in the bottom of their 52-week range.

Read more

Tracking ORRF implied volatility helps you identify when options premiums on Orrstown Financial Services Inc are historically cheap or expensive, and where the best trades are hiding. Orrstown Financial Services Inc implied volatility reflects the market's expectation of future price movement: when ORRF IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor Orrstown Financial Services Inc's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For ORRF, tracking metrics like ORRF IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on ORRF signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

Orrstown Financial Services, Inc. operates as the holding company for Orrstown Bank that provides commercial banking and trust services in the United States. The company accepts various deposits, including checking, savings, time, demand, and money market deposits. It also offers commercial loans, such as commercial real estate, equipment, construction, working capital, and other commercial purpose loans, as well as industrial loans; consumer loans comprising home equity and other consumer loans, as well as home equity lines of credit; residential mortgage loans; acquisition and development loans; municipal loans; and installment and other loans.

In addition, the company provides renders services as trustee, executor, administrator, guardian, managing agent, custodian, and investment advisor, as well as provides other fiduciary services under the Orrstown Financial Advisors name; and offers retail brokerage services through a third-party broker/dealer arrangement. Further, it offers investment advisory, insurance, and brokerage services. The company operates through offices in Berks, Cumberland, Dauphin, Franklin, Lancaster, Perry, and York counties, Pennsylvania; and Anne Arundel, Baltimore, Howard, and Washington counties, Maryland, as well as Baltimore City, Maryland. Orrstown Financial Services, Inc. was founded in 1919 and is based in Shippensburg, Pennsylvania.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where ORRF implied volatility sits today versus where it has been. Our scanner ranks Orrstown Financial Services Inc implied volatility against its historical range, surfaces extremes in ORRF IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether Orrstown Financial Services Inc IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
13.10%IV Rank
Low

IV is compressed vs the past year - options are relatively cheap, favoring buyers.

Implied Volatility (30d)36.12%

IV Rank13.10%

Historical Volatility (30d)17.07%

IV - HV+19.05%

As of September 18, 2026

Trade options with IV on your side

Track ORRF IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.

Start your 14-day free trial