ORRF
ORRSTOWN FINANCIAL SERVICES INC43.36post+$0.00 (+0.00%)at close +$0.00 (+0.00%)
as of 19:59:54 UTCnext report Nov 11 · 98d
Earnings Room‹ back to ORRF
The report
fiscal Q3 2026 · from the company's noticeNov 11before open98days out
Expected movement
market-implied · at the Aug 4 close±12.5%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 164days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Jan 15 · first after the reportATM strike 45straddle 6.37ATM IV 27%× 0.85 straddle-to-rangespot 43.36
Blast radius
2 linked · N-PORT + EDGARIf ORRF moves ±12.5% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
Butterfly LadderNo options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.
The record
expected in pale · actual in full color0/8reports moved further than the options market had pricedtypically ±3.5% realized vs ±11.7% priced
Jul 22 '26±10.7%→+0.3%×0.03
Apr 22 '26±11.0%→−5.0%×0.45
Jan 28 '26±11.8%→−4.1%×0.35
Oct 22 '25±13.2%→+4.4%×0.33
Jul 23 '25±10.8%→+7.7%×0.71
Apr 23 '25±15.9%→+2.5%×0.16
Jan 31 '25±8.4%→−0.7%×0.09
Oct 22 '24±12.1%→+3.2%×0.26
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 1.12 · rev $65M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.