Orrstown Financial Servs (ORRF)'s 30-day implied volatility (IV30) was 33.6% at the close on November 6, 2026, up from 29.0% the day before, against a 52-week range of 18.4% to 36.4%. Its 20-day historical volatility was 39.0%.

Key numbers

30-day implied volatility (IV30): 33.6%
IV30 52-week range: 18.4% to 36.4% (median 27.6%)
Historical volatility: 20-day 39.0%, 1-year 32.3%
Implied move by the nearest expiration: ±2.1%

Data as of November 6, 2026.

ORRF Implied Volatility (IV) vs Historical Volatility (HV)

Name: ORRF Implied Volatility
Creator: Market Chameleon