Orrstown Financial Servic... (ORRF)
NASDAQ: ORRF
· Real-Time Price · USD
33.73
0.24 (0.72%)
At close: Oct 03, 2025, 3:59 PM
33.73
0.00%
After-hours: Oct 03, 2025, 04:04 PM EDT
ORRF Delta Exposure By Expiry
The total Delta Exposure (DEX) for ORRF across all expirations shows -41.9 net shares that market makers must hedge, with 38.12 from calls and 80.02 from puts. The put-call delta ratio of 2.10 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
ORRF DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 38.12 | -22.81 | 15.31 | 0.60 |
| Nov 21, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 0 | -35.34 | -35.34 | n/a |
| Apr 17, 26 | 0 | -21.87 | -21.87 | n/a |