Orrstown Financial Servic... (ORRF)
NASDAQ: ORRF
· Real-Time Price · USD
34.60
0.01 (0.03%)
At close: Sep 26, 2025, 3:59 PM
34.60
0.00%
After-hours: Sep 26, 2025, 04:10 PM EDT
ORRF Delta Exposure By Expiry
The total Delta Exposure (DEX) for ORRF across all expirations shows -37.22 net shares that market makers must hedge, with 39.43 from calls and 76.65 from puts. The put-call delta ratio of 1.94 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 | 39.43 | -13.85 | 25.58 | 0.35 |
| Nov 21, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 0 | -36.11 | -36.11 | n/a |
| Apr 17, 26 | 0 | -26.69 | -26.69 | n/a |