Ticker Options Intelligence

ORRF options intelligence

Orrstown Financial Services Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 43 Market data through 29 Jul 2026 Checked 30 Jul 2026 05:19 · complete available chain

Call-side pressure

Bullish pressure

ORRF currently carries bullish options pressure with a 43/100 conviction score. The nearest-chain expected move is 22.7%, with volume/open-interest participation at 0.10.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Chart Weekly report
Primary read Bullish

Call-side pressure

Expected move 22.7%

Wider near-term move priced

Activity / OI 0.10

Current volume is quieter versus prior open interest

Put-call 0.50

Call-side skew

Trend fit 51

Options are not fully confirming trend

Weekly backdrop +3.0%

RS 9.0

Expected move 22.7%
Put-call volume 0.50
Volume / OI 0.10
Reference IV 0.92
Max pain 35.00
Underlying 42.56
Nearest expiry 21 Aug 2026
Contracts 8

Options Intent Radar

Multi-expiry position-maintenance candidate

55/100
Primary intent Multi-expiry position-maintenance candidate

Activity is spread across expirations with heavier open interest than current volume, which can be consistent with position maintenance.

Flow vs price divergence Bullish flow confirms price

Options pressure and weekly price action are pointing in the same constructive direction.

Why this matters

Multi-expiry position-maintenance candidate matters because it connects the options headline to the actual evidence: $2312 of estimated gross traded notional, calls · 46-90 days · itm, and a bullish flow confirms price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+44
1W price+3.0%
Call premium88%
Put premium12%
Notional split C 88% / P 12% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.10 Volume divided by open interest across the visible chain.
Trend fit 51/100 Agreement between options pressure and Sharemaestro market context.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction. Roll detection is conservative because opening and closing legs are not directly observable in this snapshot.
Conviction clusters Calls · 46-90 days · ITM
Calls · 46-90 days · ITM calls cluster with 5 contracts traded, $1775 estimated gross traded notional, and 77% of visible notional.
$1775
Calls · 91+ days · OTM calls cluster with 1 contracts traded, $270 estimated gross traded notional, and 12% of visible notional.
$270
Puts · 46-90 days · OTM puts cluster with 3 contracts traded, $267 estimated gross traded notional, and 12% of visible notional.
$267

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Warning Bullish pressure over fair value

Call pressure is building while the stock sits above Sharemaestro fair value.

Activity Anomaly

High anomaly

100

Current options activity is unusually hot versus this ticker's stored history.

Volume rank100th
Volume/OI rank100th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close42.56
1W+3.0%
RS9.0
Fair value+39.0%
Options pressure44
Speculation6
Volatility96
Trend fit51

Today Versus Normal

Stored-options context

View history
Expected move 22.7% elevated
30d avg 9.3% · 1 read 100th
90d avg 9.3% · 1 read 100th
180d avg 9.3% · 1 read 100th
IV 0.92 elevated
30d avg 0.37 · 1 read 100th
90d avg 0.37 · 1 read 100th
180d avg 0.37 · 1 read 100th
Put-call 0.50 normal building
30d avg - · 0 reads -
90d avg - · 0 reads -
180d avg - · 0 reads -
Volume/OI 0.10 elevated
30d avg 0.00 · 1 read 100th
90d avg 0.00 · 1 read 100th
180d avg 0.00 · 1 read 100th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:19 Mixed
Pressure 10
Move 9.3%
30 Jul 04:19 Bullish
Pressure 44
Move 22.7%

Strike Map

Where activity is clustering

Full strike map
Strike35.00
Calls · V 0 · OI 0
Puts · V 0 · OI 3

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts1
Avg IV0.92
Put-call-
Expiry16 Oct 2026
Contracts5
Avg IV0.86
Put-call0.60
Expiry15 Jan 2027
Contracts2
Avg IV0.36
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Incomplete skew
Call IV-
Put IV0.92
Skew-
16 Oct 2026Incomplete skew
Call IV-
Put IV0.78
Skew-
15 Jan 2027Call IV premium
Call IV0.48
Put IV0.25
Skew-0.23

Contract Tape

Most active contracts

Full contract tape
ContractORRF260821P00035000
SidePut
Expiry21 Aug 2026
Strike35.00
Volume-
OI3
IV0.92
ContractORRF261016C00020000
SideCall
Expiry16 Oct 2026
Strike20.00
Volume-
OI2
IV0.00
ContractORRF270115P00020000
SidePut
Expiry15 Jan 2027
Strike20.00
Volume-
OI-
IV0.25
ContractORRF261016C00040000
SideCall
Expiry16 Oct 2026
Strike40.00
Volume5
OI75
IV0.41
ContractORRF270115C00045000
SideCall
Expiry15 Jan 2027
Strike45.00
Volume1
OI3
IV0.48
ContractORRF261016P00020000
SidePut
Expiry16 Oct 2026
Strike20.00
Volume1
OI2
IV1.51
ContractORRF261016P00022500
SidePut
Expiry16 Oct 2026
Strike22.50
Volume1
OI2
IV1.62
ContractORRF261016P00035000
SidePut
Expiry16 Oct 2026
Strike35.00
Volume1
OI2
IV0.78