Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Orrstown Financial Services Inc (ORRF) had 20-Day Implied Volatility Skew of 0.2247 for 2026-03-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3485
Historical Volatility (Parkinson)	0.3068
Implied Volatility (Calls)	0.6940
Implied Volatility (Puts)	0.5226
Implied Volatility (Mean)	0.6083
Put-Call Implied Volatility Ratio	0.7529
Implied Volatility Skew	0.2247
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0000