All yellow, orange, and red bell peppers are green before they ripen. Because they are harvested before they are ripe, green peppers don't have as high a concentration of nutrients and aren't as sweet as others. Hence, this is also reflected in the price.
Like their sunny brethren, the yellow bell peppers, orange bell peppers are a bit less flavorful than red bell peppers, but just as sweet and just as pretty. Use them raw in salads or roast them up to add their bright orange sunshine to dishes.