At any given moment, an electron can be found at any distance from the nucleus and in any direction according to the Heisenberg Uncertainty Principle. The p orbital is a dumbbell-shaped region describing where an electron can be found, within a certain degree of probability. The shape of the orbital depends on the quantum numbers associated with an energy state.
All p orbitals have l = 1, with three possible values for m (-1, 0, +1). The wave function is complex when m = 1 or m = -1.