Tough question. The fact is that humans have been messing with citrus fruits and cross-breeding them since prehistoric times. The thing we know as an orange today is a result of a cross, probably between a pomelo and a mandarin. There are hundreds of cultivars today, all the process of human tampering with their gene pool. All that’s really changed is the speed with which the breeding process proceeds, and the predictability of the results. That said, there are no GMO oranges currently approved for sale in the US food supply.
As with most citrus fruits, the flesh of the orange is both tasty and full of vitamin C. The peeling is also edible and is an even better source of vitamins as well as dietary fiber. However, commercial growing often leaves the peelings saturated with pesticides. If you plan to use the peeling as food, you should limit your shopping to organically grown fruit. In fact, GMO fruit may hold out a hope of bring fruit to our tables pesticide free. Current research in GMO oranges is aimed at producing insect and blight resistance, and trees that will tolerate temporary freezes.