BSRR (Sierra Bancorp)
Expected Move & Straddle Price History
The expected move for BSRR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current BSRR Expected Move
30-Day Straddle
$4.80
7-Day Straddle
$4.80
Avg IV
0.6%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to BSRR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BSRR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260612 | $4.80 | $4.80 | 0.6% | 15% |
| 20260611 | $4.80 | $4.80 | 0.5% | 8% |
| 20260610 | $5.80 | $4.80 | 0.4% | 3% |
| 20260609 | $4.80 | $4.80 | 0.6% | 14% |
| 20260608 | $4.80 | $4.80 | 0.5% | 7% |
| 20260605 | $4.80 | $4.80 | 0.4% | 0% |
| 20260604 | $6.03 | $4.80 | 0.5% | 4% |
| 20260603 | $6.38 | $5.95 | 0.5% | 12% |
| 20260602 | $5.82 | $5.82 | 1.1% | 63% |
| 20260601 | $6.03 | $6.03 | 1.2% | 65% |
| 20260529 | $4.80 | $4.80 | 1.1% | 59% |
| 20260528 | $5.92 | $5.92 | 1.0% | 49% |
| 20260527 | $5.78 | $5.78 | 1.0% | 53% |
| 20260526 | $4.80 | $4.80 | 1.1% | 59% |
| 20260522 | $4.80 | $4.80 | 1.0% | 52% |
| 20260521 | $5.92 | $5.92 | 0.8% | 32% |
| 20260520 | $4.80 | $4.80 | 1.0% | 49% |
| 20260519 | $6.07 | $6.07 | 0.9% | 43% |
| 20260518 | $6.25 | $6.25 | 0.9% | 48% |
| 20260515 | $6.43 | $5.78 | 0.8% | 39% |
| 20260514 | $6.40 | $5.75 | 0.9% | 43% |
| 20260513 | $6.38 | $5.62 | 0.8% | 36% |
| 20260512 | $6.47 | $5.78 | 0.9% | 40% |
| 20260511 | $6.32 | $4.70 | 0.9% | 39% |
| 20260510 | $6.22 | $2.42 | 0.9% | 39% |
| 20260508 | $6.22 | $2.42 | 0.8% | 38% |
| 20260507 | $6.43 | $3.52 | 0.8% | 37% |
| 20260506 | $6.57 | $5.88 | 0.8% | 36% |
| 20260505 | $6.47 | $4.80 | 0.8% | 34% |
| 20260504 | $6.17 | $5.53 | 0.8% | 30% |
| 20260502 | $4.80 | $4.80 | 0.8% | 37% |
| 20260501 | $4.80 | $4.80 | 0.8% | 35% |
| 20260430 | $4.80 | $4.80 | 0.8% | 32% |
| 20260429 | $4.80 | $4.80 | 1.0% | 50% |
| 20260428 | $5.78 | $5.78 | 1.1% | 57% |
| 20260427 | $4.80 | $4.80 | 0.9% | 42% |
| 20260424 | $4.80 | $4.80 | 1.0% | 55% |
| 20260423 | $4.80 | $4.80 | 1.0% | 55% |
| 20260422 | $6.62 | $6.62 | 1.0% | 50% |
| 20260421 | $6.62 | $6.62 | 1.0% | 51% |
| 20260420 | $7.12 | $7.12 | 1.0% | 54% |
| 20260417 | $7.18 | $4.50 | 1.0% | 56% |
| 20260416 | $4.80 | $4.55 | 0.9% | 46% |
| 20260415 | $4.80 | $4.55 | 0.9% | 42% |
| 20260414 | $4.80 | $4.60 | 0.8% | 33% |
| 20260413 | $4.80 | $4.60 | 0.7% | 28% |
| 20260410 | $4.80 | $4.70 | 0.6% | 14% |
| 20260409 | $5.92 | $4.70 | 0.6% | 20% |
| 20260408 | $4.80 | $4.80 | 0.5% | 12% |
| 20260407 | $4.80 | $4.80 | 0.5% | 11% |
| 20260406 | $5.78 | $2.80 | 0.4% | 1% |
| 20260402 | $5.92 | $5.38 | 0.5% | 11% |
| 20260401 | $4.80 | $4.80 | 1.1% | 59% |
| 20260331 | $5.47 | $5.47 | 0.8% | 36% |
| 20260330 | $4.80 | $4.80 | 0.9% | 41% |
| 20260327 | $4.80 | $4.80 | 0.9% | 39% |
| 20260326 | $4.80 | $4.80 | 0.9% | 43% |
| 20260325 | $4.80 | $4.80 | 0.8% | 36% |
| 20260324 | $4.80 | $4.80 | 1.0% | 50% |
| 20260323 | $5.72 | $5.72 | 0.9% | 47% |