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
0.5%
IV Rank
17%
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 |
|---|---|---|---|---|
| 20260826 | $4.80 | $4.80 | 0.5% | 17% |
| 20260825 | $4.80 | $4.80 | 0.6% | 33% |
| 20260824 | $4.80 | $4.80 | 0.6% | 34% |
| 20260821 | $4.80 | $4.70 | 0.5% | 18% |
| 20260820 | $4.50 | $4.80 | 0.5% | 16% |
| 20260819 | $4.80 | $4.80 | 0.6% | 25% |
| 20260818 | $4.80 | $4.80 | 0.6% | 26% |
| 20260817 | $4.80 | $4.80 | 0.5% | 12% |
| 20260814 | $4.80 | $4.80 | 0.5% | 18% |
| 20260813 | $4.80 | $4.80 | 0.5% | 13% |
| 20260812 | $4.80 | $4.80 | 0.5% | 15% |
| 20260811 | $4.80 | $4.80 | 0.5% | 10% |
| 20260810 | $4.80 | $4.80 | 0.5% | 13% |
| 20260806 | $4.80 | $4.80 | 0.5% | 20% |
| 20260805 | $4.80 | $4.80 | 0.6% | 27% |
| 20260804 | $4.80 | $4.80 | 0.7% | 47% |
| 20260803 | $4.80 | $4.80 | 0.6% | 32% |
| 20260731 | $4.80 | $4.80 | 0.5% | 13% |
| 20260730 | $4.80 | $4.80 | 0.6% | 21% |
| 20260729 | $4.80 | $4.80 | 0.6% | 31% |
| 20260728 | $4.80 | $4.80 | 0.7% | 34% |
| 20260727 | $4.80 | $4.80 | 0.8% | 52% |
| 20260724 | $7.25 | $7.25 | 0.8% | 51% |
| 20260723 | $4.80 | $4.80 | 0.7% | 44% |
| 20260722 | $7.12 | $7.12 | 0.7% | 47% |
| 20260721 | $6.17 | $6.17 | 0.6% | 24% |
| 20260720 | $6.15 | $6.15 | 0.6% | 27% |
| 20260716 | $5.28 | $5.85 | 0.6% | 26% |
| 20260715 | $6.22 | $4.70 | 0.5% | 18% |
| 20260714 | $6.12 | $4.80 | 0.6% | 23% |
| 20260713 | $6.12 | $4.80 | 0.6% | 25% |
| 20260710 | $4.80 | $4.80 | 0.6% | 29% |
| 20260709 | $5.62 | $4.80 | 0.6% | 31% |
| 20260708 | $4.80 | $4.80 | 0.6% | 25% |
| 20260707 | $4.80 | $4.80 | 0.5% | 21% |
| 20260706 | $4.80 | $4.80 | 0.5% | 10% |
| 20260702 | $5.95 | $5.95 | 0.8% | 32% |
| 20260701 | $4.80 | $4.80 | 0.8% | 34% |
| 20260630 | $4.80 | $4.80 | 0.6% | 18% |
| 20260629 | $4.80 | $4.80 | 0.6% | 21% |
| 20260626 | $4.80 | $4.80 | 0.7% | 30% |
| 20260625 | $4.80 | $4.80 | 0.7% | 27% |
| 20260624 | $4.80 | $4.80 | 0.7% | 24% |
| 20260623 | $4.80 | $4.80 | 0.6% | 16% |
| 20260622 | $4.80 | $4.80 | 0.7% | 26% |
| 20260618 | $3.95 | $3.27 | 0.7% | 27% |
| 20260617 | $4.80 | $4.70 | 0.5% | 13% |
| 20260616 | $4.80 | $4.80 | 0.6% | 21% |
| 20260615 | $4.80 | $4.80 | 0.7% | 23% |
| 20260613 | $4.80 | $4.80 | 0.6% | 15% |
| 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% |