BSRR · Expected Move
Sierra Bancorp
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).
BSRR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BSRR Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
30-Day ATM IV
33.6%
IV Rank
13%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261014 | $4.90 | $4.90 | 33.6% | 13% |
| 20261013 | $4.90 | $4.90 | 32.3% | 10% |
| 20261012 | $4.90 | $4.90 | 31.4% | 9% |
| 20261009 | $4.90 | $4.90 | 36.1% | 17% |
| 20261008 | $4.90 | $4.90 | 32.5% | 11% |
| 20261007 | $4.90 | $4.90 | 32.0% | 10% |
| 20261006 | $4.90 | $4.90 | 32.5% | 11% |
| 20261005 | $4.90 | $4.90 | 31.3% | 9% |
| 20261002 | $4.90 | $4.90 | 29.3% | 5% |
| 20261001 | $4.90 | $4.90 | 41.2% | 26% |
| 20260930 | $4.90 | $4.90 | 39.2% | 22% |
| 20260929 | $4.90 | $4.90 | 37.1% | 19% |
| 20260928 | $4.80 | $4.80 | 27.3% | 2% |
| 20260925 | $4.80 | $4.80 | 26.1% | 0% |
| 20260924 | $4.80 | $4.80 | 49.4% | 34% |
| 20260923 | $4.80 | $4.80 | 48.8% | 33% |
| 20260922 | $4.80 | $4.80 | 48.9% | 33% |
| 20260921 | $4.80 | $4.80 | 48.7% | 33% |
| 20260918 | $4.80 | $4.80 | 46.5% | 29% |
| 20260917 | $4.80 | $4.80 | 45.6% | 27% |
| 20260916 | $4.80 | $4.80 | 44.5% | 25% |
| 20260915 | $5.82 | $4.80 | 43.7% | 24% |
| 20260914 | $4.80 | $4.80 | 54.1% | 43% |
| 20260911 | $4.80 | $4.80 | 50.6% | 36% |
| 20260910 | $4.80 | $4.80 | 49.3% | 34% |
| 20260909 | $4.80 | $4.80 | 52.2% | 39% |
| 20260908 | $4.20 | $3.88 | 57.7% | 48% |
| 20260904 | $4.80 | $4.80 | 48.3% | 32% |
| 20260903 | $4.80 | $4.80 | 44.4% | 22% |
| 20260902 | $4.80 | $4.80 | 46.4% | 24% |
| 20260901 | $4.80 | $4.80 | 59.3% | 43% |
| 20260831 | $4.80 | $4.80 | 45.3% | 22% |
| 20260828 | $4.80 | $4.80 | 43.5% | 19% |
| 20260827 | $4.80 | $4.80 | 40.6% | 15% |
| 20260826 | $4.80 | $4.80 | 49.0% | 28% |
| 20260825 | $4.80 | $4.80 | 48.5% | 27% |
| 20260824 | $4.80 | $4.80 | 39.8% | 14% |
| 20260821 | $4.80 | $4.70 | 35.1% | 7% |
| 20260820 | $4.50 | $4.80 | 36.9% | 9% |
| 20260819 | $4.80 | $4.80 | 36.6% | 9% |
| 20260818 | $4.80 | $4.80 | 33.9% | 5% |
| 20260817 | $4.80 | $4.80 | 33.5% | 4% |
| 20260814 | $4.80 | $4.80 | 31.8% | 2% |
| 20260813 | $4.80 | $4.80 | 32.3% | 2% |
| 20260812 | $4.80 | $4.80 | 32.0% | 2% |
| 20260811 | $4.80 | $4.80 | 32.2% | 2% |
| 20260810 | $4.80 | $4.80 | 32.6% | 3% |
| 20260807 | — | — | 30.7% | 0% |
| 20260806 | $4.80 | $4.80 | 48.7% | 22% |
| 20260805 | $4.80 | $4.80 | 48.7% | 22% |
| 20260804 | $4.80 | $4.80 | 49.5% | 24% |
| 20260803 | $4.80 | $4.80 | 44.3% | 15% |
| 20260731 | $4.80 | $4.80 | 35.3% | 1% |
| 20260730 | $4.80 | $4.80 | 34.8% | 0% |
| 20260729 | $4.80 | $4.80 | 85.2% | 79% |
| 20260728 | $4.80 | $4.80 | 85.0% | 78% |
| 20260727 | $4.80 | $4.80 | 84.7% | 78% |
| 20260724 | $7.25 | $7.25 | 82.1% | 73% |
| 20260723 | $4.80 | $4.80 | 84.4% | 77% |
| 20260722 | $7.12 | $7.12 | 82.3% | 73% |
More on BSRR
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.