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Sierra Bancorp Common Stock BSRR

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Market datapartial · fetched 2026-10-22T21:07:11.218Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.467861434Z

FundamentalsAlpha Vantage · unavailable

Share price$40.41
1D+0.9%
AH$39.94$40.18$40.42$40.65$40.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBSRR
Sold putSold callAH

Sierra Bancorp Common Stock options

Live interpolated BSRR call and put midpoint premiums by absolute delta.Sierra Bancorp Common Stock$0.32$2.87$5.41$7.96$10.50$28.50$33.21$37.92$42.63$47.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BSRR spot · $40.41BSRR PRICE$0.60$0.85$1.10$1.35$1.61$1.86$2.11$2.36$2.89$3.55$4.22$4.89$5.55$2.45$2.45$2.45$2.45$2.45$2.83$4.02$5.21$6.40$7.34$8.15$8.96$9.77
PutsExpensive2.77×
CallsExpensive1.27×
SkewBearish+43.73 pp
Implied moveBearish±$6.13
TiltBearish32.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.1233.5%10.7%30.74156.3%30.0%
25Δ43.5635.5%9.9%33.96122.7%22.0%
30Δ43.0037.5%9.1%36.01101.5%17.0%
35Δ42.4439.4%8.4%37.5086.1%13.3%
40Δ41.8841.4%7.6%38.9970.8%9.6%
45Δ41.3143.4%6.8%40.4462.7%6.9%
50Δ40.7545.3%6.1%41.8070.3%6.5%
55Δ40.1947.3%5.3%43.1777.9%6.1%
60Δ39.4049.0%4.6%44.5485.5%5.6%
65Δ38.4950.6%4.0%45.8085.5%4.8%
70Δ37.5852.2%3.4%47.0181.7%3.8%
75Δ36.6653.8%2.8%48.2277.8%2.8%
80Δ35.7555.4%2.2%49.4374.0%1.9%

20Δ

Calls
Pseudo strike
44.12
IV
33.5%
B/E move
10.7%
Puts
Pseudo strike
30.74
IV
156.3%
B/E move
30.0%

25Δ

Calls
Pseudo strike
43.56
IV
35.5%
B/E move
9.9%
Puts
Pseudo strike
33.96
IV
122.7%
B/E move
22.0%

30Δ

Calls
Pseudo strike
43.00
IV
37.5%
B/E move
9.1%
Puts
Pseudo strike
36.01
IV
101.5%
B/E move
17.0%

35Δ

Calls
Pseudo strike
42.44
IV
39.4%
B/E move
8.4%
Puts
Pseudo strike
37.50
IV
86.1%
B/E move
13.3%

40Δ

Calls
Pseudo strike
41.88
IV
41.4%
B/E move
7.6%
Puts
Pseudo strike
38.99
IV
70.8%
B/E move
9.6%

45Δ

Calls
Pseudo strike
41.31
IV
43.4%
B/E move
6.8%
Puts
Pseudo strike
40.44
IV
62.7%
B/E move
6.9%

50Δ

Calls
Pseudo strike
40.75
IV
45.3%
B/E move
6.1%
Puts
Pseudo strike
41.80
IV
70.3%
B/E move
6.5%

55Δ

Calls
Pseudo strike
40.19
IV
47.3%
B/E move
5.3%
Puts
Pseudo strike
43.17
IV
77.9%
B/E move
6.1%

60Δ

Calls
Pseudo strike
39.40
IV
49.0%
B/E move
4.6%
Puts
Pseudo strike
44.54
IV
85.5%
B/E move
5.6%

65Δ

Calls
Pseudo strike
38.49
IV
50.6%
B/E move
4.0%
Puts
Pseudo strike
45.80
IV
85.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
37.58
IV
52.2%
B/E move
3.4%
Puts
Pseudo strike
47.01
IV
81.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
36.66
IV
53.8%
B/E move
2.8%
Puts
Pseudo strike
48.22
IV
77.8%
B/E move
2.8%

80Δ

Calls
Pseudo strike
35.75
IV
55.4%
B/E move
2.2%
Puts
Pseudo strike
49.43
IV
74.0%
B/E move
1.9%

Options history

BSRR44.3144.8645.402026-10-20: 45.33%2026-10-21: 44.39%Oct 20Oct 21
Table
DateIV
45.33%
44.39%