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Sierra Bancorp Common Stock BSRR

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Market datapartial · fetched 2026-10-23T15:07:30.323Z

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 · 2026-10-23T15:04:44.469367406Z

FundamentalsAlpha Vantage · unavailable

Share price$41.30
1D+0.9%
$40.89$41.10$41.30$41.51$41.715:30 AM6:30 AM9:00 AM1:00 PMBSRR
Sold putSold call

Sierra Bancorp Common Stock options

Live interpolated BSRR call and put midpoint premiums by absolute delta.Sierra Bancorp Common Stock$0.18$2.51$4.84$7.17$9.50$29.52$33.96$38.39$42.83$47.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BSRR spot · $41.30BSRR PRICE$0.43$0.65$0.88$1.10$1.32$1.54$1.76$1.98$2.20$2.42$1.93$2.45$2.45$2.45$2.63$3.49$4.35$5.21$6.08$7.00$7.91$8.83
PutsExpensive2.67×
CallsCheap0.90×
SkewBearish+54.43 pp
Implied moveBearish±$6.11
TiltBearish58.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.6930.4%9.3%32.63125.9%25.7%
25Δ44.1831.0%8.5%35.00119.6%21.2%
30Δ43.6631.7%7.8%36.79101.6%16.9%
35Δ43.1532.3%7.1%38.5883.6%12.5%
40Δ42.6332.9%6.4%40.2570.0%8.9%
45Δ42.1233.6%5.7%41.4773.5%8.1%
50Δ41.6134.2%5.0%42.6876.9%7.2%
55Δ41.0934.9%4.3%43.8980.4%6.3%
60Δ40.5835.5%3.6%45.1183.3%5.5%
65Δ40.0636.1%2.9%46.4281.2%4.5%
70Δ47.7379.1%3.6%
75Δ49.0477.0%2.6%
80Δ

20Δ

Calls
Pseudo strike
44.69
IV
30.4%
B/E move
9.3%
Puts
Pseudo strike
32.63
IV
125.9%
B/E move
25.7%

25Δ

Calls
Pseudo strike
44.18
IV
31.0%
B/E move
8.5%
Puts
Pseudo strike
35.00
IV
119.6%
B/E move
21.2%

30Δ

Calls
Pseudo strike
43.66
IV
31.7%
B/E move
7.8%
Puts
Pseudo strike
36.79
IV
101.6%
B/E move
16.9%

35Δ

Calls
Pseudo strike
43.15
IV
32.3%
B/E move
7.1%
Puts
Pseudo strike
38.58
IV
83.6%
B/E move
12.5%

40Δ

Calls
Pseudo strike
42.63
IV
32.9%
B/E move
6.4%
Puts
Pseudo strike
40.25
IV
70.0%
B/E move
8.9%

45Δ

Calls
Pseudo strike
42.12
IV
33.6%
B/E move
5.7%
Puts
Pseudo strike
41.47
IV
73.5%
B/E move
8.1%

50Δ

Calls
Pseudo strike
41.61
IV
34.2%
B/E move
5.0%
Puts
Pseudo strike
42.68
IV
76.9%
B/E move
7.2%

55Δ

Calls
Pseudo strike
41.09
IV
34.9%
B/E move
4.3%
Puts
Pseudo strike
43.89
IV
80.4%
B/E move
6.3%

60Δ

Calls
Pseudo strike
40.58
IV
35.5%
B/E move
3.6%
Puts
Pseudo strike
45.11
IV
83.3%
B/E move
5.5%

65Δ

Calls
Pseudo strike
40.06
IV
36.1%
B/E move
2.9%
Puts
Pseudo strike
46.42
IV
81.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.73
IV
79.1%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.04
IV
77.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

BSRR43.2151.7560.292026-10-20: 45.33%2026-10-21: 44.39%2026-10-22: 59.11%Oct 20Oct 22
Table
DateIV
45.33%
44.39%
59.11%