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Sierra Bancorp Common Stock BSRR

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Market datapartial · fetched 2026-10-23T03:02:48.930Z

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$28.52$33.22$37.93$42.64$47.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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
PutsExpensive2.76×
CallsExpensive1.27×
SkewBearish+43.79 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
20Δ44.1233.7%10.7%30.74156.9%30.0%
25Δ43.5635.7%9.9%33.96123.2%22.0%
30Δ43.0037.6%9.1%36.01101.9%17.0%
35Δ42.4439.6%8.4%37.5086.5%13.3%
40Δ41.8741.6%7.6%38.9871.1%9.6%
45Δ41.3143.6%6.8%40.4362.9%6.9%
50Δ40.7545.5%6.1%41.8070.4%6.5%
55Δ40.1947.5%5.3%43.1778.0%6.1%
60Δ39.4049.2%4.6%44.5485.5%5.6%
65Δ38.4950.8%4.0%45.8085.5%4.8%
70Δ37.5752.3%3.4%47.0181.7%3.8%
75Δ36.6653.9%2.8%48.2277.8%2.8%
80Δ35.7555.4%2.2%49.4374.0%1.9%

20Δ

Calls
Pseudo strike
44.12
IV
33.7%
B/E move
10.7%
Puts
Pseudo strike
30.74
IV
156.9%
B/E move
30.0%

25Δ

Calls
Pseudo strike
43.56
IV
35.7%
B/E move
9.9%
Puts
Pseudo strike
33.96
IV
123.2%
B/E move
22.0%

30Δ

Calls
Pseudo strike
43.00
IV
37.6%
B/E move
9.1%
Puts
Pseudo strike
36.01
IV
101.9%
B/E move
17.0%

35Δ

Calls
Pseudo strike
42.44
IV
39.6%
B/E move
8.4%
Puts
Pseudo strike
37.50
IV
86.5%
B/E move
13.3%

40Δ

Calls
Pseudo strike
41.87
IV
41.6%
B/E move
7.6%
Puts
Pseudo strike
38.98
IV
71.1%
B/E move
9.6%

45Δ

Calls
Pseudo strike
41.31
IV
43.6%
B/E move
6.8%
Puts
Pseudo strike
40.43
IV
62.9%
B/E move
6.9%

50Δ

Calls
Pseudo strike
40.75
IV
45.5%
B/E move
6.1%
Puts
Pseudo strike
41.80
IV
70.4%
B/E move
6.5%

55Δ

Calls
Pseudo strike
40.19
IV
47.5%
B/E move
5.3%
Puts
Pseudo strike
43.17
IV
78.0%
B/E move
6.1%

60Δ

Calls
Pseudo strike
39.40
IV
49.2%
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
50.8%
B/E move
4.0%
Puts
Pseudo strike
45.80
IV
85.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
37.57
IV
52.3%
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
53.9%
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%