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Sierra Bancorp BSRR 40.0 -0.19 -0.47%

BSRR Delta Exposure (DEX)

BSRR (Sierra Bancorp): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.519
Put Call Ratio (OI)
2
Put Call Ratio (Vol)
2
IV Rank
4.14
IV Percentile
32
Max Pain
35

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-20.3
20.3
View values by strike
BSRR · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
35.00 0 -29.6
40.00 113 -83.2