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Sierra Bancorp BSRR 40.0 -0.19 -0.47%

BSRR Gamma Exposure (GEX)

BSRR (Sierra Bancorp): See how call and put gamma exposure is distributed across option strikes. 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

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-20.3
20.3
View values by strike
BSRR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 0 -126
40.00 126 -95.3