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Sierra Bancorp BSRR 41.42 -0.54 -1.29%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

BSRR / Comparative study

3 signals / 496 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.69
5.28
Mean
17.95
Window
-75.1%
ATM IV z -0.50
0.63
Mean
1.15
Window
-62.6%
IV Percentile z 0.48
61.22
Mean
46.78
Window
-33.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.96 0.76
ATM IV 0.96 1.00 0.76
IV Percent... 0.76 0.76 1.00
Source observations

Data inspector

1-50 of 496
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-06 41.42 5.28 0.63 61.22
2026-11-05 41.96 4.56 0.56 47.35
2026-11-04 42.85 4.14 0.52 37.8
2026-11-03 42.01 4.54 0.56 46.46
2026-11-02 42.66 4.16 0.52 38.74
2026-10-30 41.9 2.21 0.32 14.9
2026-10-29 42.43 7.39 0.85 78.43
2026-10-28 42.34 1.78 0.28 9.41
2026-10-27 42.92 1.65 0.26 6.67
2026-10-26 42.3 2.36 0.34 16.54
2026-10-23 41.74 1.83 0.28 9.8
2026-10-22 40.41 2.22 0.32 14.12
2026-10-21 39.65 2.41 0.34 15.69
2026-10-20 39.83 2.25 0.32 14.12
2026-10-19 39.23 2.53 0.35 16.08
2026-10-15 39.15 2.9 0.39 20.54
2026-10-14 38.86 3.08 0.41 22.48
2026-10-13 39.56 2.35 0.33 14.73
2026-10-12 39.5 2.56 0.36 15.56
2026-10-09 38.91 2.76 0.38 17.83
2026-10-08 39.72 5.29 0.64 56.59
2026-10-07 39.32 5.61 0.67 62.02
2026-10-06 39.48 5.27 0.63 56.2
2026-10-05 39.39 5.36 0.64 56.81
2026-10-02 39.76 4.68 0.57 44.57
2026-10-01 39.2 5.05 0.61 52.33
2026-09-30 39.05 5.11 0.62 53.49
2026-09-29 39.17 4.91 0.6 48.84
2026-09-28 39.77 1.47 0.25 5.06
2026-09-25 39.9 1.57 0.25 5.04
2026-09-24 39.65 4.32 0.54 33.85
2026-09-23 39.4 4.54 0.56 40.86
2026-09-22 40.01 4.15 0.52 32.3
2026-09-21 40 4.14 0.52 32.03
2026-09-18 40.19 3.87 0.49 29.18
2026-09-17 40.37 10.12 1.13 80.93
2026-09-16 40.59 7.1 0.82 70.04
2026-09-15 41.09 2.7 0.37 16.34
2026-09-14 40.84 8.82 1 76.95
2026-09-11 40.73 6.8 0.79 68.48
2026-09-10 40.87 6.31 0.74 64.98
2026-09-09 40.37 6.69 0.78 67.7
2026-09-08 40.69 5.41 0.65 54.47
2026-09-04 41.08 3.53 0.46 23.74
2026-09-03 40.71 4.55 0.56 38.52
2026-09-02 40.38 4.46 0.55 34.24
2026-09-01 39.42 5.97 0.71 59.77
2026-08-31 39.62 5.5 0.66 54.12
2026-08-28 39.84 4.66 0.57 39.84
2026-08-27 39.83 4.6 0.57 38.67