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Sierra Bancorp BSRR 40.0 -0.19 -0.47%

BSRR Historical Options Analysis

Explore BSRR (Sierra Bancorp) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

BSRR / Comparative study

3 signals / 508 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.79
4.14
Mean
18.59
Window
-10.0%
ATM IV z -0.65
0.52
Mean
1.17
Window
+1.2%
IV Percentile z -0.53
32.03
Mean
48.19
Window
-3.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.94 0.74
ATM IV 0.94 1.00 0.75
IV Percent... 0.74 0.75 1.00
Source observations

Data inspector

1-50 of 508
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
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
2026-09-07 41.08 4.4 0.54 33.2
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
2026-08-26 39.49 4.69 0.57 40.23
2026-08-25 39.46 4.8 0.59 42.19
2026-08-24 39.65 4.44 0.55 33.33
2026-08-21 39.92 4.1 0.51 30.08
2026-08-20 39.67 3.81 0.48 27.73
2026-08-19 39.72 3.77 0.48 26.56
2026-08-18 40.65 2.6 0.36 15.63
2026-08-17 40.81 2.76 0.38 16.08
2026-08-14 41.01 2.25 0.32 13.28
2026-08-13 41.04 2.21 0.32 12.5
2026-08-12 40.74 2.28 0.33 12.89
2026-08-11 40.48 2.57 0.36 13.67
2026-08-10 39.83 3.26 0.43 18.82
2026-08-07 40.5 2.12 0.31 11.33
2026-08-06 40.87 4.83 0.59 37.89
2026-08-05 40.73 4.69 0.57 35.55
2026-08-04 40.48 4.8 0.59 37.11
2026-08-03 40.39 2.93 0.39 15.69
2026-07-31 40.76 4.49 0.55 30.08
2026-07-30 40.66 4.46 0.55 29.3
2026-07-29 41.05 4.78 0.58 35.55
2026-07-28 40.98 4.93 0.6 35.94
2026-07-27 41.16 4.52 0.56 31.76
2026-07-24 41.88 4.75 0.58 34.77
2026-07-23 41.72 4.9 0.6 34.77
2026-07-22 41.47 5.09 0.62 37.89
2026-07-21 41.86 4.71 0.58 33.98
2026-07-20 41.67 4.66 0.57 33.33
2026-07-17 42.12 4.33 0.54 28.13
2026-07-16 42.85 5.63 0.67 43.36
2026-07-15 41.57 5.97 0.71 47.27
2026-07-14 41.08 5.38 0.65 39.84