BSRR · Sierra Bancorp

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$41.09 +0.11 (+0.27%) At close · Jul 29

Market Cap

$535.98M

13.08M

Options Chain

15-min delayed Underlying $41.09 · today Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 10 contracts

Put / call OI

—

No open interest

Open interest

contracts outstanding

Volume

traded today

ATM implied vol

100.1%

market's expected move

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Dec 18 141d Mar 19 232d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	—	—	—	0
Call · $30 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $30 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	7.1%	1	—		—	—	—	—	0
Call · $35 In the money Last — Breakeven — Implied vol 7.1% Delta 1 ≈100% ITM Gamma 0.002 Theta 0 Vega 0 Open interest 0 Model this call Put · $35 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	106%	0.591	—		—	-0.409	94.3%	—	0
Call · $40 In the money Last — Breakeven — Implied vol 106% Delta 0.591 ≈59% ITM Gamma 0.036 Theta -0.093 Vega 0.04 Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol 94.3% Delta -0.409 ≈41% ITM Gamma 0.04 Theta -0.082 Vega 0.04 Open interest 0 Model this put
Underlying $41.09
0	—	—	—	—		—	-0.781	43.9%	—	0
Call · $45 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 In the money Last — Breakeven — Implied vol 43.9% Delta -0.781 ≈78% ITM Gamma 0.066 Theta -0.029 Vega 0.029 Open interest 0 Model this put
0	—	—	—	—		—	-0.913	55.6%	—	0
Call · $50 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 In the money Last — Breakeven — Implied vol 55.6% Delta -0.913 ≈91% ITM Gamma 0.028 Theta -0.019 Vega 0.02 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 1130144 CUSIP 82620P102 13F (30d) 20 filings 20 filers Visit website Investor relations