How often does Sierra Bancorp move more than the options market prices?

0 of the last 7 reports moved at least as far as the implied move.

BSRRNasdaqState Commercial Banks

Sierra Bancorp (BSRR) earnings date, market-implied expected move, and options open interest by expiry

42.34

−0.32 · −0.75%

post 42.30 −0.11%

Closed15:59 ET

Open42.28Volume118,277Mkt cap$544.7MP/E10.87EPS3.89Div yield2.52%

Day41.86 – 42.4278%52-wk27.18 – 43.7291%

BSRR

Sierra Bancorp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Next report

Feb 1

before open · in 90 days

est.Q4 FY26

Calendar

Next report

Last report

+1.34%

shaded = implied · ▲▼ = realized

Oct 26 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+1.24%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

124 managers

Top fund weight

0.02%

BSRR weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Sierra Bancorp (BSRR) is expected to report on Feb 1 before open (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±13.4%
avg realized: ±1.7%

Jan 27 '25Jan 27 '25confirmed±10.5%▼−0.13%×0.01

Apr 28 '25Apr 28 '25confirmed±16.3%▲+0.61%×0.04

Jul 28 '25Jul 28 '25confirmed±12.6%▲+1.11%×0.09

Oct 27 '25Oct 27 '25confirmed±16.4%▲+1.06%×0.06

Feb 2 '26Feb 2 '26confirmed±11.8%▲+4.86%×0.41

Q1 FY26Apr 27 '26confirmed±11.8%▲+2.23%×0.19

Q2 FY26Jul 27 '26confirmed±14.6%▼−1.72%×0.12

Q3 FY26Oct 26 '26confirmed—▲+1.34%—

quarterimplied−20%0+20%realized×

Q3 FY26—▲+1.34%—

Q2 FY26±14.6%▼−1.72%×0.12

Q1 FY26±11.8%▲+2.23%×0.19

Feb '26±11.8%▲+4.86%×0.41

Oct '25±16.4%▲+1.06%×0.06

Jul '25±12.6%▲+1.11%×0.09

2 older reports

Apr '25±16.3%▲+0.61%×0.04

Jan '25±10.5%▼−0.13%×0.01

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 1 expiry · Sep 1 close

—OI · 1 expiry · Sep 1 closeP/C open interest · Dec 18 · nearest expiry

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2—Dec 1845d0—

ExpiryPutsCallsP/C

Dec 1845d2—0——

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

38.13%as filednet margin · revenue +2.82% QoQ · +0.14% YoY

Revenue$40M+2.82%

Pre-tax income$20M+48.96%

Net income$15M38.13%+54.06%

Tax$5M+33.93%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

FOMC ×1.82· ±2.7% vs ±1.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.7%12 of 24×1.82

PPIproducer prices±1.3%6 of 10×0.86

NFPjobs report±1.0%5 of 10×0.67

GDPgross domestic product±1.0%8 of 19×0.64

PCEpersonal income & outlays±0.9%7 of 19×0.60

CPROFcorporate profits±0.8%6 of 12×0.55

CPIconsumer prices±0.8%3 of 10×0.50

Bar = avg |move| to ±3% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 1.18 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 26 '26 · confirmed	1.18	—
Q2 FY26	Jul 27 '26 · confirmed	0.77	—
Q1 FY26	Apr 27 '26 · confirmed	0.96	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod