BSRR
SIERRA BANCORP40.48post−$0.01 (−0.02%)at close +$0.00 (+0.00%)
as of 19:59:54 UTCnext report Nov 2 · 89d
Earnings Room‹ back to BSRR
The report
fiscal Q3 2026 · from the company's noticeNov 2before open89days out
Expected movement
market-implied · at the Aug 4 close±15.9%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 40straddle 7.58ATM IV 39%× 0.85 straddle-to-rangespot 40.48
Blast radius
2 linked · N-PORT + EDGARIf BSRR moves ±15.9% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
3 expiries · as of the Aug 3 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
first
0
Aug 21
18d
0
first
first
0
Sep 18
46d
50
▲ +0%
first
0
Dec 18
137d
0
first
The record
expected in pale · actual in full color0/8reports moved further than the options market had pricedtypically ±2.3% realized vs ±13.3% priced
Jul 27 '26±14.6%→−1.7%×0.12
Apr 27 '26±11.8%→+2.2%×0.19
Feb 2 '26±11.8%→+4.9%×0.41
Oct 27 '25±16.4%→+1.1%×0.06
Jul 28 '25±12.6%→+1.1%×0.09
Apr 28 '25±16.3%→+0.6%×0.04
Jan 27 '25±10.5%→−0.1%×0.01
Oct 21 '24±12.6%→−6.8%×0.54
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported 0.77 · rev $39M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.