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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sierra Bancorp (BSRR) - NASDAQ Next Earnings Date: Estimate: Oct. 26, 2026 BO
EVR: 1.3
Avg Daily Volume: 69,331    Market Cap: 531.6M
Sector: Financial Services    Short Interest: 2.94
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 27, 2026 BO 1.3 $41.88 @$40.00 $4.85
($41.88)
12.12% -4.39% I -1.71% I $41.16 $2.40
( $41.16 )
-50.52%
April 27, 2026 BO 1.3 $36.27 @$35.00 $2.40
($36.27)
6.86% 2.53% I 2.23% I $37.08 $2.40
( $37.08 )
0.0%
Feb. 2, 2026 BO 1.2 $35.41 @$35.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 27, 2025 BO 1.2 $27.30 @$25.00
July 28, 2025 BO 1.2 $30.50 @$30.00
April 28, 2025 BO 1.1 $26.25 @$25.00
Jan. 27, 2025 BO 1.1 $29.75 @$30.00
April 22, 2024 BO 1.2 $18.75 @$17.50
Jan. 29, 2024 BO 1.2 $21.90 @$22.50
Oct. 23, 2023 BO 1.2 $18.22 @$17.50

 
 
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