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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sierra Bancorp (BSRR) - NASDAQ Next Earnings Date: Estimated on Feb. 2, 2026
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 1.2
Avg Daily Volume: 41,895    Market Cap: 390.7M
Sector: Financial    Short Interest: 1.38
Live Interactive Chart
Days to Next Earnings: 55 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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
Oct. 27, 2025 BO 1.2 $27.30 @$25.00 $2.40
($27.30)
9.6% -2.49% I 1.06% I $27.59 $4.60
( $27.59 )
91.67%
July 28, 2025 BO 1.2 $30.50 @$30.00 $2.05
($30.50)
6.83% 1.54% I 1.11% I $30.84 $0.80
( $30.84 )
-60.98%
April 28, 2025 BO 1.1 $26.25 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 24, 2023 BO 1.2 $18.26 @$17.50
April 24, 2023 BO 1.2 $16.00 @$15.00
Jan. 30, 2023 BO 1.3 $21.63 @$22.50

 
 
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