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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sierra Bancorp (BSRR) - NASDAQ Next Earnings Date: OS Estimate: June 22, 2026 BO
OS Projected Window: June 22, 2026 to June 27, 2026
EVR: 1.3
Avg Daily Volume: 46,373    Market Cap: 472.3M
Sector: Financial    Short Interest: 2.17
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
April 27, 2026 BO None $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 $2.40
($35.41)
6.86% 7.31% O 4.85% I $37.13 $6.88
( $37.13 )
186.67%
Oct. 27, 2025 BO 1.2 $27.30 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 24, 2023 BO 1.2 $18.26 @$17.50

 
 
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