Sierra Bancorp (BSRR)'s 30-day implied volatility (IV30) was 33.6% at the close on October 26, 2026, up from 32.6% the day before, against a 52-week range of 28.6% to 59.1%. Its 20-day historical volatility was 33.8%.
Key numbers
30-day implied volatility (IV30): 33.6%
IV30 52-week range: 28.6% to 59.1% (median 40.3%)
Historical volatility: 20-day 33.8%, 1-year 40.9%
Implied move by the nearest expiration: ±2.0%
Data as of October 26, 2026.
BSRR Implied Volatility (IV) vs Historical Volatility (HV)
The BSRR IV term structure shows the implied volatility difference between different maturity dates.
