Sierra Bancorp (BSRR) Historical Volatility

Tracking BSRR historical volatility helps you see how much Sierra Bancorp's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Sierra Bancorp's HV tells you what really happened. Use our scanner to monitor BSRR 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The BSRR 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Sierra Bancorp's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Sierra Bancorp operates as the bank holding company for Bank of the Sierra that provides retail and commercial banking services to individuals and businesses in California. The company accepts various deposit products, such as checking accounts, savings accounts, money market demand accounts, time deposits, retirement accounts, and sweep accounts. Its loan products include agricultural, commercial, consumer, real estate, construction, and mortgage loans. The company also offers automated teller machines; electronic point-of-sale payment alternatives; online and automated telephone banking services; and remote deposit capture and automated payroll services for business customers.

As of December 31, 2021, it operated 35 full-service branches, an online branch, a loan production office, an agricultural credit center, and an SBA center. Sierra Bancorp was founded in 1977 and is headquartered in Porterville, California.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Sierra Bancorp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where BSRR HV is running hot, cold, or in line. Make the BSRR 30 day historical volatility — and every other window — work for your edge instead of against it.