Sierra Bancorp (BSRR) Delta Exposure by Expiry | DEX Options Analysis & Greeks - Stocknear

Sierra Bancorp

NASDAQ: BSRR · Real-Time Price · USD
28.83
0.22 (0.77%)
At close: Oct 03, 2025, 3:59 PM
28.83
0.00%
After-hours: Oct 03, 2025, 04:10 PM EDT

BSRR Delta Exposure By Expiry

The total Delta Exposure (DEX) for BSRR across all expirations shows 743.51 net shares that market makers must hedge, with 757.33 from calls and 13.82 from puts. The put-call delta ratio of 0.02 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.

BSRR DEX Table

Expiry Date Call Delta Put Delta Net Delta P/C Delta
Oct 17, 25 67.83 0 67.83 0.00
Nov 21, 25 0 0 0 n/a
Dec 19, 25 630.57 -13.82 616.75 0.02
Jan 16, 26 0 0 0 n/a
Mar 20, 26 58.93 0 58.93 0.00