Historical Volatility (Close-to-Close) (10-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Sabra Healthcare REIT, Inc. (SBRA) had 10-Day Historical Volatility (Close-to-Close) of 0.3450 for 2022-09-26.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-09-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3450
Historical Volatility (Parkinson)	0.3250
Implied Volatility (Calls)	0.3658
Implied Volatility (Puts)	0.3591
Implied Volatility (Mean)	0.3624
Put-Call Implied Volatility Ratio	0.9817
Implied Volatility Skew	-0.0274
Option Statistics
Put-Call Ratio (Volume)	0.6667
Put-Call Ratio (Open Interest)	0.4165
Forward Price	13.10
Call Breakeven Price	13.08
Put Breakeven Price	12.37
Option Breakeven Price	12.42

Data from Quantcha