Historical Volatility (Close-to-Close) (120-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 120-Day Historical Volatility (Close-to-Close) of 0.3404 for 2022-10-05.

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

Figures for 2022-10-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3404
Historical Volatility (Parkinson)	0.2859
Implied Volatility (Calls)	0.2950
Implied Volatility (Puts)	0.4170
Implied Volatility (Mean)	0.3560
Put-Call Implied Volatility Ratio	1.4136
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.8333
Put-Call Ratio (Open Interest)	0.4889
Forward Price	13.14
Call Breakeven Price	15.42
Put Breakeven Price	12.21
Option Breakeven Price	14.08

Data from Quantcha