Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.2104 for 2024-04-15.

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

Figures for 2024-04-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2104
Historical Volatility (Parkinson)	0.2116
Implied Volatility (Calls)	0.2322
Implied Volatility (Puts)	0.3902
Implied Volatility (Mean)	0.3112
Put-Call Implied Volatility Ratio	1.6805
Implied Volatility Skew	-0.0469
Option Statistics
Put-Call Ratio (Volume)	0.4783
Put-Call Ratio (Open Interest)	0.3836
Forward Price	13.52
Call Breakeven Price	15.70
Put Breakeven Price	12.19
Option Breakeven Price	14.75