Historical Volatility (Close-to-Close) (30-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 30-Day Historical Volatility (Close-to-Close) of 0.2039 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2039
Historical Volatility (Parkinson)	0.1861
Implied Volatility (Calls)	0.4253
Implied Volatility (Puts)	0.5061
Implied Volatility (Mean)	0.4657
Put-Call Implied Volatility Ratio	1.1902
Implied Volatility Skew	0.0571
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.1483
Forward Price	13.58
Call Breakeven Price	15.02
Put Breakeven Price	12.44
Option Breakeven Price	13.75