Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Sabra Healthcare REIT, Inc. (SBRA) had 30-Day Implied Volatility Skew of 0.0424 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6424
Historical Volatility (Parkinson)	0.4333
Implied Volatility (Calls)	0.2967
Implied Volatility (Puts)	0.2977
Implied Volatility (Mean)	0.2972
Put-Call Implied Volatility Ratio	1.0034
Implied Volatility Skew	0.0424
Option Statistics
Put-Call Ratio (Volume)	0.1206
Put-Call Ratio (Open Interest)	0.5805
Forward Price	12.81
Call Breakeven Price	13.47
Put Breakeven Price	12.11
Option Breakeven Price	12.97

Data from Quantcha