Implied Volatility Skew (60-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 60-Day Implied Volatility Skew of 0.1733 for 2024-04-23.

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

Figures for 2024-04-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1906
Historical Volatility (Parkinson)	0.1929
Implied Volatility (Calls)	0.2341
Implied Volatility (Puts)	0.4726
Implied Volatility (Mean)	0.3534
Put-Call Implied Volatility Ratio	2.0186
Implied Volatility Skew	0.1733
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1061
Forward Price	13.48
Call Breakeven Price	15.11
Put Breakeven Price	11.79
Option Breakeven Price	14.80