Historical Volatility (Close-to-Close) (90-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 90-Day Historical Volatility (Close-to-Close) of 0.2060 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)	0.2060
Historical Volatility (Parkinson)	0.2046
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.3124
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0013
Put-Call Ratio (Open Interest)	0.5071
Forward Price	13.90
Call Breakeven Price	15.33
Put Breakeven Price	12.19
Option Breakeven Price	14.27