Put-Call Implied Volatility Ratio (90-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Sabra Healthcare REIT, Inc. (SBRA) had 90-Day Put-Call Implied Volatility Ratio of 1.1777 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)	0.4677
Historical Volatility (Parkinson)	0.3602
Implied Volatility (Calls)	0.2870
Implied Volatility (Puts)	0.3380
Implied Volatility (Mean)	0.3125
Put-Call Implied Volatility Ratio	1.1777
Implied Volatility Skew	0.0224
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.4396
Forward Price	12.79
Call Breakeven Price	14.80
Put Breakeven Price	11.65
Option Breakeven Price	13.57

Data from Quantcha