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Sabra Health Care REIT, Inc. Common Stock SBRA

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Market datapartial · fetched 2026-10-23T15:06:56.192Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T15:06:49.486360675Z

FundamentalsAlpha Vantage · unavailable

Share price$19.57
1D-0.4%
$19.48$19.52$19.57$19.62$19.665:30 AM6:30 AM9:00 AM1:00 PMSBRA
Sold putSold call

Sabra Health Care REIT, Inc. Common Stock options

Live interpolated SBRA call and put midpoint premiums by absolute delta.Sabra Health Care REIT, Inc. Common Stock$0.11$1.67$3.22$4.78$6.33$16.69$18.48$20.26$22.05$23.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBRA spot · $19.57SBRA PRICE$0.47$0.43$0.38$0.33$0.49$1.17$1.84$2.51$3.19$3.86$4.54$5.21$5.89$0.28$0.37$0.46$0.55$0.64$0.73$0.81$0.90$1.54$2.36$3.19$4.01$4.83
PutsExpensive1.52×
CallsExpensive2.37×
SkewBullish-25.53 pp
Implied moveBullish±$2.65
TiltBullish18.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.9388.0%29.8%18.1630.0%8.6%
25Δ23.6070.0%22.8%18.4130.4%7.8%
30Δ22.2852.0%15.8%18.6730.9%7.0%
35Δ20.9534.0%8.8%18.9231.3%6.1%
40Δ19.8024.2%3.7%19.1831.8%5.3%
45Δ19.0935.1%3.5%19.4332.2%4.4%
50Δ18.3846.0%3.3%19.6832.7%3.6%
55Δ17.6856.9%3.2%19.9433.1%2.7%
60Δ16.9767.8%3.0%20.6538.9%2.3%
65Δ16.2678.7%2.8%21.5246.4%2.1%
70Δ15.5689.6%2.7%22.3954.0%1.9%
75Δ14.85100.5%2.5%23.2661.5%1.6%
80Δ14.14111.3%2.3%24.1469.1%1.4%

20Δ

Calls
Pseudo strike
24.93
IV
88.0%
B/E move
29.8%
Puts
Pseudo strike
18.16
IV
30.0%
B/E move
8.6%

25Δ

Calls
Pseudo strike
23.60
IV
70.0%
B/E move
22.8%
Puts
Pseudo strike
18.41
IV
30.4%
B/E move
7.8%

30Δ

Calls
Pseudo strike
22.28
IV
52.0%
B/E move
15.8%
Puts
Pseudo strike
18.67
IV
30.9%
B/E move
7.0%

35Δ

Calls
Pseudo strike
20.95
IV
34.0%
B/E move
8.8%
Puts
Pseudo strike
18.92
IV
31.3%
B/E move
6.1%

40Δ

Calls
Pseudo strike
19.80
IV
24.2%
B/E move
3.7%
Puts
Pseudo strike
19.18
IV
31.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
19.09
IV
35.1%
B/E move
3.5%
Puts
Pseudo strike
19.43
IV
32.2%
B/E move
4.4%

50Δ

Calls
Pseudo strike
18.38
IV
46.0%
B/E move
3.3%
Puts
Pseudo strike
19.68
IV
32.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
17.68
IV
56.9%
B/E move
3.2%
Puts
Pseudo strike
19.94
IV
33.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
16.97
IV
67.8%
B/E move
3.0%
Puts
Pseudo strike
20.65
IV
38.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
16.26
IV
78.7%
B/E move
2.8%
Puts
Pseudo strike
21.52
IV
46.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
15.56
IV
89.6%
B/E move
2.7%
Puts
Pseudo strike
22.39
IV
54.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
14.85
IV
100.5%
B/E move
2.5%
Puts
Pseudo strike
23.26
IV
61.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
14.14
IV
111.3%
B/E move
2.3%
Puts
Pseudo strike
24.14
IV
69.1%
B/E move
1.4%

Options history

No recorded observations