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Sabra Health Care REIT, Inc. Common Stock SBRA

i

Market dataready · fetched 2026-11-14T02:11:21.871Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T21:00:07.681895536Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-14T02:11:21.036728+00:00

Share price$20.44
1D+0.6%
AH$20.25$20.30$20.35$20.41$20.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBRA
Sold putSold callAH

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$0.06$0.58$1.10$1.62$2.14$18.88$19.68$20.48$21.28$22.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SBRA spot · $20.44SBRA PRICE$0.17$0.20$0.22$0.25$0.28$0.30$0.33$0.35$0.38$0.40$0.11$0.14$0.21$0.39$0.57$0.74$0.92$1.10$1.28$1.46$1.63$1.81$1.99
PutsExpensive1.58×
Calls——
Skew——
Implied moveBearish±$1.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.0946.0%7.2%
25Δ19.6436.3%4.6%
30Δ21.8844.3%7.9%20.0730.9%2.8%
35Δ21.7241.6%7.3%20.2933.9%2.6%
40Δ21.5639.0%6.6%20.5136.8%2.4%
45Δ21.4036.4%5.9%20.7339.7%2.2%
50Δ21.2433.8%5.3%20.9542.6%2.0%
55Δ21.0931.2%4.6%21.1745.6%1.8%
60Δ20.9328.5%4.0%21.3948.5%1.6%
65Δ20.7725.9%3.3%21.6151.4%1.4%
70Δ20.6123.3%2.7%21.8354.3%1.2%
75Δ20.4520.7%2.0%22.0557.3%1.0%
80Δ22.2760.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.09
IV
46.0%
B/E move
7.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.64
IV
36.3%
B/E move
4.6%

30Δ

Calls
Pseudo strike
21.88
IV
44.3%
B/E move
7.9%
Puts
Pseudo strike
20.07
IV
30.9%
B/E move
2.8%

35Δ

Calls
Pseudo strike
21.72
IV
41.6%
B/E move
7.3%
Puts
Pseudo strike
20.29
IV
33.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
21.56
IV
39.0%
B/E move
6.6%
Puts
Pseudo strike
20.51
IV
36.8%
B/E move
2.4%

45Δ

Calls
Pseudo strike
21.40
IV
36.4%
B/E move
5.9%
Puts
Pseudo strike
20.73
IV
39.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
21.24
IV
33.8%
B/E move
5.3%
Puts
Pseudo strike
20.95
IV
42.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
21.09
IV
31.2%
B/E move
4.6%
Puts
Pseudo strike
21.17
IV
45.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
20.93
IV
28.5%
B/E move
4.0%
Puts
Pseudo strike
21.39
IV
48.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
20.77
IV
25.9%
B/E move
3.3%
Puts
Pseudo strike
21.61
IV
51.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
20.61
IV
23.3%
B/E move
2.7%
Puts
Pseudo strike
21.83
IV
54.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
20.45
IV
20.7%
B/E move
2.0%
Puts
Pseudo strike
22.05
IV
57.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.27
IV
60.2%
B/E move
0.8%

Options history

IV · four-Friday blend29.37%
Daily EOD
SBRA25.8%28.1%30.4%2026-10-20: 28.57%2026-10-23: 30.12%2026-10-26: 26.13%2026-10-30: 29.37%Oct 20Oct 23Oct 30
4 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
28.57%
30.12%
26.13%
29.37%