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Sabra Health Care REIT, Inc. Common Stock SBRA

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Market datapartial · fetched 2026-10-23T18:46:29.913Z

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 · 2026-10-23T18:46:27.500379478Z

FundamentalsAlpha Vantage · unavailable

Share price$19.46
1D-1.0%
$19.38$19.46$19.53$19.60$19.675:30 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$0.20$1.29$2.38$3.47$4.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESBRA PRICE$0.47$0.42$0.37$0.31$0.54$0.59$0.65$0.71$0.76$0.82$0.87$0.93$1.12$1.90$2.69$3.47$4.25
PutsExpensive2.22×
CallsExpensive2.13×
SkewNeutral-0.19 pp
Implied move——
TiltBearish85.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8889.1%30.3%15.6294.8%22.5%
25Δ23.3868.9%22.3%16.1886.8%19.9%
30Δ21.8948.7%14.4%16.7478.8%17.3%
35Δ20.3928.5%6.4%17.3070.9%14.7%
40Δ17.8662.9%12.1%
45Δ18.4254.9%9.5%
50Δ18.9946.9%6.9%
55Δ19.5538.9%4.3%
60Δ20.1633.6%2.2%
65Δ20.9939.5%1.9%
70Δ21.8345.4%1.6%
75Δ22.6651.3%1.3%
80Δ23.5057.2%1.0%

20Δ

Calls
Pseudo strike
24.88
IV
89.1%
B/E move
30.3%
Puts
Pseudo strike
15.62
IV
94.8%
B/E move
22.5%

25Δ

Calls
Pseudo strike
23.38
IV
68.9%
B/E move
22.3%
Puts
Pseudo strike
16.18
IV
86.8%
B/E move
19.9%

30Δ

Calls
Pseudo strike
21.89
IV
48.7%
B/E move
14.4%
Puts
Pseudo strike
16.74
IV
78.8%
B/E move
17.3%

35Δ

Calls
Pseudo strike
20.39
IV
28.5%
B/E move
6.4%
Puts
Pseudo strike
17.30
IV
70.9%
B/E move
14.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.86
IV
62.9%
B/E move
12.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.42
IV
54.9%
B/E move
9.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.99
IV
46.9%
B/E move
6.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.55
IV
38.9%
B/E move
4.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.16
IV
33.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.99
IV
39.5%
B/E move
1.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.83
IV
45.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.66
IV
51.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.50
IV
57.2%
B/E move
1.0%

Options history

No recorded observations