SBRA · Expected Move
Sabra Healthcare REIT, Inc.
The expected move for SBRA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
SBRA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SBRA Expected Move
30-Day Straddle
$1.18
7-Day Straddle
$1.18
30-Day ATM IV
29.6%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to SBRA's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SBRA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $1.18 | $1.18 | 29.6% | 66% |
| 20261026 | $1.12 | $1.12 | 27.1% | 52% |
| 20261023 | $0.98 | $0.98 | 26.4% | 49% |
| 20261022 | $1.25 | $1.25 | 26.7% | 51% |
| 20261021 | $1.45 | $1.45 | 35.9% | 100% |
| 20261020 | $1.20 | $1.20 | 28.8% | 67% |
| 20261019 | $1.48 | $1.48 | 31.1% | 81% |
| 20261016 | $1.23 | $0.92 | 25.7% | 49% |
| 20261015 | $1.43 | $0.48 | 29.9% | 73% |
| 20261014 | $1.48 | $0.85 | 28.1% | 39% |
| 20261013 | $1.35 | $0.78 | 26.9% | 35% |
| 20261012 | $1.45 | $0.85 | 27.3% | 37% |
| 20261009 | $1.50 | $1.18 | 32.4% | 55% |
| 20261008 | $1.65 | $1.38 | 32.8% | 57% |
| 20261007 | $1.70 | $1.32 | 33.2% | 58% |
| 20261006 | $1.47 | $1.40 | 32.8% | 57% |
| 20261005 | $1.50 | $0.98 | 34.0% | 61% |
| 20261002 | $1.05 | $1.05 | 29.1% | 43% |
| 20261001 | $0.95 | $0.95 | 26.4% | 33% |
| 20260930 | $0.65 | $0.65 | 24.1% | 25% |
| 20260929 | $0.70 | $0.70 | 23.0% | 21% |
| 20260928 | $0.72 | $0.72 | 24.5% | 26% |
| 20260925 | $0.62 | $0.62 | 17.3% | 0% |
| 20260924 | $0.70 | $0.70 | 21.1% | 9% |
| 20260923 | $0.80 | $0.80 | — | — |
| 20260922 | $0.93 | $0.93 | 26.8% | 31% |
| 20260921 | $0.72 | $0.72 | 21.3% | 9% |
| 20260918 | $0.93 | $0.25 | 22.0% | 12% |
| 20260917 | $0.85 | $0.88 | 18.9% | 0% |
| 20260916 | $1.00 | $1.40 | 21.9% | 8% |
| 20260915 | $1.05 | $0.40 | 23.1% | 13% |
| 20260914 | $1.18 | $0.93 | 23.5% | 15% |
| 20260911 | $1.15 | $0.68 | 22.8% | 12% |
| 20260910 | $1.35 | $0.93 | 22.8% | 12% |
| 20260909 | $1.35 | $1.00 | 25.5% | 23% |
| 20260908 | $1.38 | $1.25 | 26.9% | 28% |
| 20260904 | $1.28 | $1.48 | 28.1% | 33% |
| 20260903 | $1.50 | $1.05 | 22.7% | 12% |
| 20260902 | $1.10 | $1.10 | 26.9% | 28% |
| 20260901 | $1.43 | $1.43 | 23.0% | 13% |
| 20260831 | $0.78 | $0.78 | 20.8% | 4% |
| 20260828 | $1.02 | $1.02 | 24.4% | 18% |
| 20260827 | $1.07 | $1.07 | 24.0% | 17% |
| 20260826 | $1.38 | $1.38 | 24.3% | 18% |
| 20260825 | $0.80 | $0.80 | 27.7% | 32% |
| 20260824 | $1.00 | $1.00 | 24.1% | 17% |
| 20260821 | $0.82 | $0.95 | 19.8% | 0% |
| 20260820 | $1.35 | $1.10 | 27.5% | 30% |
| 20260819 | $1.12 | $0.92 | 23.1% | 12% |
| 20260818 | $1.12 | $0.80 | 23.7% | 15% |
| 20260817 | $1.00 | $0.55 | 22.9% | 11% |
| 20260814 | $1.12 | $0.60 | 22.7% | 10% |
| 20260813 | $1.12 | $0.43 | 22.4% | 9% |
| 20260812 | $1.23 | $0.85 | 25.6% | 22% |
| 20260811 | $1.32 | $0.62 | 27.0% | 28% |
| 20260810 | $1.18 | $1.12 | 25.1% | 20% |
| 20260807 | — | — | 26.7% | 27% |
| 20260806 | $1.60 | $1.75 | 22.7% | 10% |
| 20260805 | $1.30 | $1.30 | 28.5% | 34% |
| 20260804 | $1.32 | $1.32 | 31.5% | 46% |
More on SBRA
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.