SBRA
Sabra Health Care REIT, Inc.20.66post+$0.00 (+0.00%)at close +$0.00 (+0.00%)
as of 08:00:00 UTCnext report Nov 4 · 91d
Earnings Room‹ back to SBRA
The report
reported · awaiting the session that absorbs itAug 3after the closenext Nov 4
Reported Aug 3, after the closeThe market priced ±6.0% into it; the session that absorbs it hasn't closed yet
The reaction
Loading the session…
Expected movement · next report
market-implied · at the Aug 4 close±9.8%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 164days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Jan 15 · first after the reportATM strike 20straddle 2.38ATM IV 22%× 0.85 straddle-to-rangespot 20.66
Blast radius
4 linked · N-PORT + EDGARIf SBRA moves ±9.8% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
4 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +7%139
Aug 21
17d
1.2k▲ +1%
▲ +17%14
Sep 18
45d
118▲ +1%
▲ +0%
232
Oct 16
73d
732▼ −1%
▲ +0%
753
Jan 15
164d
830▲ +0%
The record
expected in pale · actual in full color0/8reports moved further than the options market had pricedtypically ±2.1% realized vs ±5.6% priced
Apr 29 '26±9.3%→+1.5%×0.16
Feb 12 '26±2.8%→+1.1%×0.40
Nov 5 '25±6.1%→+3.6%×0.58
Aug 4 '25±5.9%→−1.3%×0.21
May 5 '25±4.2%→+3.5%×0.84
Feb 19 '25±5.8%→−1.0%×0.17
Oct 31 '24±5.0%→−3.9%×0.78
Aug 7 '24±5.8%→−1.2%×0.21
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported -0.10 · rev $203M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.