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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Sabra Health Care REIT (SBRA) - NASDAQ Next Earnings Date: OS Estimate: Nov. 3, 2026 AC
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.1
Avg Daily Volume: 2,280,713    Market Cap: 5.2B
Sector: Real Estate    Short Interest: 9.67
Live Interactive Chart
Days to Next Earnings: 63 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Aug. 3, 2026 AC 1.1 $20.61 @$20.00 $1.15
($20.61)
5.75% -4.07% I 0.24% I $20.66 $1.32
( $20.66 )
14.78%
April 29, 2026 AC 1.2 $20.35 @$20.00 $2.12
($20.35)
10.6% 1.86% I 1.52% I $20.66 $0.62
( $20.66 )
-70.75%
Feb. 12, 2026 AC 1.3 $20.25 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 1.4 $18.20 @$17.50
Aug. 4, 2025 AC 1.4 $18.41 @$17.50
May 5, 2025 AC 1.5 $17.28 @$17.50
Feb. 19, 2025 AC 1.6 $16.55 @$17.50
Oct. 31, 2024 AC 1.5 $19.40 @$20.00
Aug. 7, 2024 AC 1.6 $16.66 @$17.50
May 8, 2024 AC 1.6 $14.87 @$15.00

 
 
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