Sabre Corporation (SABR) IV/HV History
Comparing implied volatility to historical (realized) volatility reveals whether options are priced rich or cheap relative to actual price movement. Persistent gaps can signal trading opportunities.
Sabre Corporation (SABR) operates in the Consumer Cyclical sector, specifically the Travel Services industry, with a market capitalization near $679.9M, listed on NASDAQ, employing roughly 6,253 people, carrying a beta of 1.01 to the broader market. Sabre Corporation, through its subsidiary, Sabre Holdings Corporation, provides software and technology solutions for the travel industry worldwide. Led by Kurt J. Ekert, public since 2014-04-17.
Snapshot as of May 15, 2026.
- Spot Price
- $1.59
- ATM IV
- 102.5%
- HV 20-Day
- 85.6%
- HV 60-Day
- 119.6%
- IV Rank
- 17.5%
- IV Percentile
- 66.7%
As of May 15, 2026, Sabre Corporation (SABR) ATM implied volatility is 102.5%. 20-day realized volatility is 85.6%, producing an IV-HV spread of +16.9 vol points. Options are pricing in more volatility than the stock has recently delivered, the volatility risk premium. IV rank is 17.5%.
How SABR iv/hv history Data Feeds Strategy Selection
Strategy selection on Sabre Corporation options does not derive from any single metric in isolation. The iv/hv history view above sits inside a broader read: ATM IV currently sits at 102.5% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the iv/hv history data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how implied vs realized volatility is reported and how to read the data →
SABR highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $2.00 | Jan 21, 2028 | 5 | 20.6K | 97.2% | $0.50 | $0.75 |
| PUT | $2.00 | Dec 18, 2026 | 0 | 20.3K | 101.1% | $0.65 | $0.80 |
Top 2 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked SABR iv/hv history questions
- Is SABR options pricing rich or cheap right now?
- As of May 15, 2026, Sabre Corporation (SABR) ATM IV is 102.5% against 20-day realized volatility of 85.6%. IV rank is 17.5%. SABR options are pricing in more volatility than the stock has recently realized: a positive variance risk premium worth 16.9 vol points.
- What is the SABR variance risk premium?
- The variance risk premium is the persistent gap between implied and subsequently realized volatility. In equity markets it averages positive because option sellers demand compensation for bearing variance shocks. SABR is currently priced consistently with this premium, which is one input to whether short-vol or long-vol structures carry their typical edge.
- What does SABR IV rank mean for strategy selection?
- IV rank normalizes the current ATM IV to its 1-year range: 0% is the low, 100% is the high. SABR's current rank of 17.5% signals where current pricing sits in its own 1-year history. High-rank regimes typically favor premium-selling structures (credit spreads, condors, covered calls); low-rank regimes typically favor premium-buying or long-volatility structures.