SAFT · Expected Move
Safety Insurance Group Inc
The expected move for SAFT 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).
SAFT 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 SAFT Expected Move
30-Day Straddle
$4.95
7-Day Straddle
$4.95
30-Day ATM IV
8.4%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to SAFT'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.
SAFT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.95 | $4.95 | 8.4% | 7% |
| 20261021 | $4.95 | $4.95 | 11.1% | 18% |
| 20261020 | $2.53 | $2.53 | 7.9% | 5% |
| 20261019 | $5.00 | $5.00 | 7.7% | 4% |
| 20261016 | $3.25 | $3.38 | 10.5% | 16% |
| 20261015 | $4.95 | $4.55 | 6.8% | 0% |
| 20261014 | $4.95 | $4.95 | 7.3% | 1% |
| 20261013 | $5.00 | $3.67 | 7.2% | 0% |
| 20261012 | $4.95 | $4.95 | 7.1% | 0% |
| 20261009 | $2.60 | $1.12 | 13.9% | 25% |
| 20261008 | $4.95 | $1.38 | 9.0% | 3% |
| 20261007 | $4.95 | $3.88 | 13.5% | 23% |
| 20261006 | $4.95 | $1.15 | 12.7% | 19% |
| 20261005 | $2.83 | $3.30 | 13.9% | 24% |
| 20261002 | $4.95 | $4.95 | 11.3% | 13% |
| 20261001 | $4.10 | $4.10 | 12.1% | 17% |
| 20260930 | $4.95 | $4.95 | 18.1% | 43% |
| 20260929 | $2.60 | $2.60 | 9.7% | 6% |
| 20260928 | $4.90 | $4.90 | 10.5% | 10% |
| 20260925 | $2.77 | $2.77 | 21.2% | 56% |
| 20260924 | $5.05 | $5.05 | 17.7% | 41% |
| 20260923 | $5.05 | $5.05 | 19.4% | 48% |
| 20260922 | $5.03 | $5.03 | 18.4% | 44% |
| 20260921 | $5.03 | $5.03 | 16.0% | 34% |
| 20260918 | $5.03 | $4.97 | 14.7% | 28% |
| 20260917 | $4.90 | $4.90 | 23.3% | 65% |
| 20260916 | $5.05 | $4.90 | 13.1% | 21% |
| 20260915 | $5.05 | $5.03 | 13.7% | 24% |
| 20260914 | $3.55 | $5.03 | 14.4% | 26% |
| 20260911 | $4.90 | $3.50 | 11.5% | 14% |
| 20260910 | $5.00 | $5.05 | 13.5% | 23% |
| 20260909 | $4.90 | $5.00 | 10.9% | 11% |
| 20260908 | $5.03 | $3.55 | 14.2% | 26% |
| 20260904 | $2.85 | $4.97 | 13.5% | 23% |
| 20260903 | $2.90 | $4.17 | 17.5% | 40% |
| 20260902 | $4.97 | $4.97 | 13.7% | 24% |
| 20260901 | $4.97 | $4.97 | 14.0% | 25% |
| 20260831 | $2.80 | $2.80 | 14.1% | 25% |
| 20260828 | $4.97 | $4.97 | 14.5% | 27% |
| 20260827 | $4.97 | $4.97 | 14.0% | 25% |
| 20260826 | $2.52 | $2.52 | 21.5% | 57% |
| 20260825 | $2.60 | $2.60 | 23.4% | 65% |
| 20260824 | $4.97 | $4.97 | 14.5% | 27% |
| 20260821 | $4.97 | $4.90 | 14.3% | 26% |
| 20260820 | $5.05 | $4.95 | 14.5% | 27% |
| 20260819 | $2.85 | $4.97 | 14.2% | 26% |
| 20260818 | $4.97 | $4.90 | 14.6% | 27% |
| 20260817 | $2.77 | $4.90 | 14.4% | 26% |
| 20260814 | $2.77 | $3.90 | 13.9% | 24% |
| 20260813 | $5.00 | $3.45 | 14.2% | 26% |
| 20260812 | $4.90 | $3.50 | 12.4% | 18% |
| 20260811 | $5.05 | $3.50 | 13.4% | 22% |
| 20260810 | $5.03 | $4.97 | 13.3% | 22% |
| 20260807 | — | — | 12.5% | 18% |
| 20260806 | $5.05 | $3.55 | 13.5% | 23% |
| 20260805 | $4.97 | $4.97 | 12.4% | 18% |
| 20260804 | $1.40 | $1.40 | 13.0% | 21% |
| 20260803 | $3.90 | $3.90 | 12.8% | 20% |
| 20260731 | $3.75 | $3.75 | 9.2% | 4% |
| 20260730 | $1.27 | $1.27 | 8.3% | 0% |
More on SAFT
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