SAFT (Safety Insurance Group Inc)
Expected Move & Straddle Price History
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).
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.
Current SAFT Expected Move
30-Day Straddle
$2.85
7-Day Straddle
$4.97
Avg IV
0.4%
IV Rank
2%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $2.85 | $4.97 | 0.4% | 2% |
| 20260903 | $2.90 | $4.17 | 0.4% | 7% |
| 20260902 | $4.97 | $4.97 | 1.0% | 95% |
| 20260901 | $4.97 | $4.97 | 1.0% | 95% |
| 20260831 | $2.80 | $2.80 | 0.9% | 88% |
| 20260828 | $4.97 | $4.97 | 0.9% | 82% |
| 20260827 | $4.97 | $4.97 | 0.9% | 79% |
| 20260826 | $2.52 | $2.52 | 0.8% | 63% |
| 20260825 | $2.60 | $2.60 | 0.8% | 66% |
| 20260824 | $4.97 | $4.97 | 0.8% | 68% |
| 20260821 | $4.97 | $4.90 | 0.7% | 48% |
| 20260820 | $5.05 | $4.95 | 0.8% | 62% |
| 20260819 | $2.85 | $4.97 | 0.7% | 51% |
| 20260818 | $4.97 | $4.90 | 0.8% | 63% |
| 20260817 | $2.77 | $4.90 | 0.7% | 59% |
| 20260814 | $2.77 | $3.90 | 0.7% | 52% |
| 20260813 | $5.00 | $3.45 | 0.6% | 39% |
| 20260812 | $4.90 | $3.50 | 0.7% | 56% |
| 20260811 | $5.05 | $3.50 | 0.7% | 48% |
| 20260810 | $5.03 | $4.97 | 0.6% | 46% |
| 20260806 | $5.05 | $3.55 | 0.6% | 39% |
| 20260805 | $4.97 | $4.97 | 0.6% | 44% |
| 20260804 | $1.40 | $1.40 | 1.0% | 100% |
| 20260803 | $3.90 | $3.90 | 1.0% | 100% |
| 20260731 | $3.75 | $3.75 | 0.8% | 79% |
| 20260730 | $1.27 | $1.27 | 0.9% | 84% |
| 20260729 | $1.65 | $1.65 | 0.9% | 89% |
| 20260728 | $1.42 | $1.42 | 0.8% | 82% |
| 20260727 | $3.35 | $3.35 | 0.8% | 71% |
| 20260724 | $1.62 | $1.62 | 0.9% | 82% |
| 20260723 | $5.97 | $5.97 | 0.6% | 38% |
| 20260722 | $5.47 | $5.47 | 0.4% | 17% |
| 20260721 | $5.47 | $5.47 | 0.6% | 34% |
| 20260720 | $5.18 | $5.18 | 0.5% | 33% |
| 20260716 | $5.10 | $3.77 | 0.5% | 30% |
| 20260715 | $5.78 | $4.80 | 0.5% | 31% |
| 20260714 | $4.95 | $4.80 | 0.5% | 27% |
| 20260713 | $4.97 | $4.80 | 0.5% | 24% |
| 20260710 | $4.95 | $4.80 | 0.5% | 25% |
| 20260709 | $4.90 | $4.88 | 0.5% | 20% |
| 20260708 | $6.22 | $4.90 | 0.5% | 29% |
| 20260707 | $5.78 | $4.88 | 0.5% | 29% |
| 20260706 | $5.42 | $4.88 | 0.5% | 29% |
| 20260702 | $4.72 | $4.72 | 0.7% | 58% |
| 20260701 | $3.27 | $3.27 | 0.6% | 43% |
| 20260630 | $4.88 | $4.88 | 0.6% | 40% |
| 20260629 | $4.80 | $4.80 | 0.6% | 44% |
| 20260626 | $4.62 | $4.62 | 0.5% | 22% |
| 20260625 | $4.65 | $4.65 | 0.5% | 21% |
| 20260624 | $3.23 | $3.23 | 0.6% | 42% |
| 20260623 | $3.35 | $3.35 | 0.6% | 39% |
| 20260622 | $4.90 | $4.90 | 0.5% | 22% |
| 20260618 | $4.82 | $4.80 | 0.4% | 4% |
| 20260617 | $4.90 | $4.80 | 0.5% | 21% |
| 20260616 | $4.82 | $4.80 | 0.5% | 19% |
| 20260615 | $4.97 | $4.80 | 0.4% | 13% |
| 20260613 | $3.95 | $4.80 | 0.3% | 0% |
| 20260612 | $3.95 | $4.80 | 0.4% | 6% |
| 20260611 | $5.42 | $3.60 | 0.4% | 1% |
| 20260610 | $5.12 | $4.80 | 0.4% | 2% |