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
$4.88
7-Day Straddle
$4.42
Avg IV
0.4%
IV Rank
0%
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 |
|---|---|---|---|---|
| 20260605 | $4.88 | $4.42 | 0.4% | 0% |
| 20260604 | $4.97 | $4.92 | 0.4% | 11% |
| 20260603 | $4.95 | $4.80 | 0.4% | 0% |
| 20260602 | $4.92 | $4.92 | 0.6% | 46% |
| 20260601 | $4.92 | $4.92 | 0.7% | 48% |
| 20260529 | $5.05 | $5.05 | 0.7% | 48% |
| 20260528 | $4.88 | $4.88 | 0.6% | 46% |
| 20260527 | $4.88 | $4.88 | 0.6% | 37% |
| 20260526 | $4.47 | $4.47 | 0.6% | 44% |
| 20260522 | $4.70 | $4.70 | 0.6% | 37% |
| 20260521 | $5.38 | $5.38 | 0.6% | 36% |
| 20260520 | $5.88 | $5.88 | 0.6% | 33% |
| 20260519 | $5.97 | $5.97 | 0.6% | 33% |
| 20260518 | $4.30 | $4.30 | 0.5% | 25% |
| 20260515 | $5.10 | $4.40 | 0.5% | 22% |
| 20260514 | $5.07 | $4.80 | 0.5% | 23% |
| 20260513 | $5.10 | $4.50 | 0.5% | 28% |
| 20260512 | $5.10 | $4.05 | 0.5% | 25% |
| 20260511 | $5.03 | $4.88 | 0.5% | 20% |
| 20260510 | $5.03 | $4.88 | 0.5% | 18% |
| 20260508 | $5.03 | $4.88 | 0.5% | 17% |
| 20260507 | $5.97 | $3.10 | 0.5% | 16% |
| 20260506 | $5.12 | $4.95 | 0.5% | 19% |
| 20260505 | $4.95 | $4.90 | 0.5% | 16% |
| 20260504 | $5.10 | $4.92 | 0.5% | 16% |
| 20260502 | $4.65 | $4.65 | 0.9% | 95% |
| 20260501 | $4.65 | $4.65 | 0.9% | 80% |
| 20260430 | $4.95 | $4.95 | 1.0% | 100% |
| 20260429 | $3.75 | $3.75 | 1.0% | 100% |
| 20260428 | $5.47 | $5.47 | 0.9% | 90% |
| 20260427 | $4.90 | $4.90 | 0.9% | 91% |
| 20260424 | $4.95 | $4.95 | 0.7% | 69% |
| 20260423 | $4.95 | $4.95 | 0.6% | 46% |
| 20260422 | $4.88 | $4.88 | 0.8% | 76% |
| 20260421 | $5.03 | $5.03 | 0.7% | 60% |
| 20260420 | $5.12 | $5.12 | 0.7% | 62% |
| 20260417 | $5.60 | $4.80 | 0.7% | 69% |
| 20260416 | $5.07 | $4.80 | 0.7% | 52% |
| 20260415 | $5.05 | $4.80 | 0.7% | 53% |
| 20260414 | $4.95 | $4.80 | 0.6% | 49% |
| 20260413 | $5.00 | $4.80 | 0.6% | 45% |
| 20260410 | $4.95 | $4.28 | 0.6% | 39% |
| 20260409 | $4.97 | $4.92 | 0.6% | 36% |
| 20260408 | $4.12 | $4.92 | 0.6% | 41% |
| 20260407 | $5.00 | $4.88 | 0.6% | 47% |
| 20260406 | $4.90 | $4.83 | 0.6% | 38% |
| 20260402 | $5.57 | $3.82 | 0.6% | 34% |
| 20260401 | $5.05 | $5.05 | 0.6% | 42% |
| 20260331 | $5.22 | $5.22 | 0.5% | 31% |
| 20260330 | $4.88 | $4.88 | 0.6% | 51% |
| 20260327 | $4.90 | $4.90 | 0.6% | 42% |
| 20260326 | $5.20 | $5.20 | 0.6% | 50% |
| 20260325 | $5.97 | $5.97 | 0.6% | 39% |
| 20260324 | $4.97 | $4.97 | 0.5% | 29% |
| 20260323 | $4.95 | $4.95 | 0.6% | 44% |
| 20260320 | $4.40 | $4.88 | 0.5% | 19% |
| 20260319 | $5.92 | $4.88 | 0.5% | 19% |
| 20260318 | $5.67 | $4.88 | 0.5% | 20% |
| 20260317 | $5.18 | $4.88 | 0.5% | 16% |
| 20260316 | $4.95 | $4.88 | 0.5% | 25% |