SARATOGA INVESTMENT CORP. NEW (SAR) Stock Quote & Options Analysis | Frenzy Capital

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.

Snapshot
$22.18
52-Week Range
$20.78 – $25.64
YTD
-4.29%
IV Rank (30D)
64.73
Straddle Price
$1.00
P/C Vol Ratio
0.52
Market Cap
$0.4B
Info
Exchange
XNYS
Market Cap
$0.4B

Saratoga Investment Corp is a specialty finance company that provides customized financing solutions to U.S. middle-market businesses. The company invests in senior and unitranche leveraged loans and mezzanine debt, and, to a lesser extent, equity to provide financing for change of ownership transactions, strategic acquisitions, recapitalizations and growth initiatives in partnership with business owners, management teams and financial sponsors. Its objective is to create attractive risk-adjusted returns by generating current income and long-term capital appreciation from its debt and equity i…

Price History
Seasonality
MonthAvg ReturnYears of Data
Jan -2.09% 6
Feb +0.44% 6
Mar -4.54% 6
Apr -0.90% 6
May +2.06% 6
Jun -3.28% 5
Jul +0.23% 5
Aug +1.75% 5
Sep -3.72% 5
Oct -0.68% 5
Nov +7.27% 5
Dec -2.50% 5
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators
SMA 20: $22.49
SMA 50: $22.37
SMA 200: $23.18
Current: $22.18
EMA 12: $22.25
EMA 26: $22.40
MACD: -0.1422 | Signal: -0.0308
BEARISH
ADX (14): 17.87
RANGE
+DI: 14.26
−DI: 21.74
Momentum Oscillators
RSI (14): 46.21
NEUTRAL
Stoch %K: 21.64
Stoch %D: 20.39
Williams %R: -77.15
Volume & Volatility
BB Upper: $23.61
BB Lower: $21.37
NEUTRAL
OBV: -2,230,639
Vol SMA 20: 104,176
Vol ROC: -69.03%
ATR: $0.47
True Range: $0.41
HV 20: 23.5%
HV 30: 22.2%
HV 60: 27.0%
Data Summary
Data Points: 500
Last Updated: 2026-05-22T16:35:15.236000
Date Range: 2024-05-23T00:00:00 – 2026-05-21T00:00:00
AI Analysis

Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
Options Activity
IV Rank (30D)
64.73
IV Rank (7D)
64.73
Avg IV
79.8%
Straddle (30D)
$1.00
Straddle (7D)
$1.00
P/C Volume
0.52
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR25 and BF25 from the live options chain. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Volatility Surface

Enter a ticker to render the implied volatility surface.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Beta (1Y vs SPY)
0.56
Correlation (SPY)
32.9%
R²
0.11
Ann. Volatility
20.5%
SPY Volatility
12.1%

Low volatility - stock moves less than market

Beta & Alpha Over Time
Institutional Ownership (13F)
Latest filings — 2026-03-31

Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.

  • Shares — long equity positions in this name, aggregated across share classes.
  • Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
  • % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
  • Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.

Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.

67 filers2,404,000 shares$40.15M value
# Filer Shares Value % of Total % of Float Period
1 Lido Advisors, LLC 199,138 $4.36M 10.85% — 2026-03-31
2 Private Advisor Group, LLC 165,139 $3.61M 9.00% — 2026-03-31
3 Hennion & Walsh Asset Management, Inc. 137,675 $3.01M 7.50% — 2026-03-31
4 Legal & General Group Plc Custodian 122,941 $2.69M 6.70% — 2026-03-31
5 LPL Financial LLC Custodian 113,995 $2.49M 6.21% — 2026-03-31
6 Advisors Asset Management, Inc. 106,625 $2.33M 5.81% — 2026-03-31
7 WELLS FARGO & COMPANY/MN Custodian 85,267 $1.86M 4.64% — 2026-03-31
8 INTERNATIONAL ASSETS INVESTMENT MANAGEMENT, LLC 82,407 $1.76M 4.39% — 2026-03-31
9 Ethos Financial Group, LLC 52,846 $1.22M 3.04% — 2026-03-31
10 TWO SIGMA INVESTMENTS, LP 54,746 $1.20M 2.98% — 2026-03-31
11 BlackRock, Inc. Custodian 54,596 $1.19M 2.97% — 2026-03-31
12 Wealthcare Advisory Partners LLC 50,573 $1.11M 2.75% — 2026-03-31
13 RAYMOND JAMES FINANCIAL INC Custodian 48,454 $1.06M 2.64% — 2026-03-31
14 Palogic Value Management, L.P. 46,680 $1.02M 2.54% — 2026-03-31
15 Next Level Private LLC 43,527 $951.93K 2.37% — 2026-03-31
16 JB CAPITAL PARTNERS LP 33,847 $760.88K 1.90% — 2026-03-31
17 MORGAN STANLEY Custodian 28,286 $618.62K 1.54% — 2026-03-31
18 Focus Partners Wealth 27,709 $606.01K 1.51% — 2026-03-31
19 UBS Group AG Custodian 27,280 $596.61K 1.49% — 2026-03-31
20 Virtus Investment Advisers, LLC 25,752 $563.20K 1.40% — 2026-03-31
21 CITADEL ADVISORS LLC Custodian 23,303 $509.64K 1.27% — 2026-03-31
22 L & S Advisors Inc 500,000 $497.19K 1.24% — 2025-12-31
23 OSAIC HOLDINGS, INC. Custodian 22,694 $496.32K 1.24% — 2026-03-31
24 Cetera Investment Advisers 22,301 $487.72K 1.21% — 2026-03-31
25 PFG Advisors 21,704 $474.67K 1.18% — 2026-03-31
2 filers$1.30M notional
# Filer Notional Value % of Total Period
1 SUSQUEHANNA INTERNATIONAL GROUP, LLP Custodian $791.69K 61.05% 2026-03-31
2 CITADEL ADVISORS LLC Custodian $505.20K 38.95% 2026-03-31
2 filers$1.01M notional
# Filer Notional Value % of Total Period
1 SUSQUEHANNA INTERNATIONAL GROUP, LLP Custodian $653.91K 64.86% 2026-03-31
2 CITADEL ADVISORS LLC Custodian $354.29K 35.14% 2026-03-31
Fundamentals

Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.

Metrics
  • Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
  • Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
  • Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
  • Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
How to read the bars
  • Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
  • YoY growth — compare to the same quarter a year earlier to remove seasonality.
  • Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
  • Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.

TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.