SAR · Expected Move
SARATOGA INVESTMENT CORP. NEW
The expected move for SAR 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).
SAR 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 SAR Expected Move
30-Day Straddle
$1.18
7-Day Straddle
$1.22
30-Day ATM IV
31.8%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to SAR'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.
SAR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.18 | $1.22 | 31.8% | 12% |
| 20261015 | $0.93 | $0.55 | 23.2% | 1% |
| 20261014 | $1.05 | $0.45 | 26.9% | 6% |
| 20261013 | $1.23 | $0.47 | 30.3% | 10% |
| 20261012 | $1.20 | $0.57 | 29.5% | 10% |
| 20261009 | $1.02 | $0.65 | 25.3% | 5% |
| 20261008 | $1.07 | $0.40 | 24.6% | 4% |
| 20261007 | $1.40 | $0.77 | 34.3% | 16% |
| 20261006 | $1.38 | $1.07 | 28.6% | 9% |
| 20261005 | $1.75 | $0.80 | 44.4% | 28% |
| 20261002 | $1.15 | $1.15 | 33.2% | 14% |
| 20261001 | $1.18 | $1.18 | 37.7% | 20% |
| 20260930 | $2.45 | $2.45 | 35.7% | 17% |
| 20260929 | $1.43 | $1.43 | — | — |
| 20260928 | $1.55 | $1.55 | 40.7% | 23% |
| 20260925 | $1.18 | $1.18 | — | — |
| 20260924 | $1.55 | $1.55 | 43.7% | 27% |
| 20260923 | $0.95 | $0.95 | 31.3% | 12% |
| 20260922 | $1.23 | $1.23 | 34.6% | 16% |
| 20260921 | $2.17 | $2.17 | 50.1% | 35% |
| 20260918 | $2.15 | $0.38 | 56.4% | 42% |
| 20260917 | $1.20 | $0.53 | 35.4% | 17% |
| 20260916 | $2.65 | $0.42 | — | — |
| 20260915 | $2.40 | $0.40 | 27.7% | 8% |
| 20260914 | $2.67 | $0.50 | 57.7% | 44% |
| 20260911 | $2.65 | $0.57 | 30.4% | 11% |
| 20260910 | $1.60 | $0.68 | 44.0% | 27% |
| 20260909 | $1.88 | $0.68 | 39.8% | 22% |
| 20260908 | $1.27 | $0.70 | 33.4% | 15% |
| 20260904 | $1.55 | $0.70 | 33.6% | 15% |
| 20260903 | $1.95 | $1.12 | 31.5% | 12% |
| 20260902 | $1.35 | $1.35 | 34.1% | 15% |
| 20260901 | $1.93 | $1.93 | 34.1% | 15% |
| 20260831 | $1.82 | $1.82 | 31.8% | 13% |
| 20260828 | $1.23 | $1.23 | 32.4% | 13% |
| 20260827 | $8.43 | $8.43 | 29.7% | 10% |
| 20260826 | $1.38 | $1.38 | 29.7% | 10% |
| 20260825 | $1.68 | $1.68 | 36.4% | 18% |
| 20260824 | $1.48 | $1.48 | 27.9% | 8% |
| 20260821 | $1.88 | $1.73 | — | — |
| 20260820 | $1.85 | $1.68 | 32.0% | 13% |
| 20260819 | $1.90 | $9.80 | — | — |
| 20260818 | $1.65 | $1.50 | 30.7% | 11% |
| 20260817 | $3.67 | $1.80 | 43.1% | 26% |
| 20260814 | $1.53 | $1.25 | 104.3% | 100% |
| 20260813 | $1.40 | $0.95 | 74.8% | 93% |
| 20260812 | $1.23 | $1.25 | 46.8% | 45% |
| 20260811 | $1.20 | $0.82 | 78.6% | 100% |
| 20260810 | $1.38 | $1.10 | — | — |
| 20260806 | $1.93 | $2.25 | — | — |
| 20260805 | $1.62 | $1.62 | 48.9% | 58% |
| 20260804 | $1.12 | $1.12 | 33.1% | 25% |
| 20260803 | $1.85 | $1.85 | 30.6% | 20% |
| 20260731 | $1.48 | $1.48 | 39.7% | 21% |
| 20260730 | $1.55 | $1.55 | 45.3% | 28% |
| 20260729 | $1.23 | $1.23 | 59.3% | 44% |
| 20260728 | $1.45 | $1.45 | — | — |
| 20260727 | $0.95 | $0.95 | 46.8% | 29% |
| 20260724 | $1.60 | $1.60 | — | — |
| 20260723 | $1.40 | $1.40 | 51.0% | 34% |
More on SAR
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.