SAR (SARATOGA INVESTMENT CORP. NEW)
Expected Move & Straddle Price History
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).
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 SAR Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.35
Avg IV
0.5%
IV Rank
28%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260708 | $2.20 | $2.35 | 0.5% | 28% |
| 20260707 | $4.22 | $1.12 | 0.6% | 46% |
| 20260706 | $1.80 | $1.35 | 0.7% | 48% |
| 20260702 | $1.02 | $1.02 | 0.7% | 59% |
| 20260701 | $1.07 | $1.07 | 0.5% | 31% |
| 20260630 | $1.15 | $1.15 | 0.7% | 58% |
| 20260629 | $0.97 | $0.97 | 0.6% | 33% |
| 20260626 | $1.20 | $1.20 | 0.8% | 73% |
| 20260625 | $1.58 | $1.58 | 0.8% | 62% |
| 20260624 | $1.15 | $1.15 | 0.8% | 69% |
| 20260623 | $1.73 | $1.73 | 0.8% | 71% |
| 20260622 | $1.88 | $1.88 | 0.8% | 66% |
| 20260618 | $1.98 | $1.18 | 0.7% | 50% |
| 20260617 | $2.08 | $1.60 | 0.5% | 25% |
| 20260616 | $1.95 | $1.47 | 0.7% | 56% |
| 20260615 | $1.95 | $0.97 | 0.8% | 73% |
| 20260613 | $1.15 | $1.18 | 0.4% | 7% |
| 20260612 | $1.15 | $1.18 | 0.4% | 16% |
| 20260611 | $1.15 | $1.20 | 0.5% | 25% |
| 20260610 | $1.02 | $8.50 | 0.3% | 0% |
| 20260609 | $1.07 | $1.20 | 0.5% | 17% |
| 20260608 | $2.15 | $1.20 | 0.6% | 42% |
| 20260605 | $2.03 | $1.15 | 0.5% | 29% |
| 20260604 | $1.80 | $1.73 | 0.5% | 23% |
| 20260603 | $2.83 | $1.38 | 0.6% | 35% |
| 20260602 | $1.38 | $1.38 | 0.6% | 40% |
| 20260601 | $1.25 | $1.25 | 0.7% | 47% |
| 20260529 | $1.25 | $1.25 | 0.5% | 19% |
| 20260528 | $0.70 | $0.70 | 0.9% | 74% |
| 20260527 | $0.78 | $0.78 | 0.5% | 30% |
| 20260526 | $0.95 | $0.95 | 0.9% | 74% |
| 20260522 | $1.00 | $1.00 | 0.8% | 64% |
| 20260521 | $0.90 | $0.90 | 0.7% | 50% |
| 20260520 | $1.18 | $1.18 | 0.7% | 46% |
| 20260519 | $1.40 | $1.40 | 0.7% | 54% |
| 20260518 | $1.05 | $1.05 | 0.7% | 45% |
| 20260515 | $1.60 | $1.32 | 0.4% | 10% |
| 20260514 | $1.18 | $7.85 | 0.6% | 32% |
| 20260513 | $1.48 | $1.48 | 0.7% | 48% |
| 20260512 | $1.70 | $1.38 | 0.6% | 44% |
| 20260511 | $2.60 | $0.78 | 0.7% | 51% |
| 20260510 | $1.62 | $1.18 | 0.3% | 0% |
| 20260508 | $1.62 | $1.18 | 0.6% | 34% |
| 20260507 | $1.55 | $1.50 | 0.6% | 35% |
| 20260506 | $1.92 | $0.70 | 0.5% | 19% |
| 20260505 | $2.15 | $1.15 | 0.7% | 39% |
| 20260504 | $1.95 | $1.60 | 0.6% | 30% |
| 20260502 | $2.85 | $2.85 | 0.9% | 71% |
| 20260501 | $2.85 | $2.85 | 0.8% | 55% |
| 20260430 | $1.50 | $1.50 | 1.0% | 82% |
| 20260429 | $1.10 | $1.10 | 1.0% | 76% |
| 20260428 | $1.43 | $1.43 | 0.8% | 52% |
| 20260427 | $1.55 | $1.55 | 0.8% | 48% |
| 20260424 | $2.35 | $2.35 | 0.8% | 53% |
| 20260423 | $2.38 | $2.38 | 0.7% | 45% |
| 20260422 | $1.85 | $1.85 | 0.8% | 56% |
| 20260421 | $2.02 | $2.02 | 0.9% | 65% |
| 20260420 | $1.82 | $1.82 | 0.6% | 34% |
| 20260417 | $2.15 | $1.30 | 0.9% | 63% |
| 20260416 | $1.97 | $0.88 | 0.7% | 38% |