IntraAlpha
Create free account Start free

SARATOGA INVESTMENT CORP. NEW SAR

i

Market datapartial · fetched 2026-10-23T15:45:37.837Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T15:44:23.806507023Z

FundamentalsAlpha Vantage · unavailable

Share price$13.48
1D-1.9%
$13.44$13.55$13.66$13.77$13.885:30 AM6:30 AM9:00 AM1:00 PMSAR
Sold putSold call

SARATOGA INVESTMENT CORP. NEW options

Live interpolated SAR call and put midpoint premiums by absolute delta.SARATOGA INVESTMENT CORP. NEW$0.13$1.53$2.92$4.31$5.70$10.12$12.29$14.46$16.63$18.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAR spot · $13.48SAR PRICE$0.96$0.62$0.61$0.85$1.09$1.33$1.57$1.81$2.05$2.85$3.79$4.73$0.28$0.34$0.47$0.67$0.86$1.06$1.25$1.45$1.64$1.84$2.53$3.91$5.30
PutsExpensive1.17×
CallsExpensive2.56×
SkewBullish-52.16 pp
Implied moveBullish±$2.58
TiltBalanced1.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.4968.1%16.8%
25Δ28.23242.9%116.6%12.1659.1%12.3%
30Δ18.94119.2%45.1%12.6555.3%9.6%
35Δ14.7970.2%14.2%12.9656.8%8.8%
40Δ14.4276.3%13.3%13.2758.4%7.9%
45Δ14.0582.3%12.3%13.5860.0%7.1%
50Δ13.6888.4%11.4%13.8961.5%6.2%
55Δ13.3194.4%10.4%14.2063.1%5.4%
60Δ12.94100.5%9.5%14.5164.6%4.5%
65Δ12.57106.6%8.5%14.8266.2%3.7%
70Δ11.65127.1%7.6%15.6073.1%3.0%
75Δ10.60151.1%6.8%17.0487.5%2.6%
80Δ9.55175.2%5.9%18.49101.9%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.49
IV
68.1%
B/E move
16.8%

25Δ

Calls
Pseudo strike
28.23
IV
242.9%
B/E move
116.6%
Puts
Pseudo strike
12.16
IV
59.1%
B/E move
12.3%

30Δ

Calls
Pseudo strike
18.94
IV
119.2%
B/E move
45.1%
Puts
Pseudo strike
12.65
IV
55.3%
B/E move
9.6%

35Δ

Calls
Pseudo strike
14.79
IV
70.2%
B/E move
14.2%
Puts
Pseudo strike
12.96
IV
56.8%
B/E move
8.8%

40Δ

Calls
Pseudo strike
14.42
IV
76.3%
B/E move
13.3%
Puts
Pseudo strike
13.27
IV
58.4%
B/E move
7.9%

45Δ

Calls
Pseudo strike
14.05
IV
82.3%
B/E move
12.3%
Puts
Pseudo strike
13.58
IV
60.0%
B/E move
7.1%

50Δ

Calls
Pseudo strike
13.68
IV
88.4%
B/E move
11.4%
Puts
Pseudo strike
13.89
IV
61.5%
B/E move
6.2%

55Δ

Calls
Pseudo strike
13.31
IV
94.4%
B/E move
10.4%
Puts
Pseudo strike
14.20
IV
63.1%
B/E move
5.4%

60Δ

Calls
Pseudo strike
12.94
IV
100.5%
B/E move
9.5%
Puts
Pseudo strike
14.51
IV
64.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
12.57
IV
106.6%
B/E move
8.5%
Puts
Pseudo strike
14.82
IV
66.2%
B/E move
3.7%

70Δ

Calls
Pseudo strike
11.65
IV
127.1%
B/E move
7.6%
Puts
Pseudo strike
15.60
IV
73.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
10.60
IV
151.1%
B/E move
6.8%
Puts
Pseudo strike
17.04
IV
87.5%
B/E move
2.6%

80Δ

Calls
Pseudo strike
9.55
IV
175.2%
B/E move
5.9%
Puts
Pseudo strike
18.49
IV
101.9%
B/E move
2.2%

Options history

No recorded observations