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SARATOGA INVESTMENT CORP. NEW SAR

i

Market datapartial · fetched 2026-11-13T01:59:39.007Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.003792957Z

FundamentalsAlpha Vantage · unavailable

Share price$11.65
1D-7.8%
AH$11.43$11.75$12.07$12.39$12.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAR
Sold putSold callAH

SARATOGA INVESTMENT CORP. NEW options

Live interpolated SAR call and put midpoint premiums by absolute delta.SARATOGA INVESTMENT CORP. NEW$0.40$0.74$1.07$1.41$1.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESAR PRICE$0.44$0.57$0.71$0.84$0.97$1.11$1.24$1.38$1.51$1.65$0.88$0.88
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.41374.1%35.3%
25Δ9.50289.6%26.0%
30Δ
35Δ12.0771.1%7.3%
40Δ11.8674.4%6.7%
45Δ11.6677.7%6.1%
50Δ11.4681.0%5.5%
55Δ11.2584.3%4.9%
60Δ11.0587.6%4.3%
65Δ10.8490.9%3.8%
70Δ10.6494.3%3.2%
75Δ10.4497.6%2.6%
80Δ10.23100.9%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.41
IV
374.1%
B/E move
35.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.50
IV
289.6%
B/E move
26.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
12.07
IV
71.1%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.86
IV
74.4%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.66
IV
77.7%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.46
IV
81.0%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.25
IV
84.3%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.05
IV
87.6%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.84
IV
90.9%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.64
IV
94.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.44
IV
97.6%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.23
IV
100.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.05%
Daily EOD
SAR33.7%45.7%57.7%2026-10-19: 35.40%2026-10-20: 47.09%2026-10-23: 56.05%Oct 19Oct 20Oct 23
3 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
35.40%
47.09%
56.05%