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SARATOGA INVESTMENT CORP. NEW SAR

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Market datapartial · fetched 2026-10-23T00:49:12.142Z

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 · 2026-10-22T23:13:13.628698452Z

FundamentalsAlpha Vantage · unavailable

Share price$13.75
1D+1.5%
AH$13.62$13.76$13.89$14.02$14.165:30 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$0.41$2.25$4.08$5.92$7.76$8.21$11.36$14.51$17.67$20.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAR spot · $13.75SAR PRICE$0.60$1.04$1.10$1.16$1.22$1.28$1.34$1.40$1.46$1.53$1.59$1.65$2.51$0.81$0.93$1.06$1.18$1.30$1.42$1.55$1.67$1.79$2.64$4.17$5.70$7.23
PutsExpensive1.96×
CallsExpensive3.26×
SkewBullish-39.60 pp
Implied moveBearish±$2.89
TiltBearish27.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.91169.9%92.8%10.27158.0%31.2%
25Δ29.64254.2%123.1%10.83147.8%28.0%
30Δ27.94234.7%111.2%11.39137.6%24.9%
35Δ26.23215.2%99.2%11.94127.4%21.7%
40Δ24.53195.7%87.2%12.50117.1%18.5%
45Δ22.82176.2%75.3%13.06106.9%15.4%
50Δ21.11156.7%63.3%13.6296.7%12.2%
55Δ19.41137.2%51.4%14.1786.5%9.0%
60Δ17.70117.7%39.4%14.7376.3%5.9%
65Δ16.0098.1%27.4%15.8378.7%4.1%
70Δ14.2978.6%15.5%17.4492.9%3.5%
75Δ12.5959.1%3.5%19.04107.1%3.0%
80Δ11.6176.2%2.6%20.65121.4%2.4%

20Δ

Calls
Pseudo strike
25.91
IV
169.9%
B/E move
92.8%
Puts
Pseudo strike
10.27
IV
158.0%
B/E move
31.2%

25Δ

Calls
Pseudo strike
29.64
IV
254.2%
B/E move
123.1%
Puts
Pseudo strike
10.83
IV
147.8%
B/E move
28.0%

30Δ

Calls
Pseudo strike
27.94
IV
234.7%
B/E move
111.2%
Puts
Pseudo strike
11.39
IV
137.6%
B/E move
24.9%

35Δ

Calls
Pseudo strike
26.23
IV
215.2%
B/E move
99.2%
Puts
Pseudo strike
11.94
IV
127.4%
B/E move
21.7%

40Δ

Calls
Pseudo strike
24.53
IV
195.7%
B/E move
87.2%
Puts
Pseudo strike
12.50
IV
117.1%
B/E move
18.5%

45Δ

Calls
Pseudo strike
22.82
IV
176.2%
B/E move
75.3%
Puts
Pseudo strike
13.06
IV
106.9%
B/E move
15.4%

50Δ

Calls
Pseudo strike
21.11
IV
156.7%
B/E move
63.3%
Puts
Pseudo strike
13.62
IV
96.7%
B/E move
12.2%

55Δ

Calls
Pseudo strike
19.41
IV
137.2%
B/E move
51.4%
Puts
Pseudo strike
14.17
IV
86.5%
B/E move
9.0%

60Δ

Calls
Pseudo strike
17.70
IV
117.7%
B/E move
39.4%
Puts
Pseudo strike
14.73
IV
76.3%
B/E move
5.9%

65Δ

Calls
Pseudo strike
16.00
IV
98.1%
B/E move
27.4%
Puts
Pseudo strike
15.83
IV
78.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
14.29
IV
78.6%
B/E move
15.5%
Puts
Pseudo strike
17.44
IV
92.9%
B/E move
3.5%

75Δ

Calls
Pseudo strike
12.59
IV
59.1%
B/E move
3.5%
Puts
Pseudo strike
19.04
IV
107.1%
B/E move
3.0%

80Δ

Calls
Pseudo strike
11.61
IV
76.2%
B/E move
2.6%
Puts
Pseudo strike
20.65
IV
121.4%
B/E move
2.4%

Options history

No recorded observations