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Safety Insurance Group Inc SAFT 103.64 0.13 0.13%

SAFT Delta Exposure (DEX)

SAFT (Safety Insurance Group Inc): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.163
Put Call Ratio (OI)
1.22
Put Call Ratio (Vol)
0.878
IV Rank
4.43
IV Percentile
9.96
Max Pain
105

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-63.6
63.6
View values by strike
SAFT · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
50.00 0 -2.26
60.00 0 -3.77
65.00 0 -15.8
70.00 0 -32.6
75.00 0 -28.4
80.00 0 -1.89
95.00 0 -98.8
100.00 4.49 K -1.22 K
105.00 1.34 K -4.25 K
110.00 142 0