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SARATOGA INVESTMENT CORP SAR 12.68 0.07 0.56%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.282
Put Call Ratio (OI)
5.46
Put Call Ratio (Vol)
0.658
IV Rank
14.9
IV Percentile
33.7
Max pain
22.5

Gamma exposure (2026-11-11)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
9.0
191.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.3
22.3
View values by strike
SAR · Gamma exposure · 2026-11-11. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 51.3 -11.6
12.50 334 -4.37 K
15.00 3.42 K -2.27 K
17.50 1.89 K 7.37e-8
20.00 874 -8.67e-6
22.50 1.02 K 1.29e-7
25.00 3.07 K -2.34e-7
30.00 0 -325