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SARATOGA INVESTMENT CORP SAR 17.57 -0.07 -0.4%

SAR Gamma Exposure (GEX)

SAR (SARATOGA INVESTMENT CORP): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.57
Put Call Ratio (OI)
5.07
Put Call Ratio (Vol)
6.05
IV Rank
56.2
IV Percentile
88.4
Max Pain
20

Gamma exposure (2026-09-21)

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}
25.0
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-17.6
17.6
View values by strike
SAR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 0 -5.03
12.50 0 -241
15.00 20 -6.18 K
17.50 4.4 K -55.3 K
20.00 3.83 K -31.6 K
22.50 2.93 K -1.62 K
25.00 7.24 K -3.66 K
30.00 0 -8.89e-8