SARATOGA INVESTMENT CORP SAR 17.57 -0.07 -0.4%
SAR Historical Options Analysis
Explore SAR (SARATOGA INVESTMENT CORP) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
SAR / Comparative study
3 signals / 500 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z 1.85
56.19
Mean
20.42
Window
+362.5%
ATM IV
z 0.40
0.57
Mean
0.45
Window
+74.7%
IV Percentile
z 1.44
88.4
Mean
50.5
Window
+30.8%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.94 | 0.81 |
| ATM IV | 0.94 | 1.00 | 0.79 |
| IV Percent... | 0.81 | 0.79 | 1.00 |
Source observations
Data inspector
1-50 of 500
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 17.57 | 56.19 | 0.57 | 88.4 |
| 2026-09-18 | 17.64 | 60.68 | 0.6 | 89.64 |
| 2026-09-17 | 17.86 | 45.77 | 0.5 | 84.86 |
| 2026-09-16 | 17.59 | 75.96 | 0.7 | 96.02 |
| 2026-09-15 | 17.4 | 10.84 | 0.26 | 30.28 |
| 2026-09-14 | 17.34 | 73.3 | 0.69 | 94.4 |
| 2026-09-11 | 17.22 | 38.78 | 0.55 | 86.85 |
| 2026-09-10 | 17.16 | 18.5 | 0.36 | 60.96 |
| 2026-09-09 | 17.37 | 7 | 0.25 | 26.69 |
| 2026-09-08 | 17.45 | 14.56 | 0.32 | 48.61 |
| 2026-09-07 | 17.64 | 3.16 | 0.21 | 7.2 |
| 2026-09-04 | 17.64 | 1.64 | 0.2 | 2.39 |
| 2026-09-03 | 17.77 | 34.14 | 0.5 | 84.06 |
| 2026-09-02 | 18.34 | 22.22 | 0.39 | 70.12 |
| 2026-09-01 | 18.34 | 7.76 | 0.26 | 29.6 |
| 2026-08-31 | 18.5 | 20.6 | 0.38 | 65.46 |
| 2026-08-28 | 18.24 | 39.58 | 0.55 | 85.6 |
| 2026-08-27 | 18.33 | 16.51 | 0.34 | 56 |
| 2026-08-26 | 18.42 | 17.43 | 0.35 | 58 |
| 2026-08-25 | 18.42 | 17.3 | 0.35 | 57.6 |
| 2026-08-24 | 18.49 | 17.01 | 0.34 | 57.03 |
| 2026-08-21 | 18.43 | 30.89 | 0.47 | 81.2 |
| 2026-08-20 | 18.72 | 10.92 | 0.34 | 54.8 |
| 2026-08-19 | 18.8 | 9.41 | 0.32 | 47.6 |
| 2026-08-18 | 18.69 | 9.3 | 0.31 | 46.4 |
| 2026-08-17 | 18.71 | 12.75 | 0.36 | 60.64 |
| 2026-08-14 | 18.9 | 5.85 | 0.27 | 31.6 |
| 2026-08-13 | 19.55 | 5.2 | 0.26 | 29.6 |
| 2026-08-12 | 19.38 | 12.7 | 0.36 | 60.4 |
| 2026-08-11 | 19.58 | 10.59 | 0.33 | 52 |
| 2026-08-10 | 19.73 | 9.65 | 0.32 | 49.4 |
| 2026-08-07 | 20.01 | 2.25 | 0.22 | 15.6 |
| 2026-08-06 | 19.49 | 3.35 | 0.23 | 21.2 |
| 2026-08-05 | 19.09 | 7 | 0.28 | 36 |
| 2026-08-04 | 19.77 | 2.28 | 0.22 | 15.6 |
| 2026-08-03 | 19.49 | 7.49 | 0.29 | 38.55 |
| 2026-07-31 | 19.1 | 16.13 | 0.41 | 68 |
| 2026-07-30 | 18.85 | 18.46 | 0.44 | 74.8 |
| 2026-07-29 | 18.97 | 15.66 | 0.4 | 67.2 |
| 2026-07-28 | 19.28 | 8.72 | 0.31 | 42 |
| 2026-07-27 | 19.37 | 12.35 | 0.36 | 57.83 |
| 2026-07-24 | 18.94 | 19.8 | 0.45 | 75.6 |
| 2026-07-23 | 18.99 | 20.05 | 0.45 | 76 |
| 2026-07-22 | 19.37 | 18.81 | 0.43 | 74.4 |
| 2026-07-21 | 19.5 | 14.69 | 0.37 | 62.8 |
| 2026-07-20 | 19.41 | 19.53 | 0.44 | 75.9 |
| 2026-07-17 | 19.61 | 11.53 | 0.33 | 52 |
| 2026-07-16 | 19.41 | 13.22 | 0.35 | 59.6 |
| 2026-07-15 | 19.61 | 15.75 | 0.39 | 67.2 |
| 2026-07-14 | 19.2 | 24.75 | 0.52 | 82 |