You're reading the free version. Trader adds the live tape and alerts.
Start tracking
SARATOGA INVESTMENT CORP SAR 12.68 0.07 0.56%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
SAR / Comparative study
3 signals / 490 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -0.33
14.86
Mean
21.63
Window
+29.3%
ATM IV
z -0.62
0.28
Mean
0.46
Window
-10.6%
IV Percentile
z -0.64
33.74
Mean
50.91
Window
-43.0%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.93 | 0.85 |
| ATM IV | 0.93 | 1.00 | 0.80 |
| IV Percent... | 0.85 | 0.80 | 1.00 |
Source observations
Data inspector
1-50 of 490
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-11-11 | 12.68 | 14.86 | 0.28 | 33.74 |
| 2026-11-10 | 12.61 | 10.42 | 0.25 | 23.17 |
| 2026-11-09 | 13.02 | 59.81 | 0.59 | 85.71 |
| 2026-11-06 | 12.96 | 53.28 | 0.55 | 82.52 |
| 2026-11-05 | 12.9 | 19.4 | 0.31 | 41.87 |
| 2026-11-04 | 13.9 | 46.57 | 0.5 | 80.39 |
| 2026-11-03 | 13.6 | 53.52 | 0.55 | 82.75 |
| 2026-11-02 | 13.63 | 83.64 | 0.76 | 98.82 |
| 2026-10-30 | 13.62 | 80.81 | 0.74 | 97.64 |
| 2026-10-29 | 13.94 | 67.23 | 0.64 | 90.51 |
| 2026-10-28 | 13.58 | 65.6 | 0.63 | 89.68 |
| 2026-10-27 | 13.65 | 74.09 | 0.69 | 94.44 |
| 2026-10-26 | 13.32 | 83.17 | 0.75 | 98.8 |
| 2026-10-23 | 13.57 | 72.95 | 0.68 | 94.44 |
| 2026-10-22 | 13.86 | 61.79 | 0.61 | 89.29 |
| 2026-10-21 | 13.69 | 64.41 | 0.62 | 90.48 |
| 2026-10-20 | 14.21 | 39.63 | 0.45 | 79.37 |
| 2026-10-19 | 14.9 | 0 | 0.18 | 0 |
| 2026-10-15 | 15.22 | 5.87 | 0.23 | 18.65 |
| 2026-10-14 | 14.92 | 6.74 | 0.23 | 20.63 |
| 2026-10-13 | 15.07 | 13.58 | 0.28 | 36.11 |
| 2026-10-12 | 14.93 | 6.03 | 0.23 | 19.52 |
| 2026-10-09 | 15.03 | 6.2 | 0.23 | 20.63 |
| 2026-10-08 | 14.97 | 4.64 | 0.22 | 16.27 |
| 2026-10-07 | 14.91 | 28.18 | 0.38 | 66.27 |
| 2026-10-06 | 15.81 | 12.08 | 0.27 | 32.94 |
| 2026-10-05 | 16.61 | 30.13 | 0.39 | 69.72 |
| 2026-10-02 | 16.48 | 30.77 | 0.4 | 70.63 |
| 2026-10-01 | 16.72 | 7.07 | 0.23 | 21.43 |
| 2026-09-30 | 16.66 | 58 | 0.58 | 88.89 |
| 2026-09-29 | 17.03 | 64.56 | 0.63 | 90.87 |
| 2026-09-28 | 16.8 | 41.44 | 0.47 | 82.07 |
| 2026-09-25 | 17.11 | 22.63 | 0.34 | 57.54 |
| 2026-09-24 | 17.33 | 44.07 | 0.49 | 84.46 |
| 2026-09-23 | 17.46 | 11.07 | 0.26 | 31.47 |
| 2026-09-22 | 17.75 | 21.4 | 0.33 | 51.79 |
| 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 |
| 2026-09-04 | 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 |