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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

Expected move

No chain in the last ten days can size a move for SAR.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.35%
Average actual move
3.79%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
October 08, 2025 ±6.21% -4.71% 0.76× —
July 09, 2025 ±4.49% -2.88% 0.64× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →