ThetaOwl

SAFT

Safety Insurance Group, Inc.Financial Services
$73.10
Bullish
Mkt Cap: $1.09B|Float: 14.3M|SI: 1.1%|DTC: 2.6
Data as of market close Apr 2, 2026
IV Rank
89
IV Pctl
78%
HV 20d
1971.0%
52W Range
$65-$81
ATR(14)
$1.67
Exp. Move
±6.7%
P/C Ratio
0.08
Earnings
May 6
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Above
Exp. Move Wide
Low Put/Call

SAFT Key Options Data

IV Rank
88.9%
Total GEX
$0.00B
Total DEX
$0.0M
Max Pain
$75.00
Expected Move
±6.7%
Put/Call OI
0.08
Net Premium
$0.0M
Spot Price
$73.10

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$4.92±6.7%$68.17$78.02
2026-05-1543±$2.00±2.7%$71.10$75.10
2026-08-21141±$2.40±3.3%$70.70$75.50
2026-11-20232±$2.52±3.5%$70.57$75.62

Explore SAFT options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.