ThetaOwl

SAR

Saratoga Investment Corp NewFinancial Services
$22.03
Bullish
Mkt Cap: $357.4M|DTC: 10.5
Data as of market close Apr 2, 2026
IV Rank
90
IV Pctl
78%
HV 20d
31.0%
52W Range
$19-$24
ATR(14)
$0.66
Exp. Move
±12.3%
P/C Ratio
1.71
Earnings
May 6
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Above
Exp. Move Wide
High Put/Call

SAR Key Options Data

IV Rank
90.3%
Total GEX
$0.00B
Total DEX
$0.1M
Max Pain
$22.50
Expected Move
±12.3%
Put/Call OI
1.71
Net Premium
$0.0M
Spot Price
$22.03

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$2.70±12.3%$19.33$24.73
2026-05-1543±$2.95±13.4%$19.08$24.98
2026-08-21141±$4.35±19.8%$17.68$26.38
2026-11-20232±$0.65±3.0%$21.38$22.68

Explore SAR 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.