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SAR

Saratoga Investment Corp NewClose $22.20EOD only
Max Pain
$20.00
Next expiry Jun 18, 2026
Expected Move
±$1.07
4.8% from close
Price Gap
-2.20
Distance to max pain
IV Rank
4
Low premium
P/C OI
0.56
Slightly call-heavy
Consensus
No reports available
Published snapshot: May 20, 2026 close
End-of-day snapshot

This page reflects SAR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 20, 2026 close
Historical Volatility — SAR
Data as of market close May 20, 2026

Volatility regime context for premium pricing decisions. CTA pressure stays medium unless IV percentile, IV-vs-HV spread, regime label, and rich/cheap verdict are all available above the fold.

SAR Volatility
Regime framing first, then historical context
IV Current
45.7%
Current implied level
IV Percentile
7%
Position in selected lookback window
IV vs HV20
21.8 pts
IV above realized
Regime
Compressed
IV is in the lower quartile of this lookback window.
HV 20d
23.9%
Realized baseline
IV vs HV history
Keep the chart dominant and use period toggles for context windows
250/250 points passed volatility sanity checks
Signals
Premium RichRegime Compressed
Quick Stats
IV Percentile7%
IV vs HV2021.8 pts
RegimeCompressed
HV 20d23.9%
Consensus

Reports are not available for this symbol yet. Use signals and levels while coverage is pending.

View Report Status
Latest ratios
P/C Volume0.89
P/C OI0.56
How to Read Volatility Context
This page compares realized movement with options pricing so you can judge whether premium looks rich or cheap.
What the comparison means

Historical volatility shows what the stock has actually done, while implied volatility shows what options are currently charging for future movement.

How traders use it

When IV sits above realized movement, premium sellers often pay attention. When realized movement catches up or exceeds IV, buyers get a stronger case.

What can trap you

Expensive options can still get more expensive into catalysts, and cheap-looking options can stay cheap when realized movement dries up.

Rich or cheap is a pricing read, not a directional signal by itself.