Saratoga Investment Corp. (SAR)
25.32
0.01 (0.04%)
At close: Apr 03, 2025, 2:27 PM
Volatility Exposure
Saratoga Investment has experienced an average implied
volatility of 0.34 and an average realized volatility of 0.02.
Volatility History
| Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
|---|---|---|---|---|---|---|---|
| 10/14/24 | +1.18% | 0 | 1.27K | +0.39% | 0.26 | n/a | n/a |
| 10/11/24 | -1.37% | 0 | 1.27K | +2.76% | 0.25 | n/a | n/a |
| 10/10/24 | -1.32% | 0 | 1.23K | -6.02% | 0.21 | n/a | n/a |
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