Safety Insurance Group (SAFT)'s 30-day implied volatility (IV30) was 4.7% at the close on November 12, 2026, up from 4.3% the day before, against a 52-week range of 2.5% to 30.7%. Its 20-day historical volatility was 2.8%.

Key numbers

30-day implied volatility (IV30): 4.7%
IV30 52-week range: 2.5% to 30.7% (median 20.2%)
Historical volatility: 20-day 2.8%, 1-year 21.6%
Implied move by the nearest expiration: ±0.2%

Data as of November 12, 2026.

SAFT Implied Volatility (IV) vs Historical Volatility (HV)

Name: SAFT Implied Volatility
Creator: Market Chameleon