Saratoga Investment New (SAR)'s 30-day implied volatility (IV30) was 30.4% at the close on November 2, 2026, up from 29.4% the day before, against a 52-week range of 12.9% to 42.1%. Its 20-day historical volatility was 35.7%.

Key numbers

30-day implied volatility (IV30): 30.4%
IV30 52-week range: 12.9% to 42.1% (median 22.1%)
Historical volatility: 20-day 35.7%, 1-year 24.9%
Implied move by the nearest expiration: ±1.9%

Data as of November 2, 2026.

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

Name: SAR Implied Volatility
Creator: Market Chameleon