SAFT · Safety Insurance Group Inc

Track SAFT — free Ask ALVIS about SAFT

$103.24 +30.30 (+41.54%) At close · Jul 24

Market Cap

$1.52B

14.68M

Options Chain

15-min delayed Underlying $103.24 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 32 contracts

Put / call OI

0.01

Call-heavy positioning

Open interest

181

contracts outstanding

Volume

963

traded today

Max pain

$75.00

$28.24 below spot

ATM implied vol

8.2%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Nov 20 116d Feb 19 207d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	244.9%	0.962	—		—	—	—	—	0
Call · $40 In the money Last — Breakeven — Implied vol 244.9% Delta 0.962 ≈96% ITM Gamma 0.001 Theta -0.102 Vega 0.028 Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	216.7%	0.957	—		—	—	—	—	0
Call · $45 In the money Last — Breakeven — Implied vol 216.7% Delta 0.957 ≈96% ITM Gamma 0.002 Theta -0.099 Vega 0.03 Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	193.2%	0.951	—		—	-0.023	152%	—	0
Call · $50 In the money Last — Breakeven — Implied vol 193.2% Delta 0.951 ≈95% ITM Gamma 0.002 Theta -0.099 Vega 0.032 Open interest 0 Model this call Put · $50 Last — Breakeven — Implied vol 152% Delta -0.023 ≈2% ITM Gamma 0.001 Theta -0.044 Vega 0.019 Open interest 0 Model this put
0	—	170.6%	0.944	—		—	-0.026	133.6%	—	0
Call · $55 In the money Last — Breakeven — Implied vol 170.6% Delta 0.944 ≈94% ITM Gamma 0.002 Theta -0.096 Vega 0.034 Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol 133.6% Delta -0.026 ≈3% ITM Gamma 0.002 Theta -0.043 Vega 0.02 Open interest 0 Model this put
0	—	150%	0.937	—		—	-0.03	116.9%	—	0
Call · $60 In the money Last — Breakeven — Implied vol 150% Delta 0.937 ≈94% ITM Gamma 0.003 Theta -0.093 Vega 0.036 Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol 116.9% Delta -0.03 ≈3% ITM Gamma 0.002 Theta -0.042 Vega 0.021 Open interest 0 Model this put
0	—	131.2%	0.929	—		—	-0.034	101.5%	—	0
Call · $65 In the money Last — Breakeven — Implied vol 131.2% Delta 0.929 ≈93% ITM Gamma 0.004 Theta -0.09 Vega 0.037 Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol 101.5% Delta -0.034 ≈3% ITM Gamma 0.003 Theta -0.041 Vega 0.022 Open interest 0 Model this put
0	2	112.6%	0.921	$31.00		—	-0.071	108.1%	—	0
Call · $70 In the money Last $31.00 Breakeven $101.00 Implied vol 112.6% Delta 0.921 ≈92% ITM Gamma 0.005 Theta -0.084 Vega 0.039 Open interest 0 Model this call Put · $70 Last — Breakeven — Implied vol 108.1% Delta -0.071 ≈7% ITM Gamma 0.005 Theta -0.078 Vega 0.039 Open interest 0 Model this put
8	1	97.8%	0.907	$1.10		—	-0.152	138.1%	—	0
Call · $75 In the money Last $1.10 Breakeven $76.10 Implied vol 97.8% Delta 0.907 ≈91% ITM Gamma 0.006 Theta -0.084 Vega 0.041 Open interest 8 Model this call Put · $75 Last — Breakeven — Implied vol 138.1% Delta -0.152 ≈15% ITM Gamma 0.006 Theta -0.172 Vega 0.061 Open interest 0 Model this put
4	1	82.7%	0.891	$0.06		$0.05	-0.016	44.7%	100	0
Call · $80 In the money Last $0.06 Breakeven $80.06 Implied vol 82.7% Delta 0.891 ≈89% ITM Gamma 0.008 Theta -0.08 Vega 0.042 Open interest 4 Model this call Put · $80 Last $0.05 Breakeven $79.95 Implied vol 44.7% Delta -0.016 ≈2% ITM Gamma 0.003 Theta -0.009 Vega 0.012 Open interest 0 Model this put
6	1	66.2%	0.873	$0.35		$0.05	-0.269	206.4%	1	1
Call · $85 In the money Last $0.35 Breakeven $85.35 Implied vol 66.2% Delta 0.873 ≈87% ITM Gamma 0.012 Theta -0.071 Vega 0.065 Open interest 6 Model this call Put · $85 Last $0.05 Breakeven $84.95 Implied vol 206.4% Delta -0.269 ≈27% ITM Gamma 0.006 Theta -0.365 Vega 0.094 Open interest 1 Model this put
157	3	51.6%	0.84	$0.35		$0.05	-0.033	27%	211	0
Call · $90 In the money Last $0.35 Breakeven $90.35 Implied vol 51.6% Delta 0.84 ≈84% ITM Gamma 0.017 Theta -0.065 Vega 0.067 Open interest 157 Model this call Put · $90 Last $0.05 Breakeven $89.95 Implied vol 27% Delta -0.033 ≈3% ITM Gamma 0.01 Theta -0.011 Vega 0.026 Open interest 0 Model this put
3	1	36.3%	0.792	$7.64		$0.05	-0.058	18%	130	0
Call · $95 In the money Last $7.64 Breakeven $102.64 Implied vol 36.3% Delta 0.792 ≈79% ITM Gamma 0.029 Theta -0.055 Vega 0.069 Open interest 3 Model this call Put · $95 Last $0.05 Breakeven $94.95 Implied vol 18% Delta -0.058 ≈6% ITM Gamma 0.024 Theta -0.011 Vega 0.027 Open interest 0 Model this put
0	3	12.5%	0.755	$2.96		$0.20	-0.16	8.5%	399	0
Call · $100 In the money Last $2.96 Breakeven $102.96 Implied vol 12.5% Delta 0.755 ≈75% ITM Gamma 0.094 Theta -0.021 Vega 0.093 Open interest 0 Model this call Put · $100 Last $0.20 Breakeven $99.80 Implied vol 8.5% Delta -0.16 ≈16% ITM Gamma 0.105 Theta -0.011 Vega 0.071 Open interest 0 Model this put
Underlying $103.24
1	95	8.2%	0.114	$0.15		$2.25	—	—	1	0
Call · $105 Last $0.15 Breakeven $105.15 Implied vol 8.2% Delta 0.114 ≈11% ITM Gamma 0.087 Theta -0.008 Vega 0.049 Open interest 1 Model this call Put · $105 In the money Last $2.25 Breakeven $102.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	5	—	—	$0.10		—	—	—	—	0
Call · $110 Last $0.10 Breakeven $110.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $110 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	7	—	—	$0.05		$12.40	—	—	2	0
Call · $115 Last $0.05 Breakeven $115.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 In the money Last $12.40 Breakeven $102.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1172052 CUSIP 78648T100 13F (30d) 43 filings 43 filers