SAR · Saratoga Investment Corp.

Track SAR — free

$18.90 -0.65 (-3.32%) At close · Aug 14

Market Cap

$308.27M

16.31M

Options Chain

Underlying $18.90 · at close Aug 14, 2026 Options Calculator

Positioning

Aug 21, 2026 · 5 days to expiry · 22 contracts · mixed snapshot sessions · May 18, 2026–Aug 14, 2026; 5 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

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dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 5d Sep 18 33d Nov 20 96d Feb 19 187d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	12	1277.5%	0.981	$17.30		—	—	—	—	0
Call · $2.5 In the money Snapshot session Aug 4, 2026 Last $17.30 Breakeven $19.80 Implied vol 1277.5% Delta 0.981 ≈98% ITM Gamma 0.001 Theta -0.118 Vega 0.001 Open interest 0 Model this call Put · $2.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	1	832.1%	0.966	$14.73		—	—	—	—	0
Call · $5 In the money Snapshot session Aug 4, 2026 Last $14.73 Breakeven $19.73 Implied vol 832.1% Delta 0.966 ≈97% ITM Gamma 0.004 Theta -0.127 Vega 0.002 Open interest 0 Model this call Put · $5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	536.3%	0.962	—		—	—	—	—	0
Call · $7.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 536.3% Delta 0.962 ≈96% ITM Gamma 0.007 Theta -0.089 Vega 0.002 Open interest 0 Model this call Put · $7.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	1	388.2%	0.947	$9.50		—	—	—	—	0
Call · $10 In the money Snapshot session Aug 3, 2026 Last $9.50 Breakeven $19.50 Implied vol 388.2% Delta 0.947 ≈95% ITM Gamma 0.012 Theta -0.083 Vega 0.003 Open interest 0 Model this call Put · $10 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	2	274.9%	0.926	$7.25		$0.06	-0.034	207.8%	1	293
Call · $12.5 In the money Snapshot session Aug 4, 2026 Last $7.25 Breakeven $19.75 Implied vol 274.9% Delta 0.926 ≈93% ITM Gamma 0.022 Theta -0.076 Vega 0.003 Open interest 0 Model this call Put · $12.5 Snapshot session Jul 1, 2026 Last $0.06 Breakeven $12.44 Implied vol 207.8% Delta -0.034 ≈3% ITM Gamma 0.016 Theta -0.034 Vega 0.002 Open interest 293 Model this put
0	2	193.1%	0.88	$7.49		$0.20	—	—	1	1
Call · $15 In the money Snapshot session May 18, 2026 Last $7.49 Breakeven $22.49 Implied vol 193.1% Delta 0.88 ≈88% ITM Gamma 0.045 Theta -0.078 Vega 0.005 Open interest 0 Model this call Put · $15 Snapshot session Jul 10, 2026 Last $0.20 Breakeven $14.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	2	151.5%	0.722	$4.85		$0.05	-0.238	118.2%	11	90
Call · $17.5 In the money Snapshot session May 18, 2026 Last $4.85 Breakeven $22.35 Implied vol 151.5% Delta 0.722 ≈72% ITM Gamma 0.095 Theta -0.105 Vega 0.008 Open interest 0 Model this call Put · $17.5 Snapshot session Aug 14, 2026 Last $0.05 Breakeven $17.45 Implied vol 118.2% Delta -0.238 ≈24% ITM Gamma 0.112 Theta -0.081 Vega 0.008 Open interest 90 Model this put
Underlying $18.90
154	1	79.9%	0.353	$0.34		$1.15	-0.71	56.8%	15	127
Call · $20 Snapshot session Aug 7, 2026 Last $0.34 Breakeven $20.34 Implied vol 79.9% Delta 0.353 ≈35% ITM Gamma 0.202 Theta -0.062 Vega 0.008 Open interest 154 Model this call Put · $20 In the money Snapshot session Aug 14, 2026 Last $1.15 Breakeven $18.85 Implied vol 56.8% Delta -0.71 ≈71% ITM Gamma 0.255 Theta -0.048 Vega 0.008 Open interest 127 Model this put
57	2	101.6%	0.112	$0.05		$3.50	—	—	30	27
Call · $22.5 Snapshot session Aug 7, 2026 Last $0.05 Breakeven $22.55 Implied vol 101.6% Delta 0.112 ≈11% ITM Gamma 0.08 Theta -0.041 Vega 0.004 Open interest 57 Model this call Put · $22.5 In the money Snapshot session Jul 27, 2026 Last $3.50 Breakeven $19.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 27 Model this put
376	9	141.1%	0.072	$0.03		$7.15	—	—	4	32
Call · $25 Snapshot session Aug 12, 2026 Last $0.03 Breakeven $25.03 Implied vol 141.1% Delta 0.072 ≈7% ITM Gamma 0.042 Theta -0.041 Vega 0.003 Open interest 376 Model this call Put · $25 In the money Snapshot session Jul 10, 2026 Last $7.15 Breakeven $17.85 Implied vol — Delta — Gamma — Theta — Vega — Open interest 32 Model this put
2	1	—	—	$0.10		$12.47	-0.902	253.4%	4	0
Call · $30 Snapshot session Jul 8, 2026 Last $0.10 Breakeven $30.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $30 In the money Snapshot session Jul 9, 2026 Last $12.47 Breakeven $17.53 Implied vol 253.4% Delta -0.902 ≈90% ITM Gamma 0.029 Theta -0.1 Vega 0.005 Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · May 18, 2026–Aug 14, 2026; 5 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. 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.

Key facts CIK 1377936 CUSIP 80349A208 13F (30d) 54 filings 54 filers Visit website Investor relations