SABANYSEFinancial

Saba Capital Income & Opportunities Fund II (SABA) earnings date, market-implied expected move, and options open interest by expiry

7.66

+0.04 · +0.52%

Regular session13:07 ET

Open7.67Volume1.3MDiv yield9.76%

Day7.66 – 7.670%52-wk3.62 – 4.16100%

SABA

Saba Capital Income & Opportunities Fund II

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

—

Calendar

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

+1.85%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

82 managers

Top fund weight

—

No upcoming report date for Saba Capital Income & Opportunities Fund II (SABA). No implied move.

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

No open-interest data.

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:00 ET

Intraday

Event sensitivity

FOMC ×1.15· ±0.6% vs ±0.6% · 23 releases

eventrelease day|move|up · n×base

FOMCrate decision±0.6%13 of 23×1.15

GDPgross domestic product±0.6%12 of 20×1.01

PCEpersonal income & outlays±0.5%10 of 20×0.91

CPIconsumer prices±0.5%2 of 11×0.83

CPROFcorporate profits±0.4%4 of 12×0.75

PPIproducer prices±0.4%4 of 11×0.72

NFPjobs report±0.3%2 of 10×0.62

Bar = avg |move| to ±1% · tick = ±0.6% avg day · ×base = |move| ÷ ±0.6% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod