If you buy it at a supermarket and its generally cheap, its not the real deal. Some of the spice may be, but not the whole thing. If you want the real stuff, go to this spice website called Penzey's (or Penzy's, I can't remember if there is an e before the y or not)
Real saffron is very expensive, and Penzy's has saffron that you can buy by the gram, some of it around $15 per gram. So if you want the real stuff, go there, but if you don't care, then you to your local grocery store.
Read Penzy's magazine and an article over Saffron