Caviar usually has a shelf life of several months as long as it is kept cold. I've never mail-ordered it, but if it didn't come packed in a cooler with ice packs, it would be a problem.
And now that I'm looking, they're selling Petrossian caviar which is a well-known purveyor. The Saks website indicates (1) an 8-week shelf life, and (2) that it ships from the vendor. Ordering directly from Petrossian would incur a $39 charge as they only ship perishables next-day, the Saks website charges $25 for "Express 5-7 Business Days" which I think would be due to the delay for Petrossian to ship to make sure it can be shipped overnight. But it might be worth calling Saks.