SIGI
Selective Insurance Group, Inc.Financial Services$76.92
▲ Bullish
Mkt Cap: $4.62B|Float: 55.5M|SI: 3.5%|DTC: 3.9
Data as of market close Apr 2, 2026
IV Rank
86
IV Pctl
78%
HV 20d
19.3%
52W Range
$71-$92
ATR(14)
$1.71
Exp. Move
±3.1%
P/C Ratio
0.35
Earnings
Apr 29
GEX Positive
DEX Long
Net Put Premium
IV High
Max Pain Below
Exp. Move Moderate
Low Put/Call
SIGI Key Options Data
- IV Rank
- 86.4%
- Total GEX
- $0.00B
- Total DEX
- $0.0M
- Max Pain
- $75.00
- Expected Move
- ±3.1%
- Put/Call OI
- 0.35
- Net Premium
- $-0.0M
- Spot Price
- $76.92
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-17 | 15 | ±$2.42 | ±3.1% | $74.49 | $79.34 |
| 2026-05-15 | 43 | ±$2.42 | ±3.1% | $74.49 | $79.34 |
| 2026-06-18 | 77 | ±$4.70 | ±6.1% | $72.22 | $81.62 |
| 2026-09-18 | 169 | ±$5.55 | ±7.2% | $71.37 | $82.47 |
Explore SIGI options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.