Expected Move — SIGI
Data as of market close Apr 2, 2026
SIGI Expected Move Data
- Nearest Expiry
- 2026-04-17
- Expected Move
- ±3.1%
- Expected Range
- $74.49–$79.34
- Days to Expiry
- 15
- ATM Strike
- $75.00
- Spot Price
- $76.92
Expected Move by Expiration (spot: $76.92)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | $75.00 | ±$2.42 | ±3.1% | $74.49 | $79.34 |
| 2026-05-15 | 43 | $80.00 | ±$2.42 | ±3.1% | $74.49 | $79.34 |
| 2026-06-18 | 77 | $75.00 | ±$4.70 | ±6.1% | $72.22 | $81.62 |
| 2026-09-18 | 169 | $75.00 | ±$5.55 | ±7.2% | $71.37 | $82.47 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | 75 | 2.42 | 3.15 | 74.49 | 79.34 |
| 2026-05-15 | 43 | 80 | 2.42 | 3.15 | 74.49 | 79.34 |
| 2026-06-18 | 77 | 75 | 4.7 | 6.11 | 72.22 | 81.62 |
| 2026-09-18 | 169 | 75 | 5.55 | 7.22 | 71.37 | 82.47 |
Check the expected price move for SIGI by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.