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Selective Insurance Group SIGI 99.44 -2.33 -2.29%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.232
Put Call Ratio (OI)
0.0948
Put Call Ratio (Vol)
0.19
IV Rank
7.31
IV Percentile
4.05
Max pain
90

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-54.4
54.4
View values by strike
SIGI · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
60.00 0 -3.19
65.00 194 0
70.00 1.9 K -4.24
75.00 99.1 -5.73
80.00 99.6 -73.2
85.00 0 -87.1
90.00 733 -72.3
95.00 1.58 K 0
100.00 3.19 K -50.6
105.00 2.4 K 0
110.00 22.5 -88.7
120.00 37.8 0
130.00 6.22 0