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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

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-54.4
54.4
View values by strike
SIGI · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
60.00 0 -23.8
65.00 45.9 0
70.00 808 -40.5
75.00 14.6 -58.6
80.00 4.74 -474
85.00 0 -965
90.00 1.61 K -572
95.00 6.65 K 0
100.00 27.9 K -529
105.00 34.1 K 0
110.00 481 -243
120.00 495 0
130.00 73.7 0