Selective Insurance Group Inc. (SIGI) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Selective Insurance Group...

NASDAQ: SIGI · Real-Time Price · USD
81.04
1.82 (2.30%)
At close: Sep 04, 2025, 3:59 PM
81.04
0.00%
Pre-market: Sep 05, 2025, 07:27 AM EDT

SIGI Option Overview

Overview for all option chains of SIGI. As of September 05, 2025, SIGI options have an IV of 104.3% and an IV rank of 160.07%. The volume is 13 contracts, which is 185.71% of average daily volume of 7 contracts. The volume put-call ratio is 1.17, indicating a neutral sentiment in the market.

Implied Volatility

Implied Volatility (30d)
104.3%
IV Rank
160.07%
Historical Volatility
60.16%
IV Low
32.21% on Jan 16, 2025
IV High
77.25% on Sep 02, 2025

Open Interest (OI)

Today's Open Interest
627
Put-Call Ratio
0.52
Put Open Interest
215
Call Open Interest
412
Open Interest Avg (30-day)
602
Today vs Open Interest Avg (30-day)
104.15%

Option Volume

Today's Volume
13
Put-Call Ratio
1.17
Put Volume
7
Call Volume
6
Volume Avg (30-day)
7
Today vs Volume Avg (30-day)
185.71%

Option Chain Statistics

This table provides a comprehensive overview of all SIGI options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 19, 2025 0 0 0 95 54 0.57 104.3% 75
Oct 17, 2025 1 0 0 14 2 0.14 62.16% 70
Dec 19, 2025 0 6 0 46 141 3.07 46.33% 75
Jan 16, 2026 0 0 0 0 0 0 n/a 95
Mar 20, 2026 5 1 0.2 257 18 0.07 37.02% 65