Selective Insurance Group... (SIGI)
NASDAQ: SIGI
· Real-Time Price · USD
80.28
-0.76 (-0.94%)
At close: Sep 05, 2025, 10:45 AM
SIGI Daily Delta Exposure
SIGI's current Delta Exposure (DEX) is 16.41K shares, which is 68% larger than the 3M average of 9.78K shares. During this period, DEX ranged from 1.07K on Jul 24, 2025 to 16.41K on Sep 4, 2025, with dealers maintaining net short exposure requiring continuous hedging.
DEX History
Date | Call Delta | Put Delta | Net Delta | P/C Delta |
---|---|---|---|---|
Sep 4, 2025 | 19,180.93 | -2,772.36 | 16,408.57 | 0.14 |
Aug 29, 2025 | 16,228.26 | -3,453.82 | 12,774.44 | 0.21 |
Aug 28, 2025 | 16,078.54 | -3,413.72 | 12,664.82 | 0.21 |
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