Selective Insurance Group Inc. (SIGI) Delta Exposure Analysis | DEX Options Flow & Market Impact - Stocknear

Selective Insurance Group...

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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