Selective Insurance Group... (SIGI)
NASDAQ: SIGI
· Real-Time Price · USD
79.84
1.41 (1.80%)
At close: Sep 26, 2025, 3:59 PM
80.14
0.38%
After-hours: Sep 26, 2025, 06:04 PM EDT
SIGI Daily Delta Exposure
SIGI's current Delta Exposure (DEX) is 10.51K shares, which is 16% larger than the 3M average of 9.09K shares. During this period, DEX ranged from 202.44 on Jul 24, 2025 to 13.07K 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 22, 2025 | 12,852.67 | -2,338.97 | 10,513.7 | 0.18 |
| Sep 18, 2025 | 12,902.04 | -2,307.6 | 10,594.44 | 0.18 |
| Sep 16, 2025 | 12,260.79 | -2,222.61 | 10,038.18 | 0.18 |
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