Selective Insurance Group... (SIGI)
NASDAQ: SIGI
· Real-Time Price · USD
79.75
-1.29 (-1.59%)
At close: Sep 05, 2025, 3:50 PM
SIGI Delta Exposure By Expiry
The total Delta Exposure (DEX) for SIGI across all expirations shows 16,408.57 net shares that market makers must hedge, with 19,180.93 from calls and 2,772.36 from puts. The put-call delta ratio of 0.14 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
SIGI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 4,123.42 | -788.88 | 3,334.54 | 0.19 |
| Oct 17, 25 | 676.65 | -35.41 | 641.24 | 0.05 |
| Dec 19, 25 | 1,342.98 | -1,364.64 | -21.66 | 1.02 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 13,037.88 | -583.43 | 12,454.45 | 0.04 |