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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for SIGI across all expirations is 416.72 shares per 1% move, with 567.82 from calls and 151.1 from puts. The put-call GEX ratio of 0.27 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
SIGI GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 64.88 | -14.09 | 50.79 | 0.22 |
| Nov 21, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 126.67 | -94.83 | 31.84 | 0.75 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 376.27 | -42.18 | 334.09 | 0.11 |