Selective Insurance Group... (SIGI)
NASDAQ: SIGI
· Real-Time Price · USD
76.69
-1.50 (-1.92%)
At close: Aug 15, 2025, 3:59 PM
76.71
0.03%
After-hours: Aug 15, 2025, 04:20 PM EDT
SIGI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for SIGI across all expirations is 561.71 shares per 1% move, with 739.6 from calls and 177.89 from puts. The put-call GEX ratio of 0.24 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Mar 20, 26 expiration with 310.27 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
SIGI GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Sep 19, 25 | 316.21 | -84.64 | 231.57 | 0.27 |
Oct 17, 25 | 0 | 0 | 0 | n/a |
Dec 19, 25 | 77.53 | -57.66 | 19.87 | 0.74 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Mar 20, 26 | 345.86 | -35.59 | 310.27 | 0.10 |