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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for SIGI across all expirations is 701.82 shares per 1% move, with 927.47 from calls and 225.65 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.
SIGI GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 340.46 | -120.03 | 220.43 | 0.35 |
| Oct 17, 25 | 69.78 | -2.63 | 67.15 | 0.04 |
| Dec 19, 25 | 86.57 | -67.99 | 18.58 | 0.79 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 430.66 | -35 | 395.66 | 0.08 |