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
Selective Insurance Greeks
Delta, Gamma, Theta, and Vega Greek Charts for SIGI options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 40.00 | 0.8597 | 0.0062 | -0.2049 | 0.0584 |
| 45.00 | 0.8358 | 0.0082 | -0.1976 | 0.0658 |
| 50.00 | 0.8072 | 0.0109 | -0.1887 | 0.0741 |
| 55.00 | 0.7718 | 0.0148 | -0.178 | 0.0837 |
| 60.00 | 0.7253 | 0.0207 | -0.165 | 0.0952 |
| 65.00 | 0.6460 | 0.0307 | -0.1564 | 0.1128 |
| 70.00 | 0.5118 | 0.0480 | -0.1453 | 0.1367 |
| 75.00 | 0.2820 | 0.0889 | -0.1106 | 0.1631 |
| 80.00 | -0.3194 | 0.1343 | -0.0688 | 0.1589 |
| 85.00 | -0.7481 | 0.0328 | -0.0463 | 0.0696 |
| 90.00 | -0.7286 | 0.0205 | -0.0849 | 0.0723 |
| 95.00 | -0.7592 | 0.0164 | -0.0938 | 0.0680 |
| 100.00 | -0.7797 | 0.0137 | -0.1015 | 0.0647 |
| 105.00 | -0.7949 | 0.0118 | -0.1078 | 0.0620 |
| 110.00 | -0.8069 | 0.0105 | -0.1132 | 0.0598 |
| 115.00 | -0.8164 | 0.0094 | -0.1179 | 0.0580 |