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Selective Insurance Group Inc (SIGI)

NASDAQ

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96.68 +2.28 +2.42%

03:59:59 - Closed. Currency in USD

After Hours

96.87

+0.19

+0.20%

4:18:22 - Real-time Data

Type: Equity

Market: United States

Volume: 818,975
Bid/Ask: 0.00 / 0.00
Day's Range: 92.53 - 96.71

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Selective Option Chain

Get free option data for SIGI. You'll find Call and Put Strike Prices, Last Price, Change, Volume, Implied Volatility, Theoretical and Greeks for Selective options for the expiration dates selected. Below this information you can also find an open interest chart for the stock's options.

Expiration Date:

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Strike Price:

Quotes Analysis

Jul 29, 2026 20:06 GMT

Calls

Puts

Last	Chg.	Bid	Ask	Vol	Strike	Last	Chg.	Bid	Ask	Vol
0	0%	43.5	48.5	0	50.00	0	0%	0	4.8	0
SIGI Call 50.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|50.00C Delta0.9989 Imp Vol0.7753 Bid43.5 Gamma0.0001 Theoretical46.21 Ask48.5 Theta-0.0009 Intrinsic Value46.68 Volume0 Vega0.0003 Time Value-46.68 Open Interest0 Rho0.0254 Delta / Theta-1,156.0856 SIGI Put 50.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|50.00P Delta-0.0758 Imp Vol2.2746 Bid0 Gamma0.0026 Theoretical2.4 Ask4.8 Theta-0.1698 Intrinsic Value-46.68 Volume0 Vega0.0344 Time Value46.68 Open Interest0 Rho-0.0056 Delta / Theta0.4463
0	0%	38.5	43.5	0	55.00	0	0%	0	4.8	0
SIGI Call 55.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|55.00C Delta0.9986 Imp Vol0.6715 Bid38.5 Gamma0.0001 Theoretical41.22 Ask43.5 Theta-0.0013 Intrinsic Value41.68 Volume0 Vega0.0003 Time Value-41.68 Open Interest0 Rho0.0331 Delta / Theta-791.9167 SIGI Put 55.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|55.00P Delta-0.0862 Imp Vol2.0064 Bid0 Gamma0.0032 Theoretical2.4 Ask4.8 Theta-0.165 Intrinsic Value-41.68 Volume0 Vega0.038 Time Value41.68 Open Interest0 Rho-0.0062 Delta / Theta0.5224
0	0%	33.5	38.5	0	60.00	0	0%	0	4.8	0
SIGI Call 60.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|60.00C Delta0.9988 Imp Vol0.5123 Bid33.5 Gamma0 Theoretical36.23 Ask38.5 Theta-0.0014 Intrinsic Value36.68 Volume0 Vega0.0001 Time Value-36.68 Open Interest0 Rho0.0377 Delta / Theta-720.6299 SIGI Put 60.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|60.00P Delta-0.0982 Imp Vol1.7608 Bid0 Gamma0.0041 Theoretical2.4 Ask4.8 Theta-0.1593 Intrinsic Value-36.68 Volume0 Vega0.0418 Time Value36.68 Open Interest7 Rho-0.0068 Delta / Theta0.616
					96.68	Price @ Jul 29, 2026 20:06 GMT
0	0%	0	4.8	0	100.00	0	0%	2.5	7	0
SIGI Call 100.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|100.00C Delta0.3746 Imp Vol0.4052 Bid0 Gamma0.0387 Theoretical2.4 Ask4.8 Theta-0.0822 Intrinsic Value-3.32 Volume0 Vega0.0915 Time Value3.32 Open Interest2 Rho0.0212 Delta / Theta-4.5594 SIGI Put 100.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|100.00P Delta-0.7162 Imp Vol0.2518 Bid2.5 Gamma0.0562 Theoretical4.75 Ask7 Theta-0.0416 Intrinsic Value3.32 Volume0 Vega0.0815 Time Value-3.32 Open Interest0 Rho-0.0357 Delta / Theta17.2183
0	0%	0	4.8	0	105.00	0	0%	7.5	11.5	0
SIGI Call 105.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|105.00C Delta0.2968 Imp Vol0.5695 Bid0 Gamma0.0251 Theoretical2.4 Ask4.8 Theta-0.1046 Intrinsic Value-8.32 Volume0 Vega0.0835 Time Value8.32 Open Interest3 Rho0.0165 Delta / Theta-2.8376 SIGI Put 105.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|105.00P Delta-0.8237 Imp Vol0.3572 Bid7.5 Gamma0.0303 Theoretical9.5 Ask11.5 Theta-0.0449 Intrinsic Value8.32 Volume0 Vega0.0622 Time Value-8.32 Open Interest0 Rho-0.0392 Delta / Theta18.3649
0.05	0%	0	4.8	10	110.00	0	0%	12.5	16.5	0
SIGI Call 110.00 Exp: Aug 21, 2026 Last: 0.05 Chg.: 0% SymbolSIGI\|20260821\|110.00C Delta0.2548 Imp Vol0.7082 Bid0 Gamma0.0188 Theoretical2.4 Ask4.8 Theta-0.1203 Intrinsic Value-13.32 Volume10 Vega0.0775 Time Value13.37 Open Interest10 Rho0.0139 Delta / Theta-2.1182 SIGI Put 110.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|110.00P Delta-0.8577 Imp Vol0.4735 Bid12.5 Gamma0.0199 Theoretical14.5 Ask16.5 Theta-0.0519 Intrinsic Value13.32 Volume0 Vega0.054 Time Value-13.32 Open Interest0 Rho-0.0412 Delta / Theta16.537

Open Positions

Calls

Puts

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