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Selective Insurance Group SIGI 87.78 1.08 1.25%

SIGI Delta Exposure (DEX)

SIGI (Selective Insurance Group): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.205
Put Call Ratio (OI)
0.101
Put Call Ratio (Vol)
0.0909
IV Rank
2.65
IV Percentile
1.57
Max Pain
95

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-47.2
47.2
View values by strike
SIGI · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
65.00 96.1 0
70.00 172 0
80.00 459 -25.7
85.00 0 -224
90.00 91.6 0
95.00 32 -93.8
100.00 968 0
105.00 268 0
110.00 19.5 0
120.00 26.8 0
130.00 5.8 0