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Selective Insurance Group SIGI 87.78 1.08 1.25%

SIGI Gamma Exposure (GEX)

SIGI (Selective Insurance Group): See how call and put gamma exposure is distributed across option strikes. 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

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-47.2
47.2
View values by strike
SIGI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
65.00 37.8 0
70.00 159 0
80.00 1.09 K -167
85.00 0 -1.34 K
90.00 558 0
95.00 223 -249
100.00 8.07 K 0
105.00 1.55 K 0
110.00 187 0
120.00 234 0
130.00 43.8 0