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Selective Insurance Group SIGI 87.78 1.08 1.25%

SIGI Options Support & Resistance

SIGI (Selective Insurance Group): Explore options-derived support and resistance levels, call walls and put walls. 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

Option Walls

A gamma wall is a strike where dealer gamma is concentrated.

Price often pauses or reverses there because dealers must hedge aggressively when the underlying crosses it. Walls above spot tend to act as resistance; walls below spot tend to act as support.

See also: Gamma exposure (GEX)

$80 Key Put Strike 2 $85 Put Wall $95 Max Pain $100 Call Wall $105 Key Call Strike 2