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Selective Insurance Group SIGI 87.78 1.08 1.25%

SIGI Historical Options Analysis

Explore SIGI (Selective Insurance Group) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SIGI / Comparative study

3 signals / 505 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.92
2.65
Mean
12.67
Window
-49.6%
ATM IV z -0.96
0.2
Mean
0.41
Window
-22.2%
IV Percentile z -1.58
1.57
Mean
46.82
Window
-95.1%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.89 0.72
ATM IV 0.89 1.00 0.73
IV Percent... 0.72 0.73 1.00
Source observations

Data inspector

1-50 of 505
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 87.78 2.65 0.2 1.57
2026-09-18 86.7 5.56 0.25 10.55
2026-09-17 87.12 56 1.05 99.22
2026-09-16 88.53 5.77 0.25 11.33
2026-09-15 89.34 3.51 0.22 1.95
2026-09-14 89.42 2.97 0.21 1.57
2026-09-11 90.34 5.5 0.25 9.38
2026-09-10 90.56 7.91 0.29 21.88
2026-09-09 90.12 5.43 0.25 8.59
2026-09-08 90.9 14.7 0.4 76.17
2026-09-07 92.19 25.9 0.57 91.37
2026-09-04 92.19 21.81 0.51 88.28
2026-09-03 93.2 16.1 0.42 81.25
2026-09-02 92.23 5.02 0.24 4.3
2026-09-01 91.21 7.42 0.28 18.82
2026-08-31 91.29 16.81 0.43 83.46
2026-08-28 92.46 10.99 0.34 45.1
2026-08-27 92.3 10.45 0.33 40.78
2026-08-26 92.38 11.4 0.34 47.45
2026-08-25 91.91 11.74 0.35 57.25
2026-08-24 92.65 8.98 0.3 29.92
2026-08-21 91.47 10.89 0.34 43.53
2026-08-20 90.81 4.67 0.24 2.75
2026-08-19 89.83 15.46 0.41 77.65
2026-08-18 91.3 11.63 0.35 56.08
2026-08-17 92.1 9.68 0.32 35.04
2026-08-14 94.37 5.31 0.25 6.27
2026-08-13 93.89 5.71 0.25 8.24
2026-08-12 93.84 5.36 0.25 6.67
2026-08-11 94.01 7.53 0.28 18.43
2026-08-10 94.94 5.72 0.25 7.87
2026-08-07 96.23 5.23 0.25 5.88
2026-08-06 96.78 4.69 0.24 2.75
2026-08-05 96.69 5.19 0.24 5.1
2026-08-04 96.63 4.8 0.24 3.14
2026-08-03 95.42 5.37 0.25 5.12
2026-07-31 94.79 12.2 0.36 55.29
2026-07-30 94.66 11.64 0.35 52.94
2026-07-29 96.68 4.62 0.24 2.35
2026-07-28 94.4 10.51 0.33 38.04
2026-07-27 92.78 9.6 0.31 31.1
2026-07-24 96.33 11.49 0.34 43.53
2026-07-23 97.79 28.38 0.61 94.51
2026-07-22 96.08 23.2 0.53 89.41
2026-07-21 98.76 34.73 0.71 96.86
2026-07-20 96.74 24.99 0.56 91.34
2026-07-17 96.46 10.9 0.34 40.39
2026-07-16 95.23 9.62 0.32 31.76
2026-07-15 93.65 12.58 0.36 60.39
2026-07-14 96.34 10.77 0.33 40.39