Open
⌘K
Sign in Sign up

Selective Insurance Group SIGI 99.44 -2.33 -2.29%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SIGI / Comparative study

3 signals / 495 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.47
7.31
Mean
12.11
Window
-34.5%
ATM IV z -0.80
0.23
Mean
0.4
Window
-37.5%
IV Percentile z -1.46
4.05
Mean
45.57
Window
-93.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.93 0.75
ATM IV 0.93 1.00 0.72
IV Percent... 0.75 0.72 1.00
Source observations

Data inspector

1-50 of 495
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-06 99.44 7.31 0.23 4.05
2026-11-05 101.77 6.89 0.23 3.64
2026-11-04 103.2 3.04 0.19 0.78
2026-11-03 100.57 6.33 0.22 2.34
2026-11-02 100.76 6.62 0.23 2.35
2026-10-30 98.83 22.78 0.38 72.27
2026-10-29 99.32 20.6 0.36 64.45
2026-10-28 97.73 8.68 0.24 7.03
2026-10-27 98.53 14.84 0.3 30.08
2026-10-26 98.79 9.05 0.25 9.41
2026-10-23 96.61 19.82 0.35 60.16
2026-10-22 91.74 19.78 0.35 59.77
2026-10-21 91.08 14.87 0.3 30.08
2026-10-20 89.44 15.57 0.31 32.81
2026-10-19 88.87 14.75 0.3 28.63
2026-10-15 87.3 25.26 0.4 78.99
2026-10-14 86.21 15.56 0.41 81.71
2026-10-13 85.15 13.73 0.38 70.43
2026-10-12 84.92 14.44 0.39 75.39
2026-10-09 84.22 14.94 0.4 77.82
2026-10-08 85.13 14.55 0.39 76.26
2026-10-07 83.81 14.58 0.39 76.26
2026-10-06 84.82 14.07 0.39 73.15
2026-10-05 85.25 13.67 0.38 70.7
2026-10-02 85.59 12.52 0.36 64.2
2026-10-01 84.9 12.61 0.36 65.76
2026-09-30 83.6 18.05 0.45 84.05
2026-09-29 84.63 12.95 0.37 67.32
2026-09-28 85.08 9.44 0.31 34.38
2026-09-25 86.12 8.8 0.3 29.57
2026-09-24 85.77 15.38 0.41 77.34
2026-09-23 86.33 13.25 0.37 68.75
2026-09-22 87.68 6.99 0.27 18.36
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
2026-09-04 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