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Selective Insurance Group Inc (SIGI)

NASDAQ

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89.83 -1.47 -1.61%

19/08 - Closed. Currency in USD

After Hours

90.04

+0.21

+0.23%

1:55:08 - Real-time Data

Type: Equity

Market: United States

Volume: 292,481
Bid/Ask: 0.00 / 0.00
Day's Range: 89.75 - 92.40

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Selective Option Chain

Get free option data for SIGI. You'll find Call and Put Strike Prices, Last Price, Change, Volume, Implied Volatility, Theoretical and Greeks for Selective options for the expiration dates selected. Below this information you can also find an open interest chart for the stock's options.

Expiration Date:

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Strike Price:

Quotes Analysis

Aug 19, 2026 20:07 GMT

Calls

Puts

Last	Chg.	Bid	Ask	Vol	Strike	Last	Chg.	Bid	Ask	Vol
0	0%	38.5	42.5	0	50.00	0	0%	0	4.8	0
SIGI Call 50.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|50.00C Delta0.9685 Imp Vol4.7172 Bid38.5 Gamma0.0022 Theoretical40.5 Ask42.5 Theta-0.5564 Intrinsic Value39.83 Volume0 Vega0.0047 Time Value-39.83 Open Interest0 Rho0.0022 Delta / Theta-1.7406 SIGI Put 50.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|50.00P Delta-0.0856 Imp Vol7.2217 Bid0 Gamma0.0032 Theoretical2.4 Ask4.8 Theta-1.8822 Intrinsic Value-39.83 Volume0 Vega0.0104 Time Value39.83 Open Interest0 Rho-0.0005 Delta / Theta0.0455
0	0%	33.5	37.5	0	55.00	0	0%	0	4.8	0
SIGI Call 55.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|55.00C Delta0.9635 Imp Vol4.0524 Bid33.5 Gamma0.003 Theoretical35.5 Ask37.5 Theta-0.5395 Intrinsic Value34.83 Volume0 Vega0.0053 Time Value-34.83 Open Interest0 Rho0.0025 Delta / Theta-1.7859 SIGI Put 55.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|55.00P Delta-0.0983 Imp Vol6.2961 Bid0 Gamma0.0041 Theoretical2.4 Ask4.8 Theta-1.8176 Intrinsic Value-34.83 Volume0 Vega0.0116 Time Value34.83 Open Interest0 Rho-0.0006 Delta / Theta0.0541
0	0%	28.5	32.5	0	60.00	0	0%	0	4.8	0
SIGI Call 60.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|60.00C Delta0.9574 Imp Vol3.4398 Bid28.5 Gamma0.0039 Theoretical30.5 Ask32.5 Theta-0.5198 Intrinsic Value29.83 Volume0 Vega0.006 Time Value-29.83 Open Interest0 Rho0.0029 Delta / Theta-1.842 SIGI Put 60.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|60.00P Delta-0.1132 Imp Vol5.4447 Bid0 Gamma0.0053 Theoretical2.4 Ask4.8 Theta-1.7412 Intrinsic Value-29.83 Volume0 Vega0.0128 Time Value29.83 Open Interest7 Rho-0.0006 Delta / Theta0.065
					89.83	Price @ Aug 19, 2026 20:07 GMT
0	0%	0.05	4.8	0	90.00	0	0%	0	4.8	0
SIGI Call 90.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|90.00C Delta0.5178 Imp Vol0.8995 Bid0.05 Gamma0.0665 Theoretical2.42 Ask4.8 Theta-0.5994 Intrinsic Value-0.17 Volume0 Vega0.0266 Time Value0.17 Open Interest18 Rho0.0024 Delta / Theta-0.8639 SIGI Put 90.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|90.00P Delta-0.4821 Imp Vol0.9157 Bid0 Gamma0.0653 Theoretical2.4 Ask4.8 Theta-0.6061 Intrinsic Value0.17 Volume0 Vega0.0266 Time Value-0.17 Open Interest0 Rho-0.0022 Delta / Theta0.7953
0	0%	0	4.8	0	95.00	0	0%	2.5	5.5	0
SIGI Call 95.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|95.00C Delta0.3508 Imp Vol1.6252 Bid0 Gamma0.0342 Theoretical2.4 Ask4.8 Theta-1.0052 Intrinsic Value-5.17 Volume0 Vega0.0247 Time Value5.17 Open Interest0 Rho0.0016 Delta / Theta-0.349 SIGI Put 95.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|95.00P Delta-0.9832 Imp Vol0.3425 Bid2.5 Gamma0.0271 Theoretical4.95 Ask5.5 Theta-0.0215 Intrinsic Value5.17 Volume0 Vega0.0028 Time Value-5.17 Open Interest4 Rho-0.0022 Delta / Theta45.7062
0	0%	0	4.8	0	100.00	0	0%	7.5	11.5	0
SIGI Call 100.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|100.00C Delta0.286 Imp Vol2.188 Bid0 Gamma0.0233 Theoretical2.4 Ask4.8 Theta-1.2411 Intrinsic Value-10.17 Volume0 Vega0.0227 Time Value10.17 Open Interest2 Rho0.0013 Delta / Theta-0.2305 SIGI Put 100.00 Exp: Aug 21, 2026 Last: 0 Chg.: 0% SymbolSIGI\|20260821\|100.00P Delta-0.9899 Imp Vol0.6112 Bid7.5 Gamma0.0067 Theoretical9.95 Ask11.5 Theta-0.025 Intrinsic Value10.17 Volume0 Vega0.0018 Time Value-10.17 Open Interest0 Rho-0.0022 Delta / Theta39.5253

Open Positions

Calls

Puts

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Recent Quotes

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