Selective Insurance Group (SIGI) Options Chain
NASDAQ: SIGIFinanceProperty-Casualty InsurersUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Nov 20, 2026
- Days to expiration
- 40
- Share price
- $84.22
- Put/call ratio (OI)
- 0.50
- Put/call ratio (volume)
- 0.00
- Expected move
- ±$17.58
- Open interest (C / P)
- 8 / 4
SIGI options summary
The SIGI options chain for the November 20, 2026 expiration lists 3 call and 1 put contracts, with 40 days until expiration. Open interest stands at 8 calls and 4 puts, a put/call ratio of 0.50, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $80.00 strike is 63.0%, which implies the market expects a move of about ±$17.58 (20.9%) in Selective Insurance Group stock by expiration.
The most open interest sits at the $90.00 call (6 contracts) and the $80.00 put (4 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
SIGI options chain · November 20, 2026
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| — | — | — | 80.00 | 0.05 | 5.00 | 1.40 | |||||
| 1.50 | 0.05 | 4.90 | 90.00 | — | — | — | |||||
| 1.20 | 0.00 | 4.90 | 95.00 | — | — | — | |||||
| 0.40 | 0.00 | 4.90 | 100.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the SIGI put/call ratio?
For the November 20, 2026 expiration, the SIGI put/call ratio based on open interest is 0.50 (4 puts vs 8 calls), and 0.00 based on today's volume. A ratio above 1 means more puts than calls.
What is SIGI's implied volatility?
At-the-money implied volatility for SIGI options expiring November 20, 2026 is about 63.0%, an annualized estimate of how much the market expects Selective Insurance Group stock to move.
How many SIGI option expiration dates are there?
SIGI has 4 listed expiration dates, from Oct 16, 2026 to Mar 19, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.