Selective Insurance Group (SIGI) Options Chain
NASDAQ: SIGIFinanceProperty-Casualty InsurersUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Mar 19, 2027
- Days to expiration
- 159
- Share price
- $84.22
- Put/call ratio (OI)
- 0.05
- Put/call ratio (volume)
- 0.11
- Expected move
- ±$19.02
- Open interest (C / P)
- 43 / 2
SIGI options summary
The SIGI options chain for the March 19, 2027 expiration lists 3 call and 1 put contracts, with 159 days until expiration. Open interest stands at 43 calls and 2 puts, a put/call ratio of 0.05, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $85.00 strike is 34.2%, which implies the market expects a move of about ±$19.02 (22.6%) in Selective Insurance Group stock by expiration.
The most open interest sits at the $100.00 call (23 contracts) and the $85.00 put (2 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
SIGI options chain · March 19, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 17.31 | 14.60 | 18.50 | 70.00 | — | — | — | |||||
| — | — | — | 85.00 | 3.50 | 8.00 | 3.75 | |||||
| 3.92 | 0.00 | 4.90 | 100.00 | — | — | — | |||||
| 1.20 | 0.00 | 0.00 | 105.00 | — | — | — | |||||
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 March 19, 2027 expiration, the SIGI put/call ratio based on open interest is 0.05 (2 puts vs 43 calls), and 0.11 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 March 19, 2027 is about 34.2%, 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.