SIGI Selective Insurance Group
XNAS
91.74
Delayed
Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership. Iron condor setups Expected move IV rank history Fibonacci levels Insider trading
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
SIGI
$91.74
—
Key stats
$91.74
- 52-Week Range
- $72.78 – $100.40
- YTD
- +9.84%
- IV Rank (30D)
- 100.0
- Straddle Price
- $7.10
- P/C Vol Ratio
- 0.88
- Market Cap
- $5.4B
- Open
- $91.60
- Day Range
- $91.14 – $92.94
- Volume
- 555,976
- Prev Close
- $91.08
Fair Value
MODEL: NEUTRAL
A blended fair-value estimate combining up to six valuation methods. Each method is weighted by how well it fits the company — DCF down-weights for unprofitable names; DDM only fires for steady dividend payers; comparables down-weight when peer multiples disagree.
- DCF (quality-aware) — projects free cash flow with a horizon that scales to business quality. True compounders (quality 6/6) get 10 years explicit + 10 years fade before terminal; cyclical/struggling names (quality 0-1) get a 5-year terminal cliff. Quality is scored from ROE, gross margin, growth, FCF margin, debt load, and FCF consistency — the same factors that drive market premium for compounders.
- Market-Implied Growth (in Model Inputs) — reverse-DCF that answers "what growth rate is the market pricing in?". Lets you sanity-check the deviation: if implied growth is plausible for the business, the model's bearish flag may be wrong; if implausible, the market may be over-extrapolating.
- DDM (Gordon Growth Dividend Model) — values the stream of future dividends. Only used when trailing yield ≥ 2% and dividend payments are stable — below that the dividend is a token payout and Gordon (which values only the dividend stream) systematically underprices growth names, so those route to DCF + comparables + market anchor instead.
- P/E, EV/EBITDA, P/B, P/S — applies the peer-group median multiple to this company's per-share metric. Peers come from the same set as the "Related symbols" card. Earnings/sales metrics are forward-tilted by the company's recent revenue growth (capped at 25%) so they're comparable to peers' growth-embedded multiples — mimics how analysts use NTM rather than TTM. Per-multiple weights are biased by company quality (e.g. P/B down-weighted for asset-light tech).
- Market Anchor (SMA50) — the 50-day moving average, weighted by recent trading-range stability (tighter Bollinger bands → higher weight). Captures information fundamentals miss (forward consensus, sentiment, supply/demand) — but only when recent trading is steady enough that the market has converged on a view. During wild breakouts or breakdowns the anchor's weight collapses.
- Options Expected (B-L 30d) — the risk-neutral expected stock price at 30-day options expiration, derived from the full implied-volatility surface via Breeden-Litzenberger (second derivative of call price wrt strike → implied PDF, then E[S_T]). Forward-looking, captures all options-implied information (smile, skew, term structure) in one number. Weighted by chain liquidity. SP500-only at present (pre-computed daily). Backtest evidence: adds modest alpha across most bucket × holding combos.
- Blended value — weighted average. Confidence reflects how many methods fired and how tight peer dispersion is.
- Deviation pill — green when blended FV ≥ 10% above current price (undervalued); red when ≥ 10% below; grey otherwise.
| 10-yr Treasury (rf) | 5.15% |
| Beta vs SPY | 0.60 |
| Cost of Equity (CAPM) | 8.17% (VRP-adj) |
| WACC | 7.78% |
| Volatility Risk Premium | +36.6pp (IV − HV30) |
| Effective Tax Rate | 20.9% |
| Rev. Growth (YoY, DCF input) | +2.0% |
| DCF Horizon | 10 years explicit + fade |
| Forward Tilt (NTM/TTM) | ×1.02 (applied to P/E, EV/EBITDA, P/S) |
| Free Cash Flow (TTM) | $1.2B |
| Return on Equity (TTM) | 13.3% |
| Book / Price | 66.4% — banking bias active (P/B is primary) |
| Bank Quality Adj | ×0.63 (target ROE vs peer median) |
| Gross Margin (TTM) | 22.8% |
| FCF Margin (TTM) | 21.7% |
| Debt / Equity | 0.25 |
| Quality Score | 3/6 — normal (10y DCF) |
| SMA 50 | $88.91 (Market Anchor value) |
| SMA 20 / Bollinger Mid | $86.05 |
| Bollinger Width / SMA20 | 10.8% (drives anchor stability) |
| Net Debt | $0.9B |
| Market Cap | $6B |
Peers used for multiples: AIG, CB, PGR, RNR, THG, TRV
(filtered from 8 ETF-co-members; sector bias active)
60-Day Conviction
26%
20-Day Fair Value
≈ by Nov 20, 2026
$92.64
α +1.0%
rank 45%
conviction
59%
40-Day Fair Value
≈ by Dec 21, 2026
$93.51
α +1.9%
rank 41%
conviction
61%
60-Day Fair Value
≈ by Jan 19, 2027
$92.36
α +0.7%
rank 35%
conviction
26%
| Method | Implied Price | Weight | Detail |
|---|---|---|---|
| DCF | $354.35 | 22% | |
| DDM (Gordon) | $28.33 | 0% | |
| Peer P/E | $56.37 | 7% | median 10.8× · 6 peers |
| Peer EV/EBITDA | n/a | 0% | median 7.6× · 6 peers |
| Peer P/B | $121.88 | 10% | median 2.0× · 6 peers |
| Peer P/S | $88.22 | 3% | median 1.5× · 6 peers |
| Market Anchor (SMA50) | $88.91 | 43% | stability 96% (BB-width) |
| Options Expected (B-L 30d) | $91.84 | 15% | 13 strikes · skew -0.70 |
As of 2026-10-22 · updated
Related
About
- Industry (SIC)
- FIRE, MARINE & CASUALTY INSURANCE (6331) · industry map
- Exchange
- XNAS
- Market Cap
- $5.4B
- Employees
- 2,800
- List Date
- 1976-06-02
- CIK
- 0000230557
- Next Earnings
- 2026-10-22 (After-Close)
- EPS Forecast
- $1.91 (5 est.)
- Headquarters
- Branchville, NJ
- Homepage
- https://www.selective.com
Selective Insurance Group Inc is a regional property-casualty insurer based in New Jersey, with its operations focused in the New York metropolitan area. The Company has four operating segments: Standard Commercial Lines, Standard Personal Lines, E&S Lines, and Investments. Majority of revenue is gained from Standard Commercial Lines segment, which comprises of property and casualty insurance products and services provided in the standard marketplace to commercial enterprises, which are typically businesses, non-profit organizations, and local government agencies.
Summary
—
composite
—
No summary data available for this symbol yet.
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.06% | -1.89% | 5.94% | 4.77% | -8.70% | 0.67% | 0.12% |
| Feb | 4.42% | 4.34% | 8.37% | 7.93% | 3.96% | -0.71% | 4.72% |
| Mar | 3.44% | 8.28% | -7.04% | 5.03% | 4.99% | -11.16% | 0.59% |
| Apr | 3.83% | -10.18% | 0.80% | -4.91% | -5.14% | 10.78% | -0.80% |
| May | -2.46% | -5.06% | -1.26% | -4.57% | 1.30% | 5.43% | -1.10% |
| Jun | 6.89% | 11.55% | -0.81% | -3.34% | -2.84% | 12.65% | 4.02% |
| Jul | -0.80% | -10.98% | 7.61% | -4.24% | -10.54% | -3.61% | -3.76% |
| Aug | 3.43% | 3.06% | -4.06% | 3.08% | 0.98% | -4.33% | 0.36% |
| Sep | -10.13% | 2.13% | 3.51% | 2.50% | 3.30% | -8.34% | -1.17% |
| Oct | 3.08% | 17.55% | 1.08% | -2.26% | -7.31% | 8.06%* | 3.37% |
| Nov | -3.07% | 0.63% | -4.57% | 10.48% | 6.13% | -- | 1.92% |
| Dec | 9.56% | -6.15% | -1.85% | -7.02% | 5.86% | -- | 0.08% |
| Total | 17.95% | 9.68% | 6.60% | 5.82% | -9.59% | 6.71% | 6.20% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $86.35
SMA 50: $88.86
SMA 200: $87.13
Current: $91.74
EMA 12: $88.29
EMA 26: $87.81
MACD: 0.4831 | Signal: 0.9712
BEARISH
ADX (14): 21.32
WEAK TREND
+DI: 28.58
−DI: 13.91
Momentum Oscillators
RSI (14): 67.44
NEUTRAL
Stoch %K: 90.07
Stoch %D: 91.12
Williams %R: -12.20
Volume & Volatility
BB Upper: $91.05
BB Lower: $81.65
OVERBOUGHT
OBV: 11,393,389
Vol SMA 20: 471,611
Vol ROC: -19.49%
ATR: $1.81
True Range: $1.86
HV 20: 17.2%
HV 30: 17.1%
HV 60: 16.6%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary Overall assessment: NEUTRAL with confidence level (6/10) Key drivers and primary risks: * Bullish momentum indicators (MACD, Stochastic %K) suggest potential for further gains * Neutral RSI reading and recent news sentiment support this assessment Primary risks: * Volatility has been relatively low compared to market, which may not be sustainable in the long term Investment thesis: SIGI's stable earnings and moderate growth prospects make it a decent addition to a diversified portfolio. Recent news headlines have contributed positively to the stock price. Recent news sentiment impact: Positive news from Ivans Celebrates 2024 Spark Awards Winners at the Opening of Ivans Connect has boosted investor confidence.
Technical Analysis Trend Direction: * Short-term: Bullish (SMA 20 above current price) * Medium-term: Neutral (SMA 50 below current price, but trending upward) * Long-term: Bullish (SMA 200 and EMA 12/26 pointing up)
Support/Resistance Levels: * Critical support at $85.78 (SMA 20) and $80.95 (SMA 200) * Resistance above $91.33 (upper Bollinger band)
Momentum Signals: * RSI: Neutral (68.36), indicating no clear overbought or oversold conditions * MACD: Bullish, with a strong momentum signal
Volume Analysis: * Volume SMA 20 trending upward, indicating increased buying interest * OBV and Volume Rate of Change supporting this trend
News & Sentiment Analysis Recent Headlines Summary: * Positive news from Ivans Celebrates 2024 Spark Awards Winners at the Opening of Ivans Connect * Neutral news from Travelers stock target raised to $236 by Evercore ISI, Selective Insurance (SIGI) Up 0.1% Since Last Earnings Report: Can It Continue?, and Dividend Champion, Contender, And Challenger Highlights: Week Of May 26
Sentiment Assessment: Positive with a confidence level of 8/10
Catalyst Identification: * No imminent catalysts identified; however, upcoming earnings announcements could influence the stock price.
Market Narrative: * News headlines are generally positive, supporting the bullish momentum indicators. This suggests that recent market trends may continue in the near term.
Risk & Volatility Assessment Beta Interpretation: Low risk relative to market (beta = 0.29)
Volatility Regime: Current volatility is relatively low compared to historical levels
Options Market Signals: * IV Rank: Medium (48.6%), indicating a moderate level of implied volatility * Put/Call Volume Ratio: 0.58, suggesting bullish sentiment
Downside Protection: * Support levels at $85.78 and $80.95; stop-loss levels should be set accordingly
Market Context & Positioning Sector Performance: Insurance sector has been trending upward with SIGI outperforming its peers
Institutional Activity: Increased institutional interest indicated by rising volume and OBV
Correlation Analysis: * R-squared interpretation suggests that SIGI is moderately correlated with the market (0.12)
Relative Valuation: Position within trading range, with a slight bias toward the upside
Key Levels & Action Items Critical Price Levels: * Support at $85.78 and $80.95 * Resistance above $91.33
Breakout/Breakdown Levels: * Breakout above $91.33 could lead to further gains; breakdown below $85.78 may indicate a more significant decline
Time-Sensitive Catalysts: * Upcoming earnings announcements could influence the stock price
Risk Management: * Stop-loss levels should be set at $85.78 and $80.95, respectively * Position sizing considerations: Conservative investors may want to maintain a smaller position due to low volatility.
Generated
News
All SIGI news →
Earnings History
10 of 16 under expected move
Avg Expected Move
6.92%
Avg Actual Move
5.86%
| Earnings Date | Timing | Expected Move | Actual Move | Ratio | Outcome |
|---|---|---|---|---|---|
| 2021-01-28 | After-Close | 7.03% | 3.26% | 0.46x | Within |
| 2021-07-28 | After-Close | 5.35% | 2.09% | 0.39x | Within |
| 2023-05-03 | After-Close | 5.20% | 2.69% | 0.52x | Within |
| 2023-07-24 | After-Close | 5.06% | 1.16% | 0.23x | Within |
| 2023-11-01 | After-Close | 6.19% | 1.14% | 0.18x | Within |
| 2024-01-31 | After-Close | 5.25% | 7.69% | 1.46x | Exceeded |
| 2024-05-01 | After-Close | 6.21% | 6.36% | 1.02x | Exceeded |
| 2024-07-18 | After-Close | 7.97% | 18.18% | 2.28x | Exceeded |
| 2024-10-21 | After-Close | 9.13% | 3.76% | 0.41x | Within |
| 2025-01-29 | After-Close | 7.90% | 12.64% | 1.60x | Exceeded |
| 2025-04-23 | After-Close | 7.98% | 1.80% | 0.23x | Within |
| 2025-07-23 | After-Close | 6.91% | 17.04% | 2.47x | Exceeded |
| 2025-10-22 | After-Close | 9.30% | 5.69% | 0.61x | Within |
| 2026-01-29 | After-Close | 6.30% | 0.00% | 0.00x | Within |
| 2026-04-22 | After-Close | 8.28% | 8.70% | 1.05x | Exceeded |
| 2026-07-23 | After-Close | 6.62% | 1.49% | 0.23x | Within |
Earnings calendar: this week’s reports with expected vs actual moves →
SIGI Options Activity & IV Rank
SIGI IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 33.5%
7-DTE IV: —
Expected Move: $7.10
7-DTE Move: $7.10
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 8
Put Volume: 7
P/C Volume: 0.875
NEUTRAL
Call OI: 15
Put OI: 4
P/C OI: 0.267
Total OI: 19
ATM Options Pricing
ATM Call: $4.55
ATM Put: $2.55
Call %: 5.0%
Put %: 2.8%
Chain Summary
Chain Volume: 119
Chain OI: 145
Last Updated: 10/22/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 66th percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
66%
vs own history
GEX tilt
+1.00
OI-weighted, today
Vanna tilt
+1.00
δ-sensitivity to IV
Charm tilt
-1.00
δ-decay vs time
Vanna tilt +1.00: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -1.00: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 4 ATM contracts, 0k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 33.6% / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)100.0HighOct 22
Straddle Price (30 DTE)$7.10Oct 22
Beta Analysis
Risk Metrics
Beta: -0.1494
Alpha: 17.21%
Correlation: -0.0802
R-Squared: 0.6%
Stock Volatility: 23.7%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Negative beta - stock moves opposite to market
Negative beta - stock moves opposite to market
Beta & Alpha Over Time
Notable investors who own SIGI
6 of 37 tracked investors
| Investor | Value | Share of their portfolio | Rank | Q/Q shares | Source |
|---|---|---|---|---|---|
| Renaissance Technologies Hedge fund Jim Simons | $27.8M | #565 of 3138 | +154.8% | 13F | |
| Citadel Hedge fund Ken Griffin | $5.8M | #1987 of 6285 | -50.9% | 13F | |
| Point72 Hedge fund Steve Cohen | $3.2M | #1134 of 1945 | new | 13F | |
| Bridgewater Associates Hedge fund Ray Dalio | $2.8M | #617 of 997 | -3.8% | 13F | |
| Millennium Management Hedge fund Izzy Englander | $1.3M | #2799 of 3716 | -73.8% | 13F | |
| Rockefeller Capital Management Family office Rockefeller family | $108K | #2950 of 4729 | -66.0% | 13F |
Hedge funds, activists, holding companies and family offices we track, from their latest 13F (quarter-end value) and Form 4 filings in the last 3 years. Family offices · all institutions
SIGI Institutional Ownership (13F)
Latest filings — 2026-09-30
? 13F Guide
Diluted shares outstanding: 60,558,250 (as of 2026-06-30)
Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
1 filers$814.88K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $814.88K | 100.00% | 2026-06-30 |
1 filers$242.53K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $242.53K | 100.00% | 2026-06-30 |
SIGI Insider Trading (Form 4)
Latest: 2026-07-29Form 4 filings — insider beneficial-ownership changes by officers, directors, and 10%+ holders. Filed within 2 business days of transaction.
| Filed | Reporter | Role | Action | Shares | Avg Price | Net $ | Link |
|---|---|---|---|---|---|---|---|
| 2026-07-29 | Michael H Lanza | EVP and General Counsel | Mixed | −18,200 | $94.04 | -$1.61M | EDGAR |
| 2020-12-08 | Gregory E Murphy | Executive Chairman | Gift (G) | −400 | — | EDGAR | |
| 2020-11-18 | Gregory E Murphy | Executive Chairman | Sell (S) | −10,000 | $63.08 | -$630.8K | EDGAR |
| 2020-11-05 | William M Rue | Director | Mixed | −7,000 | $55.02 | -$28 | EDGAR |
| 2020-08-07 | Gregory E Murphy | Executive Chairman | Gift (G) | −4,500 | — | EDGAR | |
| 2020-06-01 | William M Rue | Director | Buy (P) | +25,000 | $52.45 | $1.31M | EDGAR |
| 2020-05-18 | Terrence W Cavanaugh | Director | Buy (P) | +1,000 | $46.02 | $46.0K | EDGAR |
| 2020-05-08 | John Burville | Director | Award (A) | +3,575 | — | EDGAR | |
| 2020-05-08 | Terrence W Cavanaugh | Director | Award (A) | +3,575 | — | EDGAR | |
| 2020-05-08 | Robert Kelly Doherty | Director | Award (A) | +1,733 | — | EDGAR | |
| 2020-05-08 | Thomas A McCarthy | Director | Award (A) | +3,575 | — | EDGAR | |
| 2020-05-08 | H Elizabeth Mitchell | Director | Award (A) | +3,575 | — | EDGAR | |
| 2020-05-08 | Michael J. Morrissey | Director | Award (A) | +3,114 | — | EDGAR | |
| 2020-05-08 | Cynthia S Nicholson | Director | Award (A) | +3,575 | — | EDGAR | |
| 2020-05-08 | William M Rue | Director | Award (A) | +1,733 | — | EDGAR |
Codes: P = open-market purchase · S = open-market sale · A = grant/award · M = option exercise · F = tax withholding at vest · G = bona-fide gift · D = disposition to issuer · J = other (described in filing footnote — typically 401(k), trust, inheritance) · W = will/inheritance. Only P / S codes carry directional signal.
SIGI Insider Holdings
1 insider · @ $91.74
Officers, directors, and 10%+ owners who have filed a Form 4 in the past two years, ranked by current disclosed exposure (shares × today's price). Shares are direct + indirect (via trusts / LLCs / spouse). Excludes unvested RSU and option grants — those aren't beneficially owned until vest.
| # | Insider | Role | Shares | Disclosed Exposure | Lifetime OM Net | Filings | Last Filed |
|---|---|---|---|---|---|---|---|
| 1 | Michael H Lanza | EVP and General Counsel | 33,664 | $3.09M | -$4.15M | 37 | 2026-07-29 |
Lifetime OM Net = signed sum of open-market buys (P) and sells (S) over their career; excludes grants, tax withholdings, and dispositions to issuer. A large negative number is normal for long-tenured executives — they've sold compensation grants over many years.
SIGI Board & Officers
As of SEC filings through Oct 7, 2026Directors 12
- Cynthia S Nicholson · since Aug 18, 2009
- John Stephen Scheid · since Sep 23, 2014
- Robert Kelly Doherty · since Nov 9, 2015
- Thomas A McCarthy · since Jan 1, 2018
- H Elizabeth Mitchell · since Mar 9, 2018
- Terrence W Cavanaugh · since Jul 17, 2018
- John J. Marchioni · listed since Jan 2020
- Ainar D Aijala JR · since Sep 23, 2020
- Lisa R Bacus · since Sep 23, 2020
- Stephen Mills · since Sep 23, 2020
- Kate Sampson · since Jul 1, 2024
- Julie Parsons · since Nov 3, 2025
Officers 6
- John J. Marchioni · President and CEO · listed since Feb 2020
- Patrick Sean Brennan · EVP, Chief Financial Officer · since Oct 1, 2024
- Anthony D. Harnett · SVP, Chief Accounting Officer · since Nov 1, 2023
- Vaibhav Kalia · EVP, Chief Investment Officer · since Oct 5, 2026
- Michael H Lanza · EVP and General Counsel · listed since Aug 2008
- Jeffrey F. Kamrowski · EVP, Music · since Nov 1, 2023
Changes in the last 10 years (27)
| Oct 5, 2026 | Vaibhav Kalia became EVP, Chief Investment Officer |
| May 11, 2026 | The company announced the departure of Joseph Eppers as EVP, Chief Investment Officer in an SEC filing |
| Nov 3, 2025 | Julie Parsons became a director |
| Jul 30, 2025 | The company announced the departure of Wole C Coaxum from the board in an SEC filing |
| May 9, 2025 | The company announced the departure of Brenda M Hall as EVP, COO, Standard Lines in an SEC filing |
| Oct 1, 2024 | Patrick Sean Brennan became EVP, Chief Financial Officer |
| Jul 1, 2024 | Kate Sampson became a director |
| Nov 1, 2023 | Joseph Eppers became EVP, Chief Investment Officer |
| Nov 1, 2023 | Jeffrey F. Kamrowski became EVP, Music |
| Nov 1, 2023 | Anthony D. Harnett became SVP, Chief Accounting Officer |
| Sep 28, 2023 | The company announced the departure of Mark Alexander Wilcox as EVP & CFO in an SEC filing |
| Nov 29, 2022 | Brenda M Hall listed as EVP, COO, Standard Lines (previously EVP, CL Chief Op Officer) in SEC filings |
| Oct 27, 2021 | Vincent M Senia became EVP, Chief Actuary |
| Oct 27, 2021 | Paul Kush became EVP, Chief Claims Officer |
| Oct 27, 2021 | Brenda M Hall became EVP, CL Chief Op Officer |
| Feb 8, 2021 | Gregory E Murphy no longer listed as Executive Chairman in SEC filings |
| Sep 23, 2020 | Wole C Coaxum became a director |
| Sep 23, 2020 | Stephen Mills became a director |
| Sep 23, 2020 | Lisa R Bacus became a director |
| Sep 23, 2020 | Ainar D Aijala JR became a director |
| Aug 7, 2020 | Gregory E Murphy listed as Executive Chairman (previously Chairman & CEO) in SEC filings |
| Feb 7, 2020 | John J. Marchioni listed as President and CEO (previously President & COO) in SEC filings |
| Jan 31, 2020 | John J. Marchioni first listed as a director in an SEC filing |
| Jul 17, 2018 | Terrence W Cavanaugh became a director |
| Mar 9, 2018 | H Elizabeth Mitchell became a director |
| Jan 1, 2018 | Thomas A McCarthy became a director |
| Jan 1, 2017 | Mark Alexander Wilcox became EVP & CFO |
Not reported recently (11)
- Vincent M Senia · Last reported as EVP, Chief Actuary in an SEC filing dated Feb 10, 2025
- Paul Kush · Last reported as EVP, Chief Claims Officer in an SEC filing dated Feb 10, 2025
- Philip Hugh Urban · Last reported as a director in an SEC filing dated May 6, 2024
- J Brian Thebault · Last reported as a director in an SEC filing dated May 8, 2023
- John Burville · Last reported as a director in an SEC filing dated Feb 7, 2023
- Michael J. Morrissey · Last reported as a director in an SEC filing dated Feb 7, 2023
- William M Rue · Last reported as a director in an SEC filing dated Nov 16, 2022
- Gregory E Murphy · Last reported as a director in an SEC filing dated Feb 16, 2022
- Kelley Ronald L O · Last reported as a director in an SEC filing dated Mar 4, 2020
- Paul D Bauer · Last reported as a director in an SEC filing dated Feb 20, 2019
- A David Brown · Last reported as a director in an SEC filing dated Nov 15, 2017
Compiled from SEC filings by the company and its directors and officers. Dates are as stated in those filings. Where no filing says when someone left, we show the last filing that listed them.
SIGI Proposed Insider Sales (Form 144)
Latest: 2026-07-28
? Form 144 Guide
Last 30d:
0 filings
· Last 90d:
1 filing
· $1.6M notice value
· 1 unique filer
What is Form 144? A notice of intent to sell restricted or control stock under Rule 144. Affiliates (officers, directors, 10%+ owners) and holders of restricted shares must file Form 144 when planning to sell more than 5,000 shares or $50,000 in any 3-month rolling window.
How it relates to Form 4: Form 144 is filed before the trade (up to 90 days in advance); Form 4 is filed within 2 business days after the trade executes. Not every Form 144 results in a sale — the filer may cancel or delay. Look for the corresponding Form 4 on the Insider Activity card to confirm a sale actually happened.
10b5-1 plans: Trades made under a pre-scheduled Rule 10b5-1 plan are not discretionary — they execute automatically on dates set months earlier, regardless of news. High 10b5-1 percentages mean less per-filing signal value, though cumulative selling volume still matters.
"Notice value": Aggregate market value the filer wrote into the Form 144 — i.e. the size of the planned sale, not necessarily the executed dollars. An amended notice (Form 144/A) replaces the original it amends, and cancelled notices are dropped, so neither is double-counted above. A filed value that is clearly inconsistent with the share count at the stock's price (a filer typo) shows as a dash and is left out of the totals.
Source & freshness: Sourced from public Form 144 filings. Refreshed daily; new filings typically appear here the morning after they are filed.
Top 90-day filers:
Michael Lanza (1, $1.6M)
| Filed | Filer | Role | Shares | Notice Value | Planned Sale | Broker | Plan | Link |
|---|---|---|---|---|---|---|---|---|
| 2026-07-28 | Michael Lanza | Officer | 17,100 | $1.60M | 2026-07-28 | UBS Financial Services Inc | — | EDGAR |
| 2026-06-15 | Eppers Joseph | Former officer | 14,265 | $1.32M | 2026-06-15 | Fidelity Brokerage Services LLC | — | EDGAR |
| 2026-02-17 | Harnett Anthony D. | Officer | 1,064 | $92.9K | 2026-02-17 | Merrill Lynch | — | EDGAR |
| 2026-02-05 | Hall Brenda M | Former Officer | 14,219 | $1.28M | 2026-02-05 | Merrill Lynch | — | EDGAR |
| 2026-02-02 | Harnett Anthony D. | SVP, Chief Accounting Officer | 955 | $81.5K | 2026-02-02 | Citigroup Global Markets, Inc. | — | EDGAR |
| 2025-07-31 | Coaxum Wole C | Former Director | 1,575 | $124.9K | 2025-07-31 | Merrill Lynch | — | EDGAR |
| 2025-05-30 | URBAN PHILIP HUGH | Former Director | 28,729 | $2.53M | 2025-05-30 | Merrill Lynch | — | EDGAR |
| 2025-04-25 | Harnett Anthony D. | Officer | 1,352 | $117.7K | 2025-04-25 | Merrill Lynch | — | EDGAR |
| 2024-11-04 | Coaxum Wole C | Director | 1,903 | $174.2K | 2024-11-04 | Merrill Lynch | — | EDGAR |
| 2024-10-25 | Harnett Anthony D. | Officer | 1,404 | $130.0K | 2024-10-25 | Merrill Lynch | — | EDGAR |
Notice value is the aggregate market value the filer states they intend to sell — not a confirmed transaction. Compare to Insider Activity (Form 4) to see which planned sales actually executed. Market-wide feed: Planned sales (Form 144).
Recent SEC Filings
Latest: 2026-05-14
Current reports — material events the company must disclose within 4 business days (earnings releases, M&A, executive changes, etc.).
| Filing Date | Accession | Link |
|---|---|---|
| 2026-05-14 | 0001104659-26-061133 | EDGAR |
| 2026-04-30 | 0000230557-26-000013 | EDGAR |
| 2026-04-22 | 0000230557-26-000008 | EDGAR |
| 2026-01-30 | 0001104659-26-008618 | EDGAR |
| 2026-01-29 | 0000230557-26-000003 | EDGAR |
| 2025-11-03 | 0001104659-25-105371 | EDGAR |
| 2025-10-22 | 0000230557-25-000022 | EDGAR |
| 2025-07-30 | 0001104659-25-072210 | EDGAR |
| 2025-07-23 | 0000230557-25-000016 | EDGAR |
| 2025-07-01 | 0001104659-25-064709 | EDGAR |
Annual report — audited financial statements, MD&A, risk factors. Filed 60–90 days after fiscal year-end.
| Filing Date | Accession | Link |
|---|---|---|
| 2026-02-09 | 0000230557-26-000006 | EDGAR |
| 2025-02-10 | 0000230557-25-000006 | EDGAR |
| 2024-02-09 | 0000230557-24-000005 | EDGAR |
| 2023-02-10 | 0000230557-23-000006 | EDGAR |
| 2022-02-11 | 0000230557-22-000006 | EDGAR |
| 2021-02-12 | 0000230557-21-000009 | EDGAR |
| 2020-02-12 | 0000230557-20-000005 | EDGAR |
| 2019-02-15 | 0000230557-19-000012 | EDGAR |
| 2018-02-20 | 0000230557-18-000009 | EDGAR |
| 2017-02-22 | 0000230557-17-000003 | EDGAR |
Quarterly report — unaudited financials and MD&A. Filed 40–45 days after each of the first three fiscal quarters.
| Filing Date | Accession | Link |
|---|---|---|
| 2026-04-24 | 0000230557-26-000011 | EDGAR |
| 2025-10-24 | 0000230557-25-000025 | EDGAR |
| 2025-07-25 | 0000230557-25-000019 | EDGAR |
| 2025-04-25 | 0000230557-25-000010 | EDGAR |
| 2024-10-25 | 0000230557-24-000026 | EDGAR |
| 2024-07-26 | 0000230557-24-000021 | EDGAR |
| 2024-05-02 | 0000230557-24-000012 | EDGAR |
| 2023-11-02 | 0000230557-23-000032 | EDGAR |
| 2023-08-03 | 0000230557-23-000022 | EDGAR |
| 2023-05-04 | 0000230557-23-000012 | EDGAR |
ETF Holders
141 ETFs hold SIGI
25 shown · $1.39B total exposure · 0.21% AUM-weighted avg weight
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|---|---|---|---|---|---|
| 1 | IJH iShares Core S&P Mid-Cap ETF | iShares (BlackRock) | 0.16% | $190.9M | $123.0B | 2026-10-20 |
| 2 | VTI Vanguard Morningstar Total Stock Market ETF | Vanguard | 0.01% | $159.9M | — | 2026-09-30 |
| 3 | AVUV Avantis U.S. Small Cap Value ETF | Avantis | 0.50% | $157.6M | $31.4B | 2026-10-20 |
| 4 | IWM iShares Russell 2000 ETF | iShares (BlackRock) | 0.19% | $138.9M | $75.1B | 2026-10-20 |
| 5 | VB Vanguard Morningstar Small-Cap ETF | Vanguard | 0.06% | $112.0M | — | 2026-09-30 |
| 6 | SDVY First Trust SMID Cap Rising Dividend Achievers ETF | First Trust | 0.69% | $76.3M | $11.1B | 2026-10-20 |
| 7 | VBR Vanguard Morningstar Small-Cap Value ETF | Vanguard | 0.11% | $73.0M | — | 2026-09-30 |
| 8 | VXF Vanguard Extended Market ETF | Vanguard | 0.06% | $56.1M | — | 2026-09-30 |
| 9 | IWN iShares Russell 2000 Value ETF | iShares (BlackRock) | 0.37% | $50.5M | $13.7B | 2026-10-20 |
| 10 | DFAS Dimensional US Small Cap ETF | Dimensional | 0.12% | $42.2M | — | 2026-10-20 |
| 11 | MDY State Street® SPDR® S&P MIDCAP 400® ETF Trust | SPDR (State Street) | 0.15% | $39.9M | $25.8B | 2026-10-20 |
| 12 | FVD First Trust Value Line® Dividend Index Fund | First Trust | 0.41% | $32.7M | $7.9B | 2026-10-20 |
| 13 | VTWO Vanguard Russell 2000 ETF | Vanguard | 0.17% | $29.6M | — | 2026-09-30 |
| 14 | SPMD State Street® SPDR® Portfolio S&P 400™ Mid Cap ETF | SPDR (State Street) | 0.16% | $28.7M | $18.4B | 2026-10-20 |
| 15 | VIG Vanguard Dividend Appreciation ETF | Vanguard | 0.02% | $28.2M | — | 2026-09-30 |
| 16 | IJJ iShares S&P Mid-Cap 400 Value ETF | iShares (BlackRock) | 0.32% | $27.1M | $8.5B | 2026-10-20 |
| 17 | SCHA Schwab U.S. Small-Cap ETF | Nport | 0.11% | $24.9M | — | 2026-05-31 |
| 18 | VYM Vanguard High Dividend Yield ETF | Vanguard | 0.02% | $20.2M | — | 2026-09-30 |
| 19 | DFAC Dimensional US Core Equity 2 ETF | Dimensional | 0.02% | $20.2M | — | 2026-10-20 |
| 20 | DFAT Dimensional US Targeted Value ETF | Dimensional | 0.06% | $17.8M | — | 2026-10-20 |
| 21 | SCHM Schwab U.S. Mid-Cap ETF | Nport | 0.10% | $14.1M | — | 2026-05-31 |
| 22 | FNDA Schwab Fundamental U.S. Small Company ETF | Nport | 0.15% | $13.7M | — | 2026-05-31 |
| 23 | PSC Principal U.S. Small-Cap ETF | Nport | 0.53% | $12.4M | — | 2026-06-30 |
| 24 | DGRO iShares Core Dividend Growth ETF | iShares (BlackRock) | 0.02% | $10.1M | $44.3B | 2026-10-20 |
| 25 | KIE State Street® SPDR® S&P® Insurance ETF | SPDR (State Street) | 1.80% | $9.7M | $536.6M | 2026-10-20 |
Fundamentals
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
Metrics
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
How to read the bars
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.
Trailing P/E
11.38
TTM Diluted EPS
$8.06
TTM Revenue
$5.47B
TTM Net Income
$488.43M
TTM Op. Cash Flow
$1.23B
Quarterly figures (12 quarters)
| Quarter | Period End | Revenue | Net Income | Diluted EPS | Op. Cash Flow |
|---|---|---|---|---|---|
| Q2 '26 | 2026-06-30 | $1.39B | $127.08M | $2.11 | $228.99M |
| Q1 '26 | 2026-03-31 | $1.36B | $95.38M | $1.58 | $221.45M |
| Q4 '25 | 2025-12-31 | $1.36B | $152.93M | $2.52 | $376.26M |
| Q3 '25 | 2025-09-30 | $1.36B | $113.04M | $1.85 | $405.83M |
| Q2 '25 | 2025-06-30 | $1.33B | $83.64M | $1.36 | $166.94M |
| Q1 '25 | 2025-03-31 | $1.29B | $107.60M | $1.76 | $283.99M |
| Q4 '24 | 2024-12-31 | $1.26B | $93.23M | $1.52 | $332.19M |
| Q3 '24 | 2024-09-30 | $1.24B | $89.98M | $1.47 | $387.37M |
| Q2 '24 | 2024-06-30 | $1.20B | $-65.62M | $-1.08 | $266.13M |
| Q1 '24 | 2024-03-31 | $1.16B | $80.22M | $1.31 | $114.21M |
| Q4 '23 | 2023-12-31 | $1.11B | $122.55M | $2.01 | $236.60M |
| Q3 '23 | 2023-09-30 | $1.08B | $86.91M | $1.42 | $228.66M |
Q2 2026 • period ending 2026-06-30 • filed 2026-07-24
Valuation
Ratios derived from TTM financials and the current market price, sampled daily. History chart shows how expensive the stock is today relative to its own recent past.
Price Multiples
- P/E — price / TTM earnings. Rough market rule: 10–15 value, 15–25 market, >30 growth/premium. Negative when earnings are negative.
- P/B — price / book value. Useful for financials and asset-heavy names; meaningless for asset-light software.
- P/S — price / TTM revenue. Useful when earnings are negative or noisy (early-stage growth).
- EV/EBITDA — capital-structure-neutral. <10 cheap, 10–15 reasonable, >20 rich. Good for comparing across leverage profiles.
- EV/Sales — like P/S but accounts for debt + cash. Compare within sector.
Profitability & Yields
- ROE — return on equity. >15% strong, >25% exceptional. Caution: high leverage inflates ROE.
- ROA — return on assets. Leverage-neutral; >5% solid, >10% exceptional.
- Div Yield — annual dividend / price. Compare to 10Y Treasury; sustained yield >6% often signals distress.
- FCF Yield — free cash flow / market cap. >5% is attractive; negative means burning cash.
Balance Sheet
- Debt/Equity — leverage. <1 conservative, >2 aggressive. Sector-dependent (utilities naturally high, tech low).
- Current Ratio — short-term liquidity. >1.5 comfortable, <1 raises short-term solvency flags.
Reading the history chart
- Compare current level to the 3-year band: near the high end = relatively expensive; near the low = relatively cheap.
- Multiples expanding while earnings are flat = sentiment-driven rally.
- Multiples compressing while earnings grow = value coming from fundamentals.
P/E
11.38
P/B
1.52
P/S
1.02
EV/EBITDA
9.01
EV/Sales
1.18
ROE
13.3%
ROA
3.1%
Div Yield
1.97%
FCF Yield
22.19%
Debt/Equity
0.25
Current Ratio
—
Market Cap
$5.56B
as of 2026-10-22
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
1.86M
SI % of Float
3.14%
Days to Cover
2.98
Short Vol Ratio
35.3%
Free Float
59.07M
Float %
99.2%
Short interest 2026-09-30 • Short volume 2026-10-22 • Float 2026-08-07