SIGI (Selective Insurance Group)
Expected Move & Straddle Price History
The expected move for SIGI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
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.
Current SIGI Expected Move
30-Day Straddle
$6.30
7-Day Straddle
$5.17
Avg IV
0.5%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to SIGI's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SIGI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260605 | $6.30 | $5.17 | 0.5% | 12% |
| 20260604 | $6.50 | $4.33 | 0.5% | 15% |
| 20260603 | $6.10 | $5.10 | 0.5% | 18% |
| 20260602 | $3.80 | $3.80 | 0.8% | 78% |
| 20260601 | $5.10 | $5.10 | 0.7% | 68% |
| 20260529 | $5.35 | $5.35 | 0.6% | 48% |
| 20260528 | $6.55 | $6.55 | 0.8% | 82% |
| 20260527 | $5.03 | $5.03 | 0.7% | 64% |
| 20260526 | $5.30 | $5.30 | 0.8% | 72% |
| 20260522 | $5.30 | $5.30 | 0.6% | 49% |
| 20260521 | $5.30 | $5.30 | 0.6% | 47% |
| 20260520 | $5.30 | $5.30 | 0.6% | 46% |
| 20260519 | $5.45 | $5.45 | 0.6% | 43% |
| 20260518 | $5.10 | $5.10 | 0.6% | 51% |
| 20260515 | $6.17 | $5.12 | 0.6% | 38% |
| 20260514 | $5.30 | $4.82 | 0.6% | 36% |
| 20260513 | $5.55 | $4.82 | 0.6% | 41% |
| 20260512 | $5.30 | $4.82 | 0.6% | 41% |
| 20260511 | $5.70 | $4.97 | 0.5% | 41% |
| 20260510 | $6.43 | $4.97 | 0.5% | 38% |
| 20260508 | $6.43 | $4.97 | 0.5% | 36% |
| 20260507 | $5.50 | $5.10 | 0.5% | 31% |
| 20260506 | $6.60 | $5.17 | 0.5% | 34% |
| 20260505 | $6.80 | $5.17 | 0.5% | 34% |
| 20260504 | $6.40 | $4.78 | 0.5% | 38% |
| 20260502 | $6.17 | $6.17 | 0.8% | 90% |
| 20260501 | $6.17 | $6.17 | 0.9% | 94% |
| 20260430 | $5.05 | $5.05 | 0.8% | 85% |
| 20260429 | $5.10 | $5.10 | 0.7% | 70% |
| 20260428 | $4.55 | $4.55 | 0.7% | 63% |
| 20260427 | $5.00 | $5.00 | 0.7% | 73% |
| 20260424 | $6.42 | $6.42 | 0.6% | 58% |
| 20260423 | $5.47 | $5.47 | 0.7% | 70% |
| 20260422 | $6.42 | $6.42 | 0.7% | 66% |
| 20260421 | $6.50 | $6.50 | 0.7% | 71% |
| 20260420 | $6.60 | $6.60 | 0.7% | 68% |
| 20260417 | $6.82 | $4.95 | 0.6% | 52% |
| 20260416 | $6.50 | $4.82 | 0.6% | 57% |
| 20260415 | $6.45 | $4.82 | 0.6% | 57% |
| 20260414 | $6.65 | $4.82 | 0.7% | 58% |
| 20260413 | $6.75 | $4.82 | 0.6% | 48% |
| 20260410 | $6.90 | $4.80 | 0.4% | 18% |
| 20260409 | $7.05 | $5.10 | 0.5% | 40% |
| 20260408 | $7.20 | $4.88 | 0.4% | 15% |
| 20260407 | $6.40 | $4.97 | 0.6% | 42% |
| 20260406 | $6.65 | $5.67 | 0.5% | 38% |
| 20260402 | $6.97 | $5.38 | 0.4% | 16% |
| 20260401 | $5.07 | $5.07 | 0.7% | 71% |
| 20260331 | $4.97 | $4.97 | 0.7% | 66% |
| 20260330 | $4.97 | $4.97 | 0.7% | 67% |
| 20260327 | $5.05 | $5.05 | 0.7% | 67% |
| 20260326 | $5.05 | $5.05 | 0.6% | 51% |
| 20260325 | $5.08 | $5.08 | 0.7% | 63% |
| 20260324 | $5.10 | $5.10 | 0.6% | 49% |
| 20260323 | $5.28 | $5.28 | 0.6% | 55% |
| 20260320 | $6.17 | $4.47 | 0.6% | 45% |
| 20260319 | $4.60 | $3.92 | 0.6% | 53% |
| 20260318 | $5.30 | $5.05 | 0.6% | 48% |
| 20260317 | $6.32 | $5.40 | 0.6% | 46% |
| 20260316 | $6.47 | $5.30 | 0.6% | 43% |