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
$7.05
7-Day Straddle
$5.82
Avg IV
0.5%
IV Rank
19%
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 |
|---|---|---|---|---|
| 20260904 | $7.05 | $5.82 | 0.5% | 19% |
| 20260903 | $6.45 | $5.17 | 0.4% | 0% |
| 20260902 | $5.80 | $5.80 | 0.8% | 81% |
| 20260901 | $5.30 | $5.30 | 0.7% | 69% |
| 20260831 | $5.53 | $5.53 | 0.8% | 86% |
| 20260828 | $5.95 | $5.95 | 0.6% | 49% |
| 20260827 | $5.85 | $5.85 | 0.7% | 72% |
| 20260826 | $6.15 | $6.15 | 0.7% | 70% |
| 20260825 | $6.00 | $6.00 | 0.7% | 66% |
| 20260824 | $5.80 | $5.80 | 0.7% | 55% |
| 20260821 | $5.67 | $4.92 | 0.7% | 55% |
| 20260820 | $5.45 | $4.80 | 0.6% | 46% |
| 20260819 | $5.67 | $4.80 | 0.7% | 50% |
| 20260818 | $6.00 | $4.95 | 0.7% | 55% |
| 20260817 | $6.30 | $5.12 | 0.5% | 26% |
| 20260814 | $5.90 | $4.95 | 0.6% | 36% |
| 20260813 | $5.60 | $4.95 | 0.6% | 33% |
| 20260812 | $5.60 | $4.95 | 0.5% | 32% |
| 20260811 | $6.43 | $5.07 | 0.5% | 23% |
| 20260810 | $5.50 | $4.80 | 0.5% | 25% |
| 20260806 | $7.25 | $5.47 | 0.5% | 15% |
| 20260805 | $5.35 | $5.35 | 0.7% | 57% |
| 20260804 | $5.50 | $5.50 | 0.7% | 58% |
| 20260803 | $5.30 | $5.30 | 0.7% | 59% |
| 20260731 | $5.10 | $5.10 | 0.7% | 56% |
| 20260730 | $5.92 | $5.92 | 0.6% | 52% |
| 20260729 | $5.50 | $5.50 | 0.6% | 45% |
| 20260728 | $5.35 | $5.35 | 0.6% | 47% |
| 20260727 | $6.00 | $6.00 | 0.6% | 42% |
| 20260724 | $5.35 | $5.35 | 0.5% | 20% |
| 20260723 | $6.48 | $6.48 | 0.6% | 46% |
| 20260722 | $7.20 | $7.20 | 0.6% | 34% |
| 20260721 | $6.10 | $6.10 | 0.6% | 37% |
| 20260720 | $7.60 | $7.60 | 0.6% | 39% |
| 20260716 | $7.70 | $4.80 | 0.5% | 24% |
| 20260715 | $7.55 | $4.82 | 0.5% | 22% |
| 20260714 | $7.75 | $4.95 | 0.5% | 20% |
| 20260713 | $7.15 | $4.97 | 0.5% | 13% |
| 20260710 | $7.75 | $4.95 | 0.5% | 18% |
| 20260709 | $7.60 | $4.80 | 0.4% | 10% |
| 20260708 | $8.20 | $5.55 | 0.5% | 25% |
| 20260707 | $8.00 | $5.10 | 0.5% | 18% |
| 20260706 | $7.35 | $5.10 | 0.4% | 9% |
| 20260702 | $5.05 | $5.05 | 0.8% | 88% |
| 20260701 | $5.10 | $5.10 | 0.9% | 93% |
| 20260630 | $5.45 | $5.45 | 0.6% | 42% |
| 20260629 | $5.70 | $5.70 | 0.8% | 74% |
| 20260626 | $5.62 | $5.62 | 0.8% | 84% |
| 20260625 | $5.10 | $5.10 | 0.7% | 63% |
| 20260624 | $4.75 | $4.75 | 0.7% | 63% |
| 20260623 | $4.53 | $4.53 | 0.7% | 56% |
| 20260622 | $6.55 | $6.55 | 0.7% | 55% |
| 20260618 | $6.38 | $5.05 | 0.6% | 38% |
| 20260617 | $6.08 | $5.05 | 0.5% | 29% |
| 20260616 | $6.47 | $5.45 | 0.6% | 34% |
| 20260615 | $6.12 | $5.15 | 0.5% | 24% |
| 20260613 | $6.68 | $5.15 | 0.5% | 26% |
| 20260612 | $6.68 | $5.05 | 0.5% | 30% |
| 20260611 | $6.80 | $5.15 | 0.5% | 28% |
| 20260610 | $6.17 | $5.10 | 0.5% | 26% |