SIGI · Expected Move
Selective Insurance Group
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).
SIGI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SIGI Expected Move
30-Day Straddle
$7.10
7-Day Straddle
$7.10
30-Day ATM IV
33.5%
IV Rank
100%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $7.10 | $7.10 | 33.5% | 100% |
| 20261021 | $6.60 | $6.60 | 32.1% | 89% |
| 20261020 | $6.60 | $6.60 | 31.8% | 85% |
| 20261019 | $6.65 | $6.65 | 32.3% | 91% |
| 20261016 | $7.00 | $3.15 | 31.7% | 84% |
| 20261015 | $7.53 | $5.20 | 32.4% | 91% |
| 20261014 | $6.93 | $4.93 | 32.5% | 92% |
| 20261013 | $6.90 | $4.93 | 31.7% | 84% |
| 20261012 | $6.90 | $3.80 | 31.4% | 81% |
| 20261009 | $7.00 | $3.48 | 31.9% | 86% |
| 20261008 | $7.25 | $3.55 | 31.8% | 85% |
| 20261007 | $7.10 | $3.55 | 33.1% | 100% |
| 20261006 | $6.15 | $3.70 | 29.5% | 64% |
| 20261005 | $7.38 | $4.05 | 31.4% | 86% |
| 20261002 | $4.97 | $4.97 | 31.6% | 88% |
| 20261001 | $5.18 | $5.18 | 32.3% | 96% |
| 20260930 | $5.15 | $5.15 | 31.6% | 88% |
| 20260929 | $5.15 | $5.15 | 31.6% | 88% |
| 20260928 | $4.97 | $4.97 | 31.3% | 85% |
| 20260925 | $5.75 | $5.75 | 30.2% | 71% |
| 20260924 | $5.55 | $5.55 | 31.4% | 86% |
| 20260923 | $5.88 | $5.88 | 31.2% | 84% |
| 20260922 | $4.45 | $4.45 | 28.4% | 51% |
| 20260921 | $6.22 | $6.22 | 31.9% | 92% |
| 20260918 | $5.72 | $4.82 | 29.5% | 63% |
| 20260917 | $6.67 | $5.32 | 30.1% | 70% |
| 20260916 | $5.90 | $4.50 | 30.2% | 72% |
| 20260915 | $5.22 | $5.32 | 26.0% | 22% |
| 20260914 | $5.33 | $3.47 | 25.0% | 12% |
| 20260911 | $5.75 | $3.60 | 26.5% | 29% |
| 20260910 | $6.07 | $5.30 | 28.5% | 49% |
| 20260909 | $5.68 | $5.32 | 27.3% | 35% |
| 20260908 | $6.45 | $5.32 | 29.4% | 58% |
| 20260904 | $7.05 | $5.82 | 27.4% | 37% |
| 20260903 | $6.45 | $5.17 | 26.9% | 32% |
| 20260902 | $5.80 | $5.80 | 26.1% | 22% |
| 20260901 | $5.30 | $5.30 | 26.7% | 29% |
| 20260831 | $5.53 | $5.53 | 27.3% | 23% |
| 20260828 | $5.95 | $5.95 | 27.1% | 22% |
| 20260827 | $5.85 | $5.85 | 27.3% | 24% |
| 20260826 | $6.15 | $6.15 | 27.6% | 25% |
| 20260825 | $6.00 | $6.00 | 24.7% | 5% |
| 20260824 | $5.80 | $5.80 | 27.7% | 26% |
| 20260821 | $5.67 | $4.92 | 27.2% | 23% |
| 20260820 | $5.45 | $4.80 | 24.8% | 5% |
| 20260819 | $5.67 | $4.80 | 27.7% | 27% |
| 20260818 | $6.00 | $4.95 | 27.2% | 23% |
| 20260817 | $6.30 | $5.12 | 27.7% | 26% |
| 20260814 | $5.90 | $4.95 | 26.0% | 14% |
| 20260813 | $5.60 | $4.95 | 24.1% | 0% |
| 20260812 | $5.60 | $4.95 | 24.8% | 5% |
| 20260811 | $6.43 | $5.07 | 27.1% | 22% |
| 20260810 | $5.50 | $4.80 | 24.3% | 1% |
| 20260807 | — | — | 26.1% | 14% |
| 20260806 | $7.25 | $5.47 | 27.3% | 23% |
| 20260805 | $5.35 | $5.35 | 26.2% | 15% |
| 20260804 | $5.50 | $5.50 | 25.8% | 12% |
| 20260803 | $5.30 | $5.30 | 25.6% | 11% |
| 20260731 | $5.10 | $5.10 | 24.9% | 6% |
| 20260730 | $5.92 | $5.92 | 27.8% | 26% |
More on SIGI
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.