SIGI (Selective Insurance Group)
Historical IV Rank & Volatility Regime
IV Rank measures where SIGI's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on SIGI are priced rich or cheap relative to its own recent 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.
SIGI IV Rank Summary
Current
12%
Compressed — premium buying regime
30-Day Avg
50%
60-Day Avg
51%
90-Day Avg
55%
90-Day Low
12%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically
precede mean reversion in SIGI's implied vol; sustained sub-25% readings
often coincide with low-realized regimes ahead of catalyst events. See the
Vol Arb Screener for symbols where current IV
rank diverges most from realized volatility.
SIGI IV Rank — Last 90 Trading Days
| Date | IV Rank | Avg IV |
|---|---|---|
| 20260605 | 12% | 0.5% |
| 20260604 | 15% | 0.5% |
| 20260603 | 18% | 0.5% |
| 20260602 | 78% | 0.8% |
| 20260601 | 68% | 0.7% |
| 20260529 | 48% | 0.6% |
| 20260528 | 82% | 0.8% |
| 20260527 | 64% | 0.7% |
| 20260526 | 72% | 0.8% |
| 20260522 | 49% | 0.6% |
| 20260521 | 47% | 0.6% |
| 20260520 | 46% | 0.6% |
| 20260519 | 43% | 0.6% |
| 20260518 | 51% | 0.6% |
| 20260515 | 38% | 0.6% |
| 20260514 | 36% | 0.6% |
| 20260513 | 41% | 0.6% |
| 20260512 | 41% | 0.6% |
| 20260511 | 41% | 0.5% |
| 20260510 | 38% | 0.5% |
| 20260508 | 36% | 0.5% |
| 20260507 | 31% | 0.5% |
| 20260506 | 34% | 0.5% |
| 20260505 | 34% | 0.5% |
| 20260504 | 38% | 0.5% |
| 20260502 | 90% | 0.8% |
| 20260501 | 94% | 0.9% |
| 20260430 | 85% | 0.8% |
| 20260429 | 70% | 0.7% |
| 20260428 | 63% | 0.7% |
| 20260427 | 73% | 0.7% |
| 20260424 | 58% | 0.6% |
| 20260423 | 70% | 0.7% |
| 20260422 | 66% | 0.7% |
| 20260421 | 71% | 0.7% |
| 20260420 | 68% | 0.7% |
| 20260417 | 52% | 0.6% |
| 20260416 | 57% | 0.6% |
| 20260415 | 57% | 0.6% |
| 20260414 | 58% | 0.7% |
| 20260413 | 48% | 0.6% |
| 20260410 | 18% | 0.4% |
| 20260409 | 40% | 0.5% |
| 20260408 | 15% | 0.4% |
| 20260407 | 42% | 0.6% |
| 20260406 | 38% | 0.5% |
| 20260402 | 16% | 0.4% |
| 20260401 | 71% | 0.7% |
| 20260331 | 66% | 0.7% |
| 20260330 | 67% | 0.7% |
| 20260327 | 67% | 0.7% |
| 20260326 | 51% | 0.6% |
| 20260325 | 63% | 0.7% |
| 20260324 | 49% | 0.6% |
| 20260323 | 55% | 0.6% |
| 20260320 | 45% | 0.6% |
| 20260319 | 53% | 0.6% |
| 20260318 | 48% | 0.6% |
| 20260317 | 46% | 0.6% |
| 20260316 | 43% | 0.6% |
| 20260313 | 38% | 0.5% |
| 20260312 | 40% | 0.5% |
| 20260311 | 39% | 0.5% |
| 20260310 | 39% | 0.5% |
| 20260309 | 40% | 0.5% |
| 20260308 | 39% | 0.5% |
| 20260306 | 37% | 0.5% |
| 20260305 | 36% | 0.5% |
| 20260304 | 90% | 0.8% |
| 20260303 | 100% | 0.9% |
| 20260302 | 100% | 0.9% |
| 20260227 | 98% | 0.8% |
| 20260226 | 100% | 0.8% |
| 20260225 | 96% | 0.8% |
| 20260224 | 100% | 0.8% |
| 20260223 | 97% | 0.8% |
| 20260221 | 66% | 0.6% |
| 20260220 | 63% | 0.6% |
| 20260219 | 64% | 0.6% |
| 20260218 | 84% | 0.7% |
| 20260217 | 76% | 0.7% |
| 20260213 | 65% | 0.6% |
| 20260212 | 63% | 0.6% |
| 20260211 | 51% | 0.6% |
| 20260210 | 48% | 0.5% |
| 20260209 | 48% | 0.5% |
| 20260206 | 37% | 0.5% |
| 20260205 | 32% | 0.5% |
| 20260204 | 32% | 0.5% |
| 20260203 | 49% | 0.7% |