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
19%
Compressed — premium buying regime
30-Day Avg
46%
60-Day Avg
43%
90-Day Avg
44%
90-Day Low
0%
90-Day High
94%
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 |
|---|---|---|
| 20260904 | 19% | 0.5% |
| 20260903 | 0% | 0.4% |
| 20260902 | 81% | 0.8% |
| 20260901 | 69% | 0.7% |
| 20260831 | 86% | 0.8% |
| 20260828 | 49% | 0.6% |
| 20260827 | 72% | 0.7% |
| 20260826 | 70% | 0.7% |
| 20260825 | 66% | 0.7% |
| 20260824 | 55% | 0.7% |
| 20260821 | 55% | 0.7% |
| 20260820 | 46% | 0.6% |
| 20260819 | 50% | 0.7% |
| 20260818 | 55% | 0.7% |
| 20260817 | 26% | 0.5% |
| 20260814 | 36% | 0.6% |
| 20260813 | 33% | 0.6% |
| 20260812 | 32% | 0.5% |
| 20260811 | 23% | 0.5% |
| 20260810 | 25% | 0.5% |
| 20260806 | 15% | 0.5% |
| 20260805 | 57% | 0.7% |
| 20260804 | 58% | 0.7% |
| 20260803 | 59% | 0.7% |
| 20260731 | 56% | 0.7% |
| 20260730 | 52% | 0.6% |
| 20260729 | 45% | 0.6% |
| 20260728 | 47% | 0.6% |
| 20260727 | 42% | 0.6% |
| 20260724 | 20% | 0.5% |
| 20260723 | 46% | 0.6% |
| 20260722 | 34% | 0.6% |
| 20260721 | 37% | 0.6% |
| 20260720 | 39% | 0.6% |
| 20260716 | 24% | 0.5% |
| 20260715 | 22% | 0.5% |
| 20260714 | 20% | 0.5% |
| 20260713 | 13% | 0.5% |
| 20260710 | 18% | 0.5% |
| 20260709 | 10% | 0.4% |
| 20260708 | 25% | 0.5% |
| 20260707 | 18% | 0.5% |
| 20260706 | 9% | 0.4% |
| 20260702 | 88% | 0.8% |
| 20260701 | 93% | 0.9% |
| 20260630 | 42% | 0.6% |
| 20260629 | 74% | 0.8% |
| 20260626 | 84% | 0.8% |
| 20260625 | 63% | 0.7% |
| 20260624 | 63% | 0.7% |
| 20260623 | 56% | 0.7% |
| 20260622 | 55% | 0.7% |
| 20260618 | 38% | 0.6% |
| 20260617 | 29% | 0.5% |
| 20260616 | 34% | 0.6% |
| 20260615 | 24% | 0.5% |
| 20260613 | 26% | 0.5% |
| 20260612 | 30% | 0.5% |
| 20260611 | 28% | 0.5% |
| 20260610 | 26% | 0.5% |
| 20260609 | 10% | 0.4% |
| 20260608 | 24% | 0.5% |
| 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% |