SIGI · Selective Insurance Group Inc

Track SIGI — free

$94.37 +0.48 (+0.51%) At close · Aug 14

Market Cap

$5.62B

59.57M

Options Chain

Underlying $94.37 · at close Aug 14, 2026 Options Calculator

Positioning

Aug 21, 2026 · 5 days to expiry · 34 contracts · mixed snapshot sessions · Jun 30, 2026–Aug 4, 2026; 24 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

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dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 5d Sep 18 33d Dec 18 124d Mar 19 215d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		—	—	—	—	0
Call · $50 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	196.6%	0.991	—		—	-0.031	253.3%	—	0
Call · $55 In the money Snapshot session Unknown Last — Breakeven — Implied vol 196.6% Delta 0.991 ≈99% ITM Gamma 0.001 Theta -0.05 Vega 0.005 Open interest 0 Model this call Put · $55 Snapshot session Unknown Last — Breakeven — Implied vol 253.3% Delta -0.031 ≈3% ITM Gamma 0.002 Theta -0.183 Vega 0.009 Open interest 0 Model this put
0	—	166.6%	0.989	—		$0.05	-0.036	217.9%	7	7
Call · $60 In the money Snapshot session Unknown Last — Breakeven — Implied vol 166.6% Delta 0.989 ≈99% ITM Gamma 0.001 Theta -0.048 Vega 0.005 Open interest 0 Model this call Put · $60 Snapshot session Jul 23, 2026 Last $0.05 Breakeven $59.95 Implied vol 217.9% Delta -0.036 ≈4% ITM Gamma 0.003 Theta -0.178 Vega 0.01 Open interest 7 Model this put
0	—	138.9%	0.988	—		$0.05	-0.042	185.4%	60	60
Call · $65 In the money Snapshot session Unknown Last — Breakeven — Implied vol 138.9% Delta 0.988 ≈99% ITM Gamma 0.002 Theta -0.046 Vega 0.005 Open interest 0 Model this call Put · $65 Snapshot session Jul 23, 2026 Last $0.05 Breakeven $64.95 Implied vol 185.4% Delta -0.042 ≈4% ITM Gamma 0.004 Theta -0.173 Vega 0.01 Open interest 60 Model this put
0	—	113.3%	0.985	—		—	-0.05	155.4%	—	0
Call · $70 In the money Snapshot session Unknown Last — Breakeven — Implied vol 113.3% Delta 0.985 ≈99% ITM Gamma 0.003 Theta -0.043 Vega 0.005 Open interest 0 Model this call Put · $70 Snapshot session Unknown Last — Breakeven — Implied vol 155.4% Delta -0.05 ≈5% ITM Gamma 0.006 Theta -0.167 Vega 0.01 Open interest 0 Model this put
0	—	89.4%	0.983	—		—	-0.061	126.4%	—	0
Call · $75 In the money Snapshot session Unknown Last — Breakeven — Implied vol 89.4% Delta 0.983 ≈98% ITM Gamma 0.004 Theta -0.04 Vega 0.005 Open interest 0 Model this call Put · $75 Snapshot session Unknown Last — Breakeven — Implied vol 126.4% Delta -0.061 ≈6% ITM Gamma 0.008 Theta -0.158 Vega 0.019 Open interest 0 Model this put
0	—	55.6%	0.992	—		—	-0.077	96.5%	—	0
Call · $80 In the money Snapshot session Unknown Last — Breakeven — Implied vol 55.6% Delta 0.992 ≈99% ITM Gamma 0.003 Theta -0.014 Vega 0.002 Open interest 0 Model this call Put · $80 Snapshot session Unknown Last — Breakeven — Implied vol 96.5% Delta -0.077 ≈8% ITM Gamma 0.013 Theta -0.143 Vega 0.019 Open interest 0 Model this put
0	—	—	—	—		$0.85	-0.232	127.9%	3	3
Call · $85 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $85 Snapshot session Jun 30, 2026 Last $0.85 Breakeven $84.15 Implied vol 127.9% Delta -0.232 ≈23% ITM Gamma 0.02 Theta -0.403 Vega 0.039 Open interest 3 Model this put
18	30	—	—	$7.60		—	-0.197	46.2%	—	0
Call · $90 In the money Snapshot session Jul 24, 2026 Last $7.60 Breakeven $97.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 18 Model this call Put · $90 Snapshot session Unknown Last — Breakeven — Implied vol 46.2% Delta -0.197 ≈20% ITM Gamma 0.051 Theta -0.132 Vega 0.031 Open interest 0 Model this put
Underlying $94.37
0	—	59%	0.48	—		$2.55	-0.532	46.6%	4	4
Call · $95 Snapshot session Unknown Last — Breakeven — Implied vol 59% Delta 0.48 ≈48% ITM Gamma 0.057 Theta -0.246 Vega 0.047 Open interest 0 Model this call Put · $95 In the money Snapshot session Aug 4, 2026 Last $2.55 Breakeven $92.45 Implied vol 46.6% Delta -0.532 ≈53% ITM Gamma 0.073 Theta -0.19 Vega 0.047 Open interest 4 Model this put
2	2	44.4%	0.156	$0.61		—	-0.815	49.5%	—	0
Call · $100 Snapshot session Jul 27, 2026 Last $0.61 Breakeven $100.61 Implied vol 44.4% Delta 0.156 ≈16% ITM Gamma 0.046 Theta -0.111 Vega 0.033 Open interest 2 Model this call Put · $100 In the money Snapshot session Unknown Last — Breakeven — Implied vol 49.5% Delta -0.815 ≈81% ITM Gamma 0.046 Theta -0.133 Vega 0.032 Open interest 0 Model this put
3	2	67.2%	0.112	$1.00		—	-0.886	67.9%	—	0
Call · $105 Snapshot session Jul 23, 2026 Last $1.00 Breakeven $106.00 Implied vol 67.2% Delta 0.112 ≈11% ITM Gamma 0.024 Theta -0.132 Vega 0.022 Open interest 3 Model this call Put · $105 In the money Snapshot session Unknown Last — Breakeven — Implied vol 67.9% Delta -0.886 ≈89% ITM Gamma 0.024 Theta -0.131 Vega 0.022 Open interest 0 Model this put
10	10	99.9%	0.124	$0.05		—	-0.908	88.5%	—	0
Call · $110 Snapshot session Jul 29, 2026 Last $0.05 Breakeven $110.05 Implied vol 99.9% Delta 0.124 ≈12% ITM Gamma 0.017 Theta -0.211 Vega 0.023 Open interest 10 Model this call Put · $110 In the money Snapshot session Unknown Last — Breakeven — Implied vol 88.5% Delta -0.908 ≈91% ITM Gamma 0.016 Theta -0.147 Vega 0.023 Open interest 0 Model this put
29	21	107.4%	0.077	$0.05		—	-0.921	108.1%	—	0
Call · $115 Snapshot session Jul 22, 2026 Last $0.05 Breakeven $115.05 Implied vol 107.4% Delta 0.077 ≈8% ITM Gamma 0.012 Theta -0.163 Vega 0.023 Open interest 29 Model this call Put · $115 In the money Snapshot session Unknown Last — Breakeven — Implied vol 108.1% Delta -0.921 ≈92% ITM Gamma 0.012 Theta -0.162 Vega 0.023 Open interest 0 Model this put
0	—	123.1%	0.069	—		—	-0.93	124.4%	—	0
Call · $120 Snapshot session Unknown Last — Breakeven — Implied vol 123.1% Delta 0.069 ≈7% ITM Gamma 0.009 Theta -0.169 Vega 0.014 Open interest 0 Model this call Put · $120 In the money Snapshot session Unknown Last — Breakeven — Implied vol 124.4% Delta -0.93 ≈93% ITM Gamma 0.009 Theta -0.169 Vega 0.014 Open interest 0 Model this put
1	1	138.1%	0.062	$0.15		—	-0.936	139.6%	—	0
Call · $125 Snapshot session Jul 24, 2026 Last $0.15 Breakeven $125.15 Implied vol 138.1% Delta 0.062 ≈6% ITM Gamma 0.007 Theta -0.175 Vega 0.014 Open interest 1 Model this call Put · $125 In the money Snapshot session Unknown Last — Breakeven — Implied vol 139.6% Delta -0.936 ≈94% ITM Gamma 0.008 Theta -0.175 Vega 0.014 Open interest 0 Model this put
0	—	152.6%	0.057	—		—	-0.941	154.1%	—	0
Call · $130 Snapshot session Unknown Last — Breakeven — Implied vol 152.6% Delta 0.057 ≈6% ITM Gamma 0.006 Theta -0.18 Vega 0.014 Open interest 0 Model this call Put · $130 In the money Snapshot session Unknown Last — Breakeven — Implied vol 154.1% Delta -0.941 ≈94% ITM Gamma 0.006 Theta -0.181 Vega 0.014 Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Jun 30, 2026–Aug 4, 2026; 24 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown.

Key facts CIK 230557 CUSIP 816300107 13F (30d) 342 filings 337 filers Visit website Investor relations