Selective Insurance Group... (SIGI)
NASDAQ: SIGI
· Real-Time Price · USD
83.51
1.32 (1.61%)
At close: Oct 03, 2025, 3:59 PM
83.51
0.00%
After-hours: Oct 03, 2025, 04:10 PM EDT
SIGI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for SIGI across all expirations is 285.07 shares per 1% move, with 478.81 from calls and 193.74 from puts. The put-call GEX ratio of 0.40 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
SIGI GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 37.72 | -8.52 | 29.2 | 0.23 |
| Nov 21, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 117.67 | -125.04 | -7.37 | 1.06 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 323.42 | -60.18 | 263.24 | 0.19 |