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
Selective Insurance Greeks
Delta, Gamma, Theta, and Vega Greek Charts for SIGI options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 40.00 | 0.7989 | 0.0061 | -0.746 | 0.0532 |
| 45.00 | 0.7640 | 0.0079 | -0.7227 | 0.0596 |
| 50.00 | 0.7237 | 0.0103 | -0.6926 | 0.0665 |
| 55.00 | 0.6756 | 0.0136 | -0.6554 | 0.0740 |
| 60.00 | 0.6162 | 0.0183 | -0.6075 | 0.0824 |
| 65.00 | 0.5358 | 0.0252 | -0.5555 | 0.0921 |
| 70.00 | 0.6089 | 0.0404 | -0.3358 | 0.0756 |
| 75.00 | 0.2331 | 0.0615 | -0.3931 | 0.1156 |
| 80.00 | -0.5451 | 0.0312 | -0.1746 | 0.0601 |
| 85.00 | -0.6789 | 0.0274 | -0.1606 | 0.0543 |
| 90.00 | -0.7292 | 0.0204 | -0.1843 | 0.0502 |
| 95.00 | -0.7597 | 0.0163 | -0.2034 | 0.0472 |
| 100.00 | -0.78 | 0.0137 | -0.22 | 0.0449 |
| 105.00 | -0.7952 | 0.0118 | -0.2339 | 0.0430 |
| 110.00 | -0.8071 | 0.0105 | -0.2458 | 0.0415 |
| 115.00 | -0.8167 | 0.0094 | -0.2563 | 0.0402 |