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Quote for SIGI (SELECTIVE INSURANCE GR)

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 SIGI  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

74.31 

 SELECTIVE INSURANCE GR       CHANGE

0.15 

 HIGH 75.25   LOW 73.98   DIVIDEND DATE 2017-11-14 
 OPEN 74.24   CLOSE 74.16   DIVIDEND AMOUNT 0.18 
 BID 0.00   ASK 0.00   YIELD 1.21 
 VOLUME 286,822   SPLIT DATE  2007-02-21   DATE/TIME: 2019-10-15 
 OPTION VOLUME  IMPLIED VOLATILITY 0.00   HISTORICAL VOL  0.21 
Data used in the screeners below are delayed from September 24, 2019.   You must subscribe to get the latest data.
Covered Calls   more... 
Stock Stock Price   Symbol Expiry Strike Premium Time Value % of Stock   IVol  Months
 SIGI  74.98    SIGI  Dec 20 '19  65.00  12.50  2.52  3.36%    0.46  2
 SIGI  74.98    SIGI  Oct 18 '19  80.00  0.50  0.50  0.67%    0.27  0
 SIGI  74.98    SIGI  Mar 20 '20  65.00  11.90  1.92  2.56%    0.27  5
 SIGI  74.98    SIGI  Dec 20 '19  80.00  1.85  1.85  2.47%    0.25  2
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 SIGI  Dec 20 '19  65.00   C  12.50    SIGI  Dec 20 '19  65.00   P  0.85    13.35  9.98
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 SIGI  Dec 20 '19  75.00   P  3.30    SIGI  Dec 20 '19  65.00   P  0.85    2.45  10.00
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 SIGI  Dec 20 '19  65.00   C  12.50    SIGI  Dec 20 '19  70.00   C  6.65    5.85  5.00
 SIGI  Dec 20 '19  65.00   C  12.50    SIGI  Dec 20 '19  80.00   C  1.85    10.65  15.00
 SIGI  Mar 20 '20  65.00   C  11.90    SIGI  Mar 20 '20  70.00   C  8.20    3.70  5.00
 SIGI  Dec 20 '19  70.00   C  6.65    SIGI  Dec 20 '19  80.00   C  1.85    4.80  10.00
Bull Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 SIGI  Dec 20 '19  80.00   C  1.85    SIGI  Dec 20 '19  70.00   C  6.65    -4.80  10.00
 SIGI  Mar 20 '20  70.00   C  8.20    SIGI  Mar 20 '20  65.00   C  11.90    -3.70  5.00
 SIGI  Dec 20 '19  80.00   C  1.85    SIGI  Dec 20 '19  65.00   C  12.50    -10.65  15.00
 SIGI  Dec 20 '19  70.00   C  6.65    SIGI  Dec 20 '19  65.00   C  12.50    -5.85  5.00
Bear Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 SIGI  Mar 20 '20  60.00   P  1.00    SIGI  Mar 20 '20  80.00   P  6.10    -5.10  20.00
 SIGI  Dec 20 '19  65.00   P  0.85    SIGI  Dec 20 '19  75.00   P  3.30    -2.45  10.00
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 SIGI  Dec 20 '19  65.00   C  12.50    SIGI  Mar 20 '20  65.00   C  11.90    0.60  3
 SIGI  Oct 18 '19  80.00   C  0.50    SIGI  Dec 20 '19  80.00   C  1.85    -1.35  2
 SIGI  Dec 20 '19  70.00   C  6.65    SIGI  Mar 20 '20  70.00   C  8.20    -1.55  3
Data Provided by HistoricalOptionData.com
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