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Quote for SIGI (SELECTIVE INSURANCE GR)

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 SIGI  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

94.47 
 SELECTIVE INSURANCE GR       CHANGE

-0.53 
 HIGH 94.98   LOW 93.72   DIVIDEND DATE 2017-11-14 
 OPEN 94.98   CLOSE 95.00   DIVIDEND AMOUNT 0.18 
 BID 0.00   ASK 0.00   YIELD 1.21 
 VOLUME 393,377   SPLIT DATE  2007-02-21   DATE/TIME: 2024-05-29 
 OPTION VOLUME 0   IMPLIED VOLATILITY 0.00   HISTORICAL VOL  0.22 
Data used in the screeners below are delayed from May 8, 2024.   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  99    SIGI  May 17 '24  110.00  2.65  2.65  2.68%    1.04  0
 SIGI  99    SIGI  May 17 '24  105.00  2.35  2.35  2.37%    0.75  0
 SIGI  99    SIGI  May 17 '24  100.00  4.10  4.10  4.14%    0.74  0
 SIGI  99    SIGI  Jun 21 '24  95.00  10.96  6.96  7.03%    0.65  1
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 SIGI  Jun 21 '24  95.00   C  10.96    SIGI  Jun 21 '24  95.00   P  2.90    13.86  4.00
 SIGI  May 17 '24  100.00   C  4.10    SIGI  May 17 '24  100.00   P  2.00    6.10  1.00
 SIGI  Jun 21 '24  100.00   C  1.50    SIGI  Jun 21 '24  100.00   P  3.45    4.95  1.00
 SIGI  Sep 20 '24  105.00   C  2.60    SIGI  Sep 20 '24  105.00   P  7.03    9.63  6.00
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 SIGI  Dec 20 '24  110.00   P  12.60    SIGI  Dec 20 '24  105.00   P  8.28    4.32  5.00
 SIGI  Sep 20 '24  105.00   P  7.03    SIGI  Sep 20 '24  95.00   P  3.00    4.03  10.00
 SIGI  Jun 21 '24  100.00   P  3.45    SIGI  Jun 21 '24  95.00   P  2.90    0.55  5.00
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 SIGI  Jun 21 '24  95.00   C  10.96    SIGI  Jun 21 '24  100.00   C  1.50    9.46  5.00
 SIGI  Jun 21 '24  95.00   C  10.96    SIGI  Jun 21 '24  110.00   C  1.55    9.41  15.00
 SIGI  Jun 21 '24  95.00   C  10.96    SIGI  Jun 21 '24  105.00   C  3.80    7.16  10.00
Bull Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 SIGI  Jun 21 '24  105.00   C  3.80    SIGI  Jun 21 '24  95.00   C  10.96    -7.16  10.00
 SIGI  Jun 21 '24  110.00   C  1.55    SIGI  Jun 21 '24  95.00   C  10.96    -9.41  15.00
 SIGI  Jun 21 '24  100.00   C  1.50    SIGI  Jun 21 '24  95.00   C  10.96    -9.46  5.00
Bear Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 SIGI  Jun 21 '24  85.00   P  1.05    SIGI  Jun 21 '24  100.00   P  3.45    -2.40  15.00
 SIGI  Jun 21 '24  95.00   P  2.90    SIGI  Jun 21 '24  100.00   P  3.45    -0.55  5.00
 SIGI  Jun 21 '24  85.00   P  1.05    SIGI  Jun 21 '24  95.00   P  2.90    -1.85  10.00
 SIGI  Sep 20 '24  95.00   P  3.00    SIGI  Sep 20 '24  105.00   P  7.03    -4.03  10.00
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 SIGI  May 17 '24  110.00   C  2.65    SIGI  Sep 20 '24  110.00   C  2.40    0.25  4
 SIGI  May 17 '24  110.00   C  2.65    SIGI  Jun 21 '24  110.00   C  1.55    1.10  1
 SIGI  May 17 '24  100.00   C  4.10    SIGI  Jun 21 '24  100.00   C  1.50    2.60  1
 SIGI  May 17 '24  105.00   C  2.35    SIGI  Sep 20 '24  105.00   C  2.60    -0.25  4
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 SIGI  Jun 21 '24  95.00   P  2.90    SIGI  Sep 20 '24  95.00   P  3.00    -0.10  3
 SIGI  May 17 '24  100.00   P  2.00    SIGI  Jun 21 '24  100.00   P  3.45    -1.45  1
 SIGI  Sep 20 '24  105.00   P  7.03    SIGI  Dec 20 '24  105.00   P  8.28    -1.25  3
Data Provided by HistoricalOptionData.com
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