← Back to Stock / ETF implied volatility screenerSIGI - Selective Insurance Group
SIGI - Selective Insurance Group
Implied Volatility Analysis
Implied Volatility:
48.6%
48.6%
Put/Call-Ratio:
3.20
3.20
Selective Insurance Group has an Implied Volatility (IV) of 48.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for SIGI is 19 and the Implied Volatility Percentile (IVP) is 40. The current Implied Volatility Index for SIGI is -0.33 standard deviations away from its 1 year mean.
| Market Cap | $6.03B |
|---|---|
| Dividend Yield | 1.15% ($1.15) |
| Next Earnings Date | 5/3/2023 (46d) |
| Implied Volatility (IV) 30d | 48.65 |
| Implied Volatility Rank (IVR) 1y | 18.62 |
| Implied Volatility Percentile (IVP) 1y | 40.48 |
| Historical Volatility (HV) 30d | 26.82 |
| IV / HV | 1.81 |
| Open Interest | 266.00 |
| Option Volume | 63.00 |
| Put/Call Ratio (Volume) | 3.20 |
Data was calculated after the 3/17/2023 closing.
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