7 calls and 1 puts traded on Nov 4, 2026, 8 contracts in total. Open interest was 222 contracts. Over the past 30 days, volume averaged 8 contracts per day. The SIGI option volume chart shows volume by strike and expiration date.

Selective Insurance IV rank is 0, so its 30-day implied volatility of 23.8% is near the bottom of its one-year range. Over the past year it ranged from 23.4% on Sep 22, 2026 to 171.5% on Jan 16, 2026. See the SIGI implied volatility history for a longer view.

The Selective Insurance put/call volume ratio was 0.14 on Nov 4, 2026, so calls outnumber puts. The put/call open interest ratio was 0.09. The SIGI open interest chart shows calls and puts at each strike.

As of the Nov 4, 2026 close, max pain for Selective Insurance options about one week from expiration was $91.94, 10.9% below the $103.18 close. The SIGI max pain chart shows it for every expiration date.

Based on 7-day implied volatility of 30.9%, options price a move of about ±$4.42 (±4.3%) over the next week, a range of roughly $98.76 to $107.60 from the Nov 4, 2026 close. The SIGI expected move chart shows it for every expiration date.