Net delta exposure for Selective Insurance Group (SIGI) options was $1.15M per 1% move at the Nov 4, 2026 close. It has been positive on 20 of the last 20 trading days. That is its highest reading in 12 weeks.
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Delta Exposure by Strike
Showing results for SIGI, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for SIGI, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for SIGI, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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SIGI Delta Exposure FAQ
What is delta exposure (DEX)?
Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.
Is SIGI delta exposure positive or negative?
Selective Insurance net delta exposure was positive on Nov 4, 2026, at $1.15M. It has been positive on 20 of the last 20 trading days.
How has SIGI delta exposure changed recently?
Selective Insurance net delta exposure went from $345.92K on Oct 7, 2026 to $1.15M on Nov 4, 2026. See the SIGI delta exposure history for a longer view.
What is Selective Insurance Group?
Selective Insurance Group Inc is a regional property-casualty insurer based in New Jersey, with its operations focused in the New York metropolitan area.