ROARABLE // PRO
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ROAR ▸

SIGI // Selective Insurance Group Inc.

OPT <GO> NASDAQ RQD COCKPIT → CIK 0000230557 ↗
Financials • Property-Casualty Insurers
$100.76 ▲ +1.93 (+1.95%)
MKT CAP: $5.83B • VOL: 634.1K
IMPLIED EVENT / 30D MOVE
±4.80%
PUT / CALL RATIO
0.82 CALL SKEW
MAX PAIN PIN STRIKE
$101 (+0.2% vs Spot)
CALL $0 PUT $0
SIGI // CBOE UNUSUAL OPTIONS SWEEPS & VOL/OI ANOMALIES (OMON / OPT <GO>) SPOT REF: $100.76
OCC CONTRACT EXP STRIKE SIDE MONEYNESS VOLUME OPEN INT VOL/OI $ PREMIUM IV % DELTA (Δ) GAMMA (Γ) SCORE
DEALER GAMMA EXPOSURE (GEX) WALLS & OFF-EXCHANGE DARK POOL TRF LEVELS LIVE DEALER POSITIONING
CALL GAMMA RESISTANCE WALL (+GEX)
$108 STRIKE
DEALER SHORT-GAMMA HEDGE MAGNET ABOVE SPOT
ZERO-GAMMA VOLATILITY FLIP LEVEL
$99.25
REGIME BOUNDARY: POSITIVE PINNING VS ACCELERATED SELLING
PUT GAMMA DOWNSIDE FLOOR (-GEX)
$92 STRIKE
INSTITUTIONAL PUT WALL & TRF BLOCK PRINT CLUSTER