SIGI as of Oct 31 · 20:01 ET
SIGINasdaqFire, Marine & Casualty Insurance

Selective Insurance Group Inc · Brief

Next report

88 days

Jan 28 · after closeest.Q4 FY26

Expected move

No implied move.

Implied vs realized

8 reportsHistory
3 of 7≥ implied
avg implied
±6.7%
avg realized
±6.8%
Jan 29 '25±5.9%▼−12.64%×2.13
Apr 23 '25±6.8%▼−1.80%×0.27
Jul 23 '25±5.8%▼−17.04%×2.92
Oct 22 '25±8.0%▼−5.69%×0.71
Jan 29 '26±5.9%0.00%×0.00
Q1 FY26±7.9%▲+8.70%×1.10
Q2 FY26±6.8%▼−1.49%×0.22
Q3 FY26—▲+5.31%—
quarterimplied−20%0+20%realized×
Q3 FY26—▲+5.31%—
Q2 FY26±6.8%▼−1.49%×0.22
Q1 FY26±7.9%▲+8.70%×1.10
Jan '26±5.9%0.00%×0.00
Oct '25±8.0%▼−5.69%×0.71
Jul '25±5.8%▼−17.04%×2.92
2 older reports
Apr '25±6.8%▼−1.80%×0.27
Jan '25±5.9%▼−12.64%×2.13
Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Jan 28 report · est.

Bull2 of 4

370managers reporting a position in the latest quarterly filings13F · Jun 30 '26
32managers holding the majority of reported value13F · Jun 30 '26

Bear2 of 3

6 of 22of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26
0.18%largest tracked fund weight of the major small cap index ETF's assetsN-PORT · Jun 30 '26
AI captions · Oct 26 '26once per report · top 2 per case

Linked exposure

SIGI report session

No linked exposure.

Latest changes

30 daysAll changes
Oct 22impliedImplied move: ±6.6% into Oct 22 earnings (Oct 22 close).Source
Oct 21impliedImplied move: ±6.2% into Oct 28 earnings (Oct 21 close).Source
Oct 7impliedImplied move: ±7.2% into Oct 21 earnings (Oct 7 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.