Selective Insurance Group (SIGI)'s 30-day implied volatility (IV30) was 23.1% at the close on November 10, 2026, up from 18.5% the day before, against a 52-week range of 14.0% to 29.4%. Its 20-day historical volatility was 27.5%.

Key numbers

30-day implied volatility (IV30): 23.1%
IV30 52-week range: 14.0% to 29.4% (median 18.8%)
Historical volatility: 20-day 27.5%, 1-year 25.0%
Implied move by the nearest expiration: ±1.0%

Data as of November 10, 2026.

SIGI Implied Volatility (IV) vs Historical Volatility (HV)

Name: SIGI Implied Volatility
Creator: Market Chameleon