Selective Insurance Group Inc (SIGI) Historical Volatility

Tracking SIGI historical volatility helps you see how much Selective Insurance Group Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Selective Insurance Group Inc's HV tells you what really happened. Use our scanner to monitor SIGI 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The SIGI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Selective Insurance Group Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Selective Insurance Group, Inc., together with its subsidiaries, provides insurance products and services in the United States. It operates through four segments: Standard Commercial Lines, Standard Personal Lines, E&S Lines, and Investments. The company offers property insurance products, which covers the financial consequences of accidental loss of an insured's real property, personal property, and/or earnings due to the property's loss; and casualty insurance products that covers the financial consequences of employee injuries in the course of employment, and bodily injury and/or property damage to a third party, as well as flood insurance products.

It also invests in fixed income investments and commercial mortgage loans, as well as equity securities and alternative investment portfolio. The company offers its insurance products and services to businesses, non-profit organizations, local government agencies, and individuals through independent retail agents and wholesale general agents. Selective Insurance Group, Inc. was founded in 1926 and is headquartered in Branchville, New Jersey.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Selective Insurance Group Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where SIGI HV is running hot, cold, or in line. Make the SIGI 30 day historical volatility — and every other window — work for your edge instead of against it.