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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Selective Insurance Group (SIGI) - NASDAQ Next Earnings Date: Estimated on Oct. 21, 2026
OS Projected Window: Sept. 7, 2026 to Sept. 12, 2026
EVR: 3.2
Avg Daily Volume: 474,261    Market Cap: 5.4B
Sector: Financial Services    Short Interest: 3.12
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 52
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
July 23, 2026 AC 3.3 $97.79 @$100.00 $6.48
($97.79)
6.48% -3.03% I -1.49% I $96.33 $4.75
( $96.33 )
-26.7%
April 22, 2026 AC 3.2 $77.63 @$80.00 $6.38
($77.63)
7.97% 11.47% O 8.69% O $84.38 $7.72
( $84.38 )
21.0%
Jan. 29, 2026 AC 3.3 $84.08 @$85.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 22, 2025 AC 3.3 $81.18 @$80.00
July 23, 2025 AC 2.7 $90.41 @$90.00
April 23, 2025 AC 2.8 $90.90 @$90.00
Jan. 29, 2025 AC 2.5 $94.02 @$95.00
May 1, 2024 AC 2.3 $102.28 @$100.00
Jan. 31, 2024 AC 2.2 $104.86 @$105.00
Nov. 1, 2023 AC 2.3 $106.56 @$105.00

 
 
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