SIGI max pain, gamma exposure (GEX) & options open interest
As of close · rank #4523 by open interest · snapshot page
SIGI's nearest-expiration max pain is 80.00 for 2026-11-20, its GEX flip is 61.73, net GEX is 21,747, its put/call open-interest ratio is 0.11. These are whole-chain derived aggregates as of Oct 16, 2026 close.
SIGI max pain and GEX snapshot
End-of-day snapshot for . Nearest-expiration max pain uses the expiry shown on its card; GEX uses the whole chain. Missing values are unavailable, not zero.
Prices are in US dollars per share. Net GEX is modeled dollar-delta change per $1 underlying move. Max pain minimizes aggregate intrinsic payout for that expiration; it is not a closing-price forecast. Signed GEX uses calls positive and puts negative, a model convention rather than observed dealer inventory. The flip is a confirmed zero crossing; walls locate side-specific concentrations, not guaranteed support or resistance.
Learn how to read the max pain payout example, GEX chart, gamma flip and walls, and open interest versus trading volume.
Advanced options analysis
Public aggregate analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.
SIGI closed 5.3% below its gamma max of 93.88. It is 15.0% above the delta neutral price of 75.82. Total open interest is 142, -13.4% versus the previous session. What gamma max means · What delta neutral means
History
Hover for valuesDrag to panScroll to zoomClick a series to hide it ← → step a session+ − zoomTouch: swipe to pan, pinch to zoom, hold for the crosshair
Analysis visualizations
Daily ticker aggregates through 2026-10-16. The max pain curve pools all listed expirations; individual contracts are outside the public dataset.
No matching visualizations.
Aggregate IV history
Chart loads when this section is in view.
Swipe chart sideways to see the full range.
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about SIGI
What is SIGI's max pain for the nearest expiration?
As of Oct 16, 2026 close, nearest-expiration max pain is 80.00 for the 2026-11-20 expiration. It is a payout-minimizing strike for one expiration. An all-expiration pooled value is a different comparison, and neither establishes where the underlying will close. Max pain definition and worked payout example.
Our 2025 max-pain study compares historical Thursday levels with Friday underlying closes and an unchanged-price baseline. Its scope and results are separate from this current ticker snapshot.
What do SIGI's gamma exposure and gamma flip show?
Signed net GEX is 21,747 as of Oct 16, 2026 close. The confirmed GEX flip is 61.73. These aggregate model outputs use calls positive and puts negative. Their sign does not identify dealers' actual positions or predict the next move. How to interpret GEX, gamma flip and walls.
Where is SIGI's gamma max today?
As of Oct 16, 2026, the gamma max for SIGI is 93.88, +5.3% from the 89.16 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is SIGI above or below its delta neutral price?
SIGI closed above delta neutral: 89.16 against a delta neutral price of 75.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SIGI have?
142 contracts of open interest across 21 listed contracts on Oct 16, 2026, -13.4% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.