Diversification is a useful tool for exploring large collections of information items. It has been used to reduce redundancy and cover multiple perspectives in information-search settings. Diversification finds applications in many different domains, including presenting search results of information-retrieval systems and selecting suggestions for recommender systems. Interestingly, existing measures of diversity are defined over sets of items, rather than evaluating sequences of items. This design choice comes in contrast with commonly-used relevance measures, which are distinctly defined over sequences of items, taking into account the ranking of items. The importance of employing sequential measures is that information items are almost always presented in a sequential manner, and during their information-exploration activity users tend to prioritize items with higher ranking. In this paper, we study the problem of maximizing sequential diversity. This is a new measure of diversity, which accounts for the ranking of the items, and incorporates item relevance and user behavior. The overarching framework can be instantiated with different diversity measures, and here we consider the measures of sum diversity and coverage diversity. The problem was recently proposed by Coppolillo et al. [11], where they introduce empirical methods that work well in practice. Our paper is a theoretical treatment of the problem: we establish the problem hardness and present algorithms with constant approximation guarantees for both diversity measures we consider. Experimentally, we demonstrate that our methods are competitive against strong baselines.