RLI Corp. (RLI)
NYSE: RLI
· Real-Time Price · USD
67.07
-0.69 (-1.02%)
At close: Sep 05, 2025, 3:59 PM
66.75
-0.48%
After-hours: Sep 05, 2025, 06:10 PM EDT
RLI Daily Delta Exposure
RLI's current Delta Exposure (DEX) is 2.38K shares, which is 25% smaller than the 3M average of 3.16K shares. During this period, DEX ranged from 1.54K on Aug 18, 2025 to 4.63K on Jul 7, 2025, with dealers maintaining net short exposure requiring continuous hedging.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 3, 2025 | 4,604.52 | -2,228.65 | 2,375.87 | 0.48 |
| Sep 2, 2025 | 5,102.02 | -1,986.62 | 3,115.4 | 0.39 |
| Aug 29, 2025 | 5,155.31 | -2,154.38 | 3,000.93 | 0.42 |
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