RLI Corp. (RLI)
NYSE: RLI
· Real-Time Price · USD
65.06
0.89 (1.39%)
At close: Sep 26, 2025, 3:59 PM
64.75
-0.47%
After-hours: Sep 26, 2025, 07:19 PM EDT
RLI Delta Exposure By Expiry
The total Delta Exposure (DEX) for RLI across all expirations shows -50.2 net shares that market makers must hedge, with 1,820.26 from calls and 1,870.46 from puts. The put-call delta ratio of 1.03 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
RLI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 61.62 | 0 | 61.62 | 0.00 |
| Nov 21, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 1,463.3 | -1,333.12 | 130.18 | 0.91 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 295.34 | -537.34 | -242 | 1.82 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |