RLI Corp. (RLI)
NYSE: RLI
· Real-Time Price · USD
67.88
0.80 (1.19%)
At close: Sep 08, 2025, 11:06 AM
RLI Delta Exposure By Expiry
The total Delta Exposure (DEX) for RLI across all expirations shows 2,391.73 net shares that market makers must hedge, with 4,734.92 from calls and 2,343.19 from puts. The put-call delta ratio of 0.49 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
RLI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 2,442.51 | -682.69 | 1,759.82 | 0.28 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 2,048.1 | -1,177.95 | 870.15 | 0.58 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 244.31 | -482.55 | -238.24 | 1.98 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |