RLI Corp. (RLI)
NYSE: RLI
· Real-Time Price · USD
66.71
-0.69 (-1.02%)
At close: Aug 15, 2025, 3:59 PM
66.70
-0.01%
After-hours: Aug 15, 2025, 05:51 PM EDT
RLI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for RLI across all expirations is 340.4 shares per 1% move, with 556.91 from calls and 216.51 from puts. The put-call GEX ratio of 0.39 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Sep 19, 25 expiration with 250.99 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
RLI GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 302.53 | -51.54 | 250.99 | 0.17 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 237.1 | -122.91 | 114.19 | 0.52 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 17.28 | -42.06 | -24.78 | 2.43 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |