RLI Corp. (RLI)
NYSE: RLI
· Real-Time Price · USD
67.45
-0.78 (-1.14%)
At close: Sep 09, 2025, 12:50 PM
RLI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for RLI across all expirations is 639.09 shares per 1% move, with 847.17 from calls and 208.08 from puts. The put-call GEX ratio of 0.25 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
RLI GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 531.43 | -63.57 | 467.86 | 0.12 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 294.14 | -105.7 | 188.44 | 0.36 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 21.6 | -38.81 | -17.21 | 1.80 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |