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 Greeks
Delta, Gamma, Theta, and Vega Greek Charts for RLI options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 35.00 | 0.8587 | 0.0076 | -0.1682 | 0.0490 |
| 40.00 | 0.8298 | 0.0107 | -0.1604 | 0.0565 |
| 45.00 | 0.7935 | 0.0152 | -0.1506 | 0.0650 |
| 50.00 | 0.7448 | 0.0225 | -0.1385 | 0.0754 |
| 55.00 | 0.6843 | 0.0358 | -0.1187 | 0.0864 |
| 60.00 | 0.4988 | 0.0660 | -0.1126 | 0.1165 |
| 65.00 | 0.0982 | 0.1669 | -0.0676 | 0.1460 |
| 70.00 | -0.6332 | 0.0357 | -0.0633 | 0.0694 |
| 75.00 | -0.8497 | 0.0286 | -0.0258 | 0.0430 |
| 80.00 | -0.7375 | 0.0190 | -0.0896 | 0.0601 |
| 85.00 | -0.7619 | 0.0156 | -0.0982 | 0.0571 |
| 90.00 | -0.7795 | 0.0134 | -0.1052 | 0.0547 |
| 95.00 | -0.7928 | 0.0117 | -0.1111 | 0.0527 |