RLI Corp. (RLI)
NYSE: RLI
· Real-Time Price · USD
64.54
1.07 (1.69%)
At close: Oct 03, 2025, 3:59 PM
64.53
-0.02%
After-hours: Oct 03, 2025, 05:29 PM EDT
RLI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for RLI across all expirations is 285.94 shares per 1% move, with 461.78 from calls and 175.84 from puts. The put-call GEX ratio of 0.38 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 |
|---|---|---|---|---|
| Oct 17, 25 | 28.4 | 0 | 28.4 | 0.00 |
| Nov 21, 25 | 0 | -5.44 | -5.44 | n/a |
| Dec 19, 25 | 411.09 | -125.56 | 285.53 | 0.31 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 22.29 | -44.84 | -22.55 | 2.01 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |