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 Greeks
Delta, Gamma, Theta, and Vega Greek Charts for RLI options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 35.00 | 0.9056 | 0.0041 | -0.2481 | 0.0216 |
| 40.00 | 0.8860 | 0.0057 | -0.2374 | 0.0247 |
| 45.00 | 0.8619 | 0.0079 | -0.2237 | 0.0283 |
| 50.00 | 0.8302 | 0.0113 | -0.2063 | 0.0324 |
| 55.00 | 0.7853 | 0.0170 | -0.1834 | 0.0374 |
| 60.00 | 0.7514 | 0.0341 | -0.1094 | 0.0406 |
| 65.00 | 0.1063 | 0.1879 | -0.1386 | 0.1013 |
| 70.00 | -0.5537 | 0.1070 | -0.115 | 0.0761 |
| 75.00 | -0.7588 | 0.0506 | -0.1029 | 0.0492 |
| 80.00 | -0.5743 | 0.0391 | -0.302 | 0.0733 |
| 85.00 | -0.6269 | 0.0310 | -0.3222 | 0.0674 |
| 90.00 | -0.6484 | 0.0261 | -0.3548 | 0.0653 |
| 95.00 | -0.6673 | 0.0226 | -0.3799 | 0.0631 |