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RLI Corp RLI 68.35 -1.37 -1.97%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.314
Put Call Ratio (OI)
0.421
Put Call Ratio (Vol)
1.42
IV Rank
5.99
IV Percentile
32.9
Max pain
60

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-40.4
40.4
View values by strike
RLI · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
28.00 199 0
30.00 0 -44.1
38.00 99.2 -58.1
48.00 193 -140
50.00 0 -9.95
53.00 670 -246
55.00 624 -322
58.00 1.37 K -30.2
60.00 2.73 K -670
63.00 1.34 K 0
65.00 19.1 K -312
68.00 587 -93
70.00 1.82 K 0
75.00 544 0