RLI · Delta exposure

RLI Corp RLI 60.48 0.04 0.07%

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Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in

ATM IV

0.404

Put Call Ratio (OI)

2.16

Put Call Ratio (Vol)

0.836

IV Rank

10.1

IV Percentile

Max Pain

Delta exposure (2026-09-11)

Delta

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.

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|\Delta|

Moneyness

RLI Corp RLI 60.48 0.04 0.07%

Delta exposure (2026-09-11) Delta 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. Got it

Delta exposure (2026-09-11)

Delta

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.