Net delta exposure for RLI Corp (RLI) options was $1.82M per 1% move at the Nov 4, 2026 close. It has been positive on 20 of the last 20 trading days. That is its highest reading in 12 weeks.
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Delta Exposure by Strike
Showing results for RLI, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for RLI, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for RLI, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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RLI Delta Exposure FAQ
What is delta exposure (DEX)?
Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.
Is RLI delta exposure positive or negative?
RLI net delta exposure was positive on Nov 4, 2026, at $1.82M. It has been positive on 20 of the last 20 trading days.
How has RLI delta exposure changed recently?
RLI net delta exposure went from $63.67K on Oct 7, 2026 to $1.82M on Nov 4, 2026. See the RLI delta exposure history for a longer view.
What is RLI Corp?
RLI Corp underwrites property and casualty insurance through its subsidiaries.