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RLI Corp RLI 68.35 -1.37 -1.97%

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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

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-40.4
40.4
View values by strike
RLI · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
28.00 10.2 0
30.00 0 -115
38.00 10.2 -239
48.00 61.4 -464
50.00 0 -45.3
53.00 343 -750
55.00 488 -1.45 K
58.00 1.43 K -270
60.00 3.64 K -4.2 K
63.00 3.23 K 0
65.00 69.4 K -2.1 K
68.00 3.23 K -571
70.00 12.7 K 0
75.00 2.29 K 0