Opportunistic relaying has the potential to achieve full diversity gain, while random linear network coding (RLNC) can reduce latency and energy consumption. In recent years, there has been a growing interest in the integration of both schemes into wireless networks in order to reap their benefits, while considering security concerns. This paper considers a multi-relay network, where relay nodes employ RLNC to encode confidential data and transmit coded packets to a destination in the presence of an eavesdropper. Four relay selection protocols are studied covering a range of network capabilities, such as the availability of the eavesdropper's channel state information or the possibility to pair the selected relay with a node that intentionally generates interference. For each case, expressions for the probability that a coded packet will not be recovered by a receiver, which can be either the destination or the eavesdropper, are derived. Based on those expressions, a framework is developed that characterizes the probability of the eavesdropper intercepting a sufficient number of coded packets and partially or fully recovering the confidential data. Simulation results confirm the validity and accuracy of the theoretical framework and unveil the security-reliability trade-offs attained by each RLNC-enabled relay selection protocol.