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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RLI Corp. (RLI) - NYSE Next Earnings Date: OS Estimate: Jan. 21, 2026 AC
OS Projected Window: Jan. 19, 2026 to Jan. 24, 2026
EVR: 2.0
Avg Daily Volume: 634,977    Market Cap: 5.6B
Sector: Financial    Short Interest: 2.09
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 44
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 20, 2025 AC 2.0 $59.64 @$60.00 $4.62
($59.64)
7.7% 4.66% I 2.78% I $61.30 $4.35
( $61.30 )
-5.84%
July 21, 2025 AC 2.1 $69.35 @$70.00 $3.97
($69.35)
5.67% -3.21% I 0.44% I $69.66 $2.00
( $69.66 )
-49.62%
April 23, 2025 AC 2.0 $78.07 @$80.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 22, 2025 AC 1.9 $78.07 @$77.50
April 22, 2024 AC 1.8 $141.24 @$140.00
Jan. 24, 2024 AC 1.7 $145.51 @$145.00
Oct. 23, 2023 AC 1.7 $129.21 @$130.00
July 24, 2023 AC 1.7 $138.45 @$140.00
April 19, 2023 AC 1.5 $134.62 @$135.00
Jan. 25, 2023 AC 1.6 $133.03 @$135.00

 
 
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