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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RLI Corp. (RLI) - NYSE Next Earnings Date: Estimated on April 22, 2024
EVR: 1.6
Avg Daily Volume: 143,134    Market Cap: 6.74B
Sector: Financial    Short Interest: 1.63
Live Interactive Chart
Days to Next Earnings: 3 Days
Implied Move Monthly: 6.31%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
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
April 22, 2024 AC None $0.00 @$135.00 $8.65
($137.09)
6.31% -None% I -None% I $0.00 $0.00
( N/A )
None%
July 20, 2022 AC 1.8 $114.01 @$115.00 $7.08
($114.01)
6.16% 2.01% I 1.57% I $115.81 $5.97
( $115.81 )
-15.68%
April 20, 2022 AC 1.7 $113.68 @$115.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 26, 2022 AC 1.8 $101.55 @$100.00
Oct. 20, 2021 AC 2.0 $106.55 @$105.00
July 21, 2021 AC 2.0 $106.75 @$105.00
April 21, 2021 AC 2.2 $116.97 @$115.00
Jan. 27, 2021 AC 2.2 $98.51 @$100.00
Oct. 21, 2020 AC 2.0 $87.59 @$90.00
April 22, 2020 BO 1.8 $81.08 @$80.00

 
 
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