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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RLI Corp. (RLI) - NYSE Next Earnings Date: OS Estimate: July 7, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 1.9
Avg Daily Volume: 685,720    Market Cap: 4.9B
Sector: Financial    Short Interest: 5.12
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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, 2026 AC 2.0 $57.11 @$55.00 $3.58
($57.11)
6.51% -4.04% I -3.79% I $54.94 $2.40
( $54.94 )
-32.96%
Jan. 21, 2026 AC 2.0 $59.06 @$60.00 $3.73
($59.06)
6.22% -5.51% I -3.06% I $57.25 $4.65
( $57.25 )
24.66%
Oct. 20, 2025 AC 2.0 $59.64 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 21, 2025 AC 2.1 $69.35 @$70.00
April 23, 2025 AC 2.0 $78.07 @$80.00
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

 
 
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