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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RLI Corp. (RLI) - NYSE Next Earnings Date: Estimated on July 21, 2025
OS Projected Window: July 7, 2025 to July 12, 2025
EVR: 2.1
Avg Daily Volume: 359,828    Market Cap: 6.8B
Sector: Financial    Short Interest: 1.51
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 5.36%       Expires on: Aug. 15, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
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
July 21, 2025 AC None $0.00 @$75.00 $3.95
($73.67)
5.36% -None% I -None% I $0.00 $0.00
( N/A )
None%
April 23, 2025 AC 2.0 $78.07 @$80.00 $3.98
($78.07)
4.97% -4.66% I -3.65% I $75.22 $6.35
( $75.22 )
59.55%
Jan. 22, 2025 AC 1.9 $78.07 @$77.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 20, 2022 AC 1.8 $114.01 @$115.00

 
 
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