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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RLI Corp. (RLI) - NYSE Next Earnings Date: OS Estimate: Jan. 20, 2027 AC
OS Projected Window: Jan. 18, 2027 to Jan. 23, 2027
EVR: 1.8
Avg Daily Volume: 943,775    Market Cap: 5.9B
Sector: Financial Services    Short Interest: 9.6
Live Interactive Chart
Days to Next Earnings: 83 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
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. 19, 2026 AC 1.9 $61.20 @$60.00 $4.50
($61.20)
7.5% 3.25% I 2.46% I $62.71 $3.20
( $62.71 )
-28.89%
July 22, 2026 AC 1.9 $58.99 @$60.00 $4.97
($58.99)
8.28% 5.3% I 3.67% I $61.16 $5.00
( $61.16 )
0.6%
April 22, 2026 AC 2.0 $57.11 @$55.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 21, 2026 AC 2.0 $59.06 @$60.00
Oct. 20, 2025 AC 2.0 $59.64 @$60.00
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

 
 
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