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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RLI Corp. (RLI) - NYSE Next Earnings Date: OS Estimate: July 17, 2019 AC
OS Projected Window: July 17, 2019 to July 22, 2019
EVR: 1.8
Avg Daily Volume: 143,631    Market Cap: 3.92B
Sector: Financial    Short Interest: 11.13
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Weekly: 4.04%       Expires on: July 19, 2019

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
Earnings Date 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 Close Price Straddle @Trade Price Return
July 17, 2019 AC $0.00 @$90.00 $3.58
($88.68)
4.04% -None% I $0.00 $0.00
( N/A )
None%
April 17, 2019 AC $73.30 @$75.00 $2.27
($73.30)
3.03% 7.2% O $78.30 $5.72
( $78.30 )
151.98%
Jan. 23, 2019 AC $68.35 @$70.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 17, 2018 AC $73.96 @$75.00
July 18, 2018 AC $69.31 @$70.00
April 18, 2018 AC $63.97 @$65.00
Jan. 24, 2018 AC $59.17 @$60.00
Oct. 18, 2017 AC $57.62 @$60.00
July 19, 2017 AC $54.66 @$55.00
April 19, 2017 AC $58.58 @$60.00

 
 
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