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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RLI Corp. (RLI) - NYSE Next Earnings Date: OS Estimate: Aug. 5, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.9
Avg Daily Volume: 971,150    Market Cap: 5.7B
Sector: Financial    Short Interest: 8.32
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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 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 $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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 23, 2023 AC 1.7 $129.21 @$130.00

 
 
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