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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: 122,434    Market Cap: 3.12B
Sector: Financial    Short Interest: 9.09
Live Interactive Chart
Days to Next Earnings: 87 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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
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 $2.30
($68.35)
3.29% -4.56% O $65.84 $3.90
( $65.84 )
69.57%
Oct. 17, 2018 AC $73.96 @$75.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 25, 2017 AC $60.07 @$60.00

 
 
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