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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RLI Corp. (RLI) - NYSE Next Earnings Date: Estimate: Jan. 22, 2025 AC
EVR: 1.9
Avg Daily Volume: 158,397    Market Cap: 6.74B
Sector: Financial    Short Interest: 1.63
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
April 22, 2024 AC 1.8 $141.24 @$140.00 $7.05
($141.24)
5.04% 5.06% O 3.2% I $145.76 $8.62
( $145.76 )
22.27%
Jan. 24, 2024 AC 1.7 $145.51 @$145.00 $7.85
($145.51)
5.41% -6.26% O -4.29% I $139.26 $7.10
( $139.26 )
-9.55%
Oct. 23, 2023 AC 1.7 $129.21 @$130.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 20, 2022 AC 1.7 $113.68 @$115.00
Jan. 26, 2022 AC 1.8 $101.55 @$100.00
Oct. 20, 2021 AC 2.0 $106.55 @$105.00

 
 
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