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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RLI Corp. (RLI) - NYSE Next Earnings Date: Estimated on April 21, 2025
OS Projected Window: April 14, 2025 to April 19, 2025
EVR: 2.0
Avg Daily Volume: 426,953    Market Cap: 7.0B
Sector: Financial    Short Interest: 1.11
Live Interactive Chart
Days to Next Earnings: 20 Days
Implied Move Monthly: 7.50%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 42
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 21, 2025 AC None $0.00 @$80.00 $6.05
($80.71)
7.5% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 22, 2025 AC 1.9 $78.07 @$77.50 $5.88
($78.07)
7.59% -10.32% O -8.09% O $71.75 $6.05
( $71.75 )
2.89%
April 22, 2024 AC 1.8 $141.24 @$140.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 24, 2024 AC 1.7 $145.51 @$145.00
Oct. 23, 2023 AC 1.7 $129.21 @$130.00
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

 
 
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