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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
RLI Corp. (RLI) - NYSE Next Earnings Date: Estimated on Jan. 22, 2025
EVR: 1.9
Avg Daily Volume: 341,395    Market Cap: 6.74B
Sector: Financial    Short Interest: 1.63
Live Interactive Chart
Days to Next Earnings: 1 Days
Implied Move Monthly: 3.27%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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
Jan. 22, 2025 AC None $0.00 @$77.50 $2.55
($77.97)
3.27% -None% I -None% I $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Jan. 26, 2022 AC 1.8 $101.55 @$100.00

 
 
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