RLI · Expected Move
RLI Corp.
The expected move for RLI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
RLI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current RLI Expected Move
30-Day Straddle
$4.50
7-Day Straddle
$4.50
30-Day ATM IV
29.7%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to RLI's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
RLI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $4.50 | $4.50 | 29.7% | 15% |
| 20261016 | $4.75 | $2.85 | 30.7% | 18% |
| 20261015 | $5.20 | $3.58 | 34.4% | 28% |
| 20261014 | $5.72 | $3.90 | 32.1% | 22% |
| 20261013 | $6.33 | $5.20 | 28.0% | 10% |
| 20261012 | $5.15 | $4.93 | 30.9% | 19% |
| 20261009 | $5.20 | $4.90 | 33.5% | 26% |
| 20261008 | $5.18 | $4.90 | 31.2% | 19% |
| 20261007 | $5.12 | $3.08 | 34.7% | 29% |
| 20261006 | $5.28 | $4.90 | 30.8% | 18% |
| 20261005 | $4.85 | $3.58 | 29.7% | 15% |
| 20261002 | $4.90 | $4.90 | 27.7% | 10% |
| 20261001 | $4.50 | $4.50 | 30.1% | 16% |
| 20260930 | $5.15 | $5.15 | 31.9% | 21% |
| 20260929 | $4.93 | $4.93 | 33.1% | 25% |
| 20260928 | $4.97 | $4.97 | 32.9% | 24% |
| 20260925 | $4.92 | $4.92 | 31.8% | 24% |
| 20260924 | $5.22 | $5.22 | 30.2% | 19% |
| 20260923 | $5.40 | $5.40 | 33.8% | 29% |
| 20260922 | $4.95 | $4.95 | 34.9% | 32% |
| 20260921 | $5.00 | $5.00 | 36.3% | 36% |
| 20260918 | $5.43 | $4.80 | 40.8% | 48% |
| 20260917 | $4.53 | $1.23 | 28.5% | 15% |
| 20260916 | $4.92 | $4.80 | 24.6% | 4% |
| 20260915 | $5.10 | $4.80 | 26.5% | 9% |
| 20260914 | $4.90 | $4.67 | 26.9% | 10% |
| 20260911 | $4.03 | $4.80 | 27.1% | 11% |
| 20260910 | $5.10 | $4.88 | 27.7% | 13% |
| 20260909 | $5.05 | $4.80 | 26.8% | 10% |
| 20260908 | $5.28 | $4.92 | 27.3% | 11% |
| 20260904 | $5.03 | $2.70 | 31.3% | 22% |
| 20260903 | $4.88 | $1.93 | 28.3% | 14% |
| 20260902 | $2.60 | $2.60 | 24.2% | 3% |
| 20260901 | $2.58 | $2.58 | 24.8% | 5% |
| 20260831 | $3.10 | $3.10 | 27.1% | 11% |
| 20260828 | $4.80 | $4.80 | 27.7% | 13% |
| 20260827 | $4.88 | $4.88 | 31.1% | 22% |
| 20260826 | $4.80 | $4.80 | 33.1% | 27% |
| 20260825 | $4.88 | $4.88 | 29.9% | 19% |
| 20260824 | $5.05 | $5.05 | 26.4% | 9% |
| 20260821 | $4.88 | $3.52 | 28.8% | 15% |
| 20260820 | $5.00 | $4.80 | 29.3% | 17% |
| 20260819 | $4.88 | $4.15 | 28.9% | 16% |
| 20260818 | $4.42 | $2.95 | 28.0% | 13% |
| 20260817 | $4.08 | $5.22 | 33.3% | 28% |
| 20260814 | $4.35 | $4.90 | 29.0% | 16% |
| 20260813 | $4.60 | $3.03 | 27.9% | 13% |
| 20260812 | $4.50 | $3.60 | 28.7% | 15% |
| 20260811 | $4.65 | $4.88 | 28.3% | 14% |
| 20260810 | $5.00 | $4.78 | 32.4% | 25% |
| 20260807 | — | — | 33.2% | 27% |
| 20260806 | $6.53 | $5.15 | 36.5% | 36% |
| 20260805 | $5.17 | $5.17 | 40.8% | 48% |
| 20260804 | $4.95 | $4.95 | 36.8% | 37% |
| 20260803 | $5.03 | $5.03 | 35.1% | 33% |
| 20260731 | $4.88 | $4.88 | 31.6% | 23% |
| 20260730 | $5.15 | $5.15 | 30.8% | 21% |
| 20260729 | $4.95 | $4.95 | 31.8% | 24% |
| 20260728 | $5.05 | $5.05 | 33.7% | 29% |
| 20260727 | $4.08 | $4.08 | 24.9% | 5% |
More on RLI
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.