RLI (RLI Corp.)
Expected Move & Straddle Price History
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).
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.
Current RLI Expected Move
30-Day Straddle
$4.30
7-Day Straddle
$4.90
Avg IV
0.6%
IV Rank
45%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260605 | $4.30 | $4.90 | 0.6% | 45% |
| 20260604 | $5.10 | $4.25 | 0.6% | 43% |
| 20260603 | $5.12 | $4.90 | 0.5% | 23% |
| 20260602 | $4.80 | $4.80 | 0.8% | 74% |
| 20260601 | $2.65 | $2.65 | 0.9% | 79% |
| 20260529 | $4.80 | $4.80 | 0.3% | 0% |
| 20260528 | $4.20 | $4.20 | 0.6% | 37% |
| 20260527 | $3.22 | $3.22 | 0.5% | 30% |
| 20260526 | $4.20 | $4.20 | 0.6% | 41% |
| 20260522 | $3.93 | $3.93 | 0.4% | 14% |
| 20260521 | $4.80 | $4.80 | 0.4% | 9% |
| 20260520 | $3.30 | $3.30 | 0.5% | 17% |
| 20260519 | $4.25 | $4.25 | 0.4% | 13% |
| 20260518 | $3.58 | $3.58 | 0.6% | 39% |
| 20260515 | $5.03 | $4.80 | 0.6% | 46% |
| 20260514 | $5.10 | $4.80 | 0.6% | 45% |
| 20260513 | $4.92 | $4.90 | 0.6% | 40% |
| 20260512 | $4.88 | $3.33 | 0.6% | 45% |
| 20260511 | $5.07 | $4.80 | 0.7% | 47% |
| 20260510 | $4.35 | $3.52 | 0.7% | 51% |
| 20260508 | $4.35 | $3.52 | 0.6% | 38% |
| 20260507 | $4.55 | $4.80 | 0.6% | 35% |
| 20260506 | $4.05 | $4.53 | 0.6% | 42% |
| 20260505 | $6.53 | $4.80 | 0.6% | 46% |
| 20260504 | $5.10 | $4.92 | 0.6% | 42% |
| 20260502 | $4.90 | $4.90 | 0.9% | 90% |
| 20260501 | $4.90 | $4.90 | 0.8% | 63% |
| 20260430 | $4.80 | $4.80 | 0.8% | 75% |
| 20260429 | $3.58 | $3.58 | 0.8% | 66% |
| 20260428 | $5.10 | $5.10 | 0.7% | 60% |
| 20260427 | $3.50 | $3.50 | 0.7% | 53% |
| 20260424 | $5.30 | $5.30 | 0.7% | 48% |
| 20260423 | $3.60 | $3.60 | 0.6% | 32% |
| 20260422 | $5.12 | $5.12 | 0.6% | 39% |
| 20260421 | $4.90 | $4.90 | 0.5% | 26% |
| 20260420 | $5.38 | $5.38 | 0.5% | 27% |
| 20260417 | $4.80 | $4.80 | 0.5% | 23% |
| 20260416 | $4.70 | $3.45 | 0.4% | 18% |
| 20260415 | $5.10 | $4.88 | 0.5% | 28% |
| 20260414 | $5.10 | $3.15 | 0.5% | 29% |
| 20260413 | $4.95 | $4.88 | 0.5% | 29% |
| 20260410 | $5.53 | $4.88 | 0.3% | 5% |
| 20260409 | $4.95 | $4.80 | 0.5% | 29% |
| 20260408 | $5.40 | $4.80 | 0.5% | 29% |
| 20260407 | $5.82 | $4.80 | 0.5% | 26% |
| 20260406 | $5.55 | $4.88 | 0.5% | 32% |
| 20260402 | $4.40 | $5.00 | 0.5% | 24% |
| 20260401 | $5.10 | $5.10 | 0.6% | 37% |
| 20260331 | $5.47 | $5.47 | 0.6% | 37% |
| 20260330 | $5.60 | $5.60 | 0.6% | 44% |
| 20260327 | $5.47 | $5.47 | 0.5% | 34% |
| 20260326 | $5.90 | $5.90 | 0.6% | 40% |
| 20260325 | $5.97 | $5.97 | 0.6% | 43% |
| 20260324 | $4.40 | $4.40 | 0.5% | 34% |
| 20260323 | $4.65 | $4.65 | 0.7% | 49% |
| 20260320 | $4.45 | $3.70 | 0.5% | 34% |
| 20260319 | $4.65 | $4.80 | 0.5% | 27% |
| 20260318 | $4.88 | $4.88 | 0.5% | 29% |
| 20260317 | $5.57 | $4.03 | 0.6% | 37% |
| 20260316 | $5.88 | $4.80 | 0.6% | 42% |