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
$4.97
7-Day Straddle
$4.97
Avg IV
0.6%
IV Rank
53%
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 |
|---|---|---|---|---|
| 20260721 | $4.97 | $4.97 | 0.6% | 53% |
| 20260720 | $6.20 | $6.20 | 0.6% | 52% |
| 20260716 | $5.45 | $4.80 | 0.4% | 17% |
| 20260715 | $5.50 | $4.80 | 0.5% | 30% |
| 20260714 | $5.22 | $3.85 | 0.6% | 40% |
| 20260713 | $5.83 | $4.40 | 0.5% | 34% |
| 20260710 | $4.95 | $3.02 | 0.5% | 23% |
| 20260709 | $5.15 | $4.05 | 0.4% | 18% |
| 20260708 | $5.80 | $4.60 | 0.6% | 38% |
| 20260707 | $6.40 | $3.50 | 0.6% | 44% |
| 20260706 | $6.20 | $3.05 | 0.5% | 22% |
| 20260702 | $4.88 | $4.88 | 0.7% | 58% |
| 20260701 | $4.80 | $4.80 | 0.9% | 82% |
| 20260630 | $3.42 | $3.42 | 0.5% | 32% |
| 20260629 | $4.80 | $4.80 | 0.6% | 38% |
| 20260626 | $3.45 | $3.45 | 0.6% | 38% |
| 20260625 | $4.80 | $4.80 | 0.6% | 46% |
| 20260624 | $4.40 | $4.40 | 0.6% | 42% |
| 20260623 | $4.20 | $4.20 | 0.6% | 47% |
| 20260622 | $2.77 | $2.77 | 0.7% | 61% |
| 20260618 | $4.95 | $4.97 | 0.5% | 21% |
| 20260617 | $3.30 | $4.90 | 0.7% | 51% |
| 20260616 | $4.92 | $4.35 | 0.6% | 36% |
| 20260615 | $4.40 | $3.20 | 0.4% | 16% |
| 20260613 | $3.47 | $3.40 | 0.6% | 36% |
| 20260612 | $3.47 | $3.40 | 0.5% | 33% |
| 20260611 | $2.67 | $4.00 | 0.3% | 1% |
| 20260610 | $4.47 | $3.90 | 0.5% | 24% |
| 20260609 | $4.88 | $4.90 | 0.4% | 9% |
| 20260608 | $4.25 | $4.90 | 0.4% | 8% |
| 20260605 | $4.30 | $4.90 | 0.6% | 47% |
| 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% |