Tour v366
RLI
RLI CORP
$61.71 +0.23%
$61.75 (+0.06%)🌙
as of 07/20 07:00 PM
7/20 19:00

Option Volume

Detail
Current (07/20) 25
Calls: 25 (100%)
Puts: -- (0%)
Prior (07/17) 12
Calls: 1 (8%)
Puts: 11 (92%)
Current vs Prior +108.33%
Calls: +2400.00% (Calls)
Puts: -100.00% (Puts)
Prior 7-Day Total 46
Calls: 14 (30%)
Puts: 32 (70%)
Prior 7-Day Average 7
Calls: 2 (30%)
Puts: 4 (70%)
Current vs Prior 7-Day Avg +226.09%
Calls: +1150.00%
Puts: -100.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $9.8K
Calls: $9.8K (100%)
Puts: -- (0%)
Prior (07/17) $3.4K
Calls: $343 (10%)
Puts: $3.0K (90%)
Current vs Prior +191.46%
Calls: +2766.18%
Puts: -100.00%
Prior 7-Day Total $12.2K
Calls: $2.9K (24%)
Puts: $9.3K (76%)
Prior 7-Day Average $2.0K
Calls: $416 (24%)
Puts: $1.3K (76%)
Current vs Prior 7-Day Avg +381.75%
Calls: +2260.79%
Puts: -100.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) --
Prior (07/17) 11.00
Current vs Prior -100.00%
Prior 7-Day Average 2.50
Current vs Prior 7-Day Avg -100.00%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 20
Calls: 20 (100%)
Puts: -- (0%)
Prior (07/17) --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total --
Calls: -- (--)
Puts: -- (--)
Prior 7-Day Average --
Calls: -- (--)
Puts: -- (--)
Current vs Prior 7-Day Avg +0.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 9.98% | 13.34%
Prior 9.63% | 14.18%
Current vs Prior +3.64% | -5.94%
Prior 7-Day Avg 8.40% | 9.74%
Current vs 7-Day Avg +18.77% | +36.91%
Prior 7-Day Eod 9.63% | 14.18%
Current vs 7-Day Eod +3.64% | -5.94%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 117.90% | 159.50%
Calls: 113.58% | 157.45%
Puts: 122.22% | 161.54%
Prior 117.90% | 159.50%
Calls: 113.58% | 157.45%
Puts: 122.22% | 161.54%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 117.90% | 159.50%
Calls: 113.58% | 157.45%
Puts: 122.22% | 161.54%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 100% of dollar volume in calls ($9.8K) vs puts (--). Massive premium surge with dollar volume up 191% vs prior. Dollar volume significantly above 7-day average (382% higher). Unusually high activity with volume up 108% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls
💧 Low Volume

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. -- found (avg delta --, highest --)

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. -- active (total vol --, top --)

No options available for this category

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. -- found (best R:R --, avg --)

No setups found for this strategy

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. -- found (best R:R --, avg --)

No setups found for this strategy

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. -- found (cheapest --% of stock, avg --%)

No strangle setups found

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. -- found (best R:R --, avg credit $--)

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. -- found (best R:R --, cheapest $--)

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. -- found (best net $--, -- credits)

No setups found for this strategy

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. -- found (best yield --%, avg --%)

No covered call setups found

Historical option prices for this thinly-traded ticker. Live quotes are wide and stale — use where each contract actually traded plus its 30-day range to place a limit order. 27 contracts (avg 7 vol/day, 27 traded recently)

RLI averages only 7 option contracts/day, so quotes are thin and bid/ask spreads run wide. Use the last actually-traded price below to set a limit order rather than chasing the displayed ask. Most tradeable call: the $58.00 09-18 call last traded $5.50 on 07/02 (now $3.00/$6.90) — try a limit near $4.95.
CALLS (20)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$63.00Sep 18$2.25$2.85$2.55$2.58 07/13$0.55–$3.05$2.55--
$63.00Dec 18$1.55$6.40$3.98$1.05 06/23$1.27–$4.75$1.55--
$60.00Aug 21$1.35$6.00$3.68$3.20 07/17$0.78–$4.03$3.20--
$65.00Aug 21$0.00$4.80$2.40$0.95 07/09$1.00–$2.48$0.95--
$65.00Sep 18$1.20$3.10$2.15$0.55 07/16$0.50–$2.78$1.20--
$65.00Dec 18$2.35$4.20$3.28$2.10 07/15$1.00–$3.98$2.35--
$58.00Sep 18$3.00$6.90$4.95$5.50 07/02$2.48–$5.75$4.9520
$58.00Dec 18$4.50$9.30$6.90$7.00 07/02$1.98–$7.75$6.90--
$68.00Sep 18$0.00$4.80$2.40$0.55 07/10$2.40–$2.60$0.55--
$68.00Dec 18$0.00$4.80$2.40$0.40 06/04$0.38–$2.50$0.40--
$55.00Aug 21$5.00$9.80$7.40$1.95 06/22$1.50–$8.20$5.00--
$55.00Sep 18$5.50$10.00$7.75$2.00 05/26$2.48–$8.65$5.50--
$55.00Dec 18$6.50$11.30$8.90$5.32 06/26$2.95–$9.70$6.50--
$70.00Sep 18$0.00$4.80$2.40$0.60 07/08$2.40–$2.40$0.60--
$53.00Dec 18$8.50$13.00$10.75$4.24 06/18$3.90–$11.40$8.50--
$50.00Dec 18$11.00$15.50$13.25$7.50 06/11$6.20–$13.95$11.00--
$75.00Aug 21$0.00$4.80$2.40$0.26 07/10$1.30–$2.40$0.26--
$48.00Dec 18$12.50$17.50$15.00$7.17 06/18$7.40–$15.75$12.50--
$40.00Dec 18$20.00$24.90$22.45$14.00 05/20$14.05–$23.25$20.00--
$28.00Dec 18$31.60$36.50$34.05$25.80 06/17$25.55–$34.75$31.60--
PUTS (7)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$60.00Aug 21$0.05$4.90$2.48$2.20 07/17$2.40–$7.20$2.20--
$60.00Sep 18$0.10$4.90$2.50$2.65 07/17$2.40–$7.20$2.50--
$55.00Sep 18$0.00$4.80$2.40$1.00 07/09$1.25–$4.18$1.00--
$53.00Sep 18$0.60$4.80$2.70$1.00 07/16$1.25–$2.98$1.00--
$48.00Sep 18$0.00$4.80$2.40$0.65 06/29$1.75–$2.78$0.65--
$48.00Dec 18$0.00$4.80$2.40$1.80 06/17$1.55–$2.40$1.80--
$30.00Dec 18$0.00$0.25$0.13$0.20 06/15$0.13–$0.18$0.13--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 25
Total Puts --
Put/Call Ratio --
Net Difference 25

Prior's Put/Call Breakdown

Total Calls 1
Total Puts 11
Put/Call Ratio 11.00
Net Difference -10

Prior 7-Day Put/Call Summary

Total Calls 14
Total Puts 32
Average Put/Call Ratio 2.50
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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