Tour v388
RLI
RLI CORP
$58.99 -2.01%
$58.00 (-1.68%)🌙
as of 07/22 06:08 PM
7/22 18:08

Option Volume

Detail
Current (07/22) 9
Calls: 7 (78%)
Puts: 2 (22%)
Prior (07/21) 1
Calls: 25 (100%)
Puts: -- (0%)
Current vs Prior +800.00%
Calls: -72.00% (Calls)
Puts: +0.00% (Puts)
Prior 7-Day Total 67
Calls: 36 (54%)
Puts: 31 (46%)
Prior 7-Day Average 11
Calls: 5 (54%)
Puts: 4 (46%)
Current vs Prior 7-Day Avg -19.40%
Calls: +36.11%
Puts: -54.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $1.4K
Calls: $930 (65%)
Puts: $490 (35%)
Prior (07/21) $270
Calls: $9.8K (97%)
Puts: $270 (3%)
Current vs Prior +425.93%
Calls: -90.54%
Puts: +81.48%
Prior 7-Day Total $21.4K
Calls: $12.3K (57%)
Puts: $9.1K (43%)
Prior 7-Day Average $3.6K
Calls: $1.8K (57%)
Puts: $1.3K (43%)
Current vs Prior 7-Day Avg -60.17%
Calls: -46.95%
Puts: -62.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.29
Prior (07/21) 1.00
Current vs Prior -71.43%
Prior 7-Day Average 3.00
Current vs Prior 7-Day Avg -90.48%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 1,252
Calls: 306 (24%)
Puts: 946 (76%)
Prior (07/21) 1,251
Calls: 306 (24%)
Puts: 945 (76%)
Current vs Prior +0.08%
Prior 7-Day Total 1,271
Calls: 326 (26%)
Puts: 945 (74%)
Prior 7-Day Average 635
Calls: 163 (15%)
Puts: 945 (85%)
Current vs Prior 7-Day Avg +97.01%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 8.44% | 11.66%
Prior 8.60% | 13.51%
Current vs Prior -1.89% | -13.64%
Prior 7-Day Avg 8.62% | 11.13%
Current vs 7-Day Avg -2.02% | +4.77%
Prior 7-Day Eod 8.60% | 13.50%
Current vs 7-Day Eod -1.89% | -13.64%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 164.03% | 111.48%
Calls: 143.75% | 56.93%
Puts: 184.32% | 166.04%
Prior 101.14% | 108.73%
Calls: 150.00% | 157.47%
Puts: 52.27% | 60.00%
Current vs Prior +62.18% | +2.53%
Prior 7-Day Avg 115.51% | 152.25%
Calls: 118.78% | 157.45%
Puts: 112.23% | 147.03%
Current vs 7-Day Avg +42.01% | -26.78%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($930). Massive premium surge with dollar volume up 426% vs prior. Unusually high activity with volume up 800% vs prior - elevated interest. Extreme bullish P/C ratio of 0.29 - heavy call buying (7 calls vs 2 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. 1 active (total vol 3, top 3)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 210.001.90$0.95200.0%30.251
PUTS (0)
No puts meet the criteria

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. 40 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 $28.00 12-18 call last traded $25.80 on 06/17 (now $29.00/$34.00) — try a limit near $29.00. Also watch the $48.00 12-18 call last traded $7.17 on 06/18 (now $10.00/$14.80) — try a limit near $10.00; the $53.00 12-18 call last traded $4.24 on 06/18 (now $6.00/$10.30) — try a limit near $6.00. Most tradeable put: the $60.00 09-18 put last traded $2.65 on 07/17 (now $0.50/$5.20) — try a limit near $2.65.
CALLS (28)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$58.00Sep 18$2.05$6.00$4.03$5.50 07/02$2.48–$5.75$4.0318
$58.00Dec 18$2.65$7.50$5.08$7.00 07/02$2.93–$7.75$5.0817
$60.00Aug 21$0.05$4.90$2.48$3.20 07/17$2.35–$4.03$2.481
$55.00Aug 21$2.75$7.50$5.13$1.95 06/22$2.40–$8.20$2.755
$55.00Sep 18$3.00$7.70$5.35$2.00 05/26$2.98–$8.65$3.00--
$55.00Dec 18$4.50$9.30$6.90$5.32 06/26$4.35–$9.70$5.323
$63.00Sep 18$0.95$1.75$1.35$2.58 07/13$0.77–$3.05$1.35160
$63.00Dec 18$0.50$4.90$2.70$1.05 06/23$2.40–$4.75$1.057
$53.00Dec 18$6.00$10.30$8.15$4.24 06/18$5.55–$11.40$6.0017
$53.00Sep 18$4.60$9.40$7.00--$7.00–$8.00$4.6010
$65.00Aug 21$0.00$1.90$0.95$0.95 07/09$0.95–$2.48$0.951
$65.00Sep 18$0.00$4.80$2.40$0.55 07/16$0.50–$2.78$0.552
$65.00Dec 18$0.00$4.80$2.40$2.10 07/15$1.00–$3.98$2.101
$65.00Mar 19$1.05$5.90$3.48--$3.48–$4.18$1.058
$50.00Dec 18$8.50$12.80$10.65$7.50 06/11$7.45–$13.95$8.50--
$68.00Sep 18$0.00$4.80$2.40$0.55 07/10$2.40–$2.60$0.552
$68.00Dec 18$0.00$4.80$2.40$0.40 06/04$2.00–$2.50$0.409
$48.00Dec 18$10.00$14.80$12.40$7.17 06/18$8.90–$15.75$10.002
$48.00Sep 18$9.00$13.80$11.40--$11.40–$12.40$9.003
$70.00Sep 18$0.00$4.80$2.40$0.60 07/08$2.40–$2.40$0.601
$70.00Mar 19$0.05$4.90$2.48--$2.48–$2.50$0.058
$73.00Sep 18$0.00$4.80$2.40--$2.40–$2.40--20
$43.00Sep 18$15.80$17.00$16.40--$16.40–$17.55$15.806
$75.00Aug 21$0.00$4.80$2.40$0.26 07/10$1.30–$2.40$0.261
$40.00Dec 18$17.50$22.40$19.95$14.00 05/20$15.95–$23.25$17.50--
$38.00Sep 18$19.00$24.00$21.50--$21.50–$22.50$19.001
$38.00Dec 18$19.50$24.40$21.95--$21.95–$22.75$19.501
$28.00Dec 18$29.00$34.00$31.50$25.80 06/17$27.40–$34.75$29.002
PUTS (12)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$58.00Sep 18$0.05$4.90$2.48--$2.40–$2.48$0.055
$60.00Aug 21$0.10$4.90$2.50$2.20 07/17$2.40–$5.50$2.202
$60.00Sep 18$0.50$5.20$2.85$2.65 07/17$2.40–$5.90$2.6528
$55.00Sep 18$0.00$4.80$2.40$1.00 07/09$1.25–$2.98$1.002
$63.00Sep 18$4.40$7.00$5.70--$5.05–$5.70$4.40409
$53.00Sep 18$0.10$4.90$2.50$1.00 07/16$1.25–$2.80$1.00422
$53.00Dec 18$0.75$4.90$2.83--$2.40–$2.83$0.7514
$48.00Sep 18$0.00$4.80$2.40$0.65 06/29$1.75–$2.78$0.659
$48.00Dec 18$0.00$4.80$2.40$1.80 06/17$2.40–$2.40$1.8023
$38.00Sep 18$0.00$4.80$2.40--$2.40–$2.40--5
$38.00Dec 18$0.00$4.80$2.40--$2.40–$2.40--16
$30.00Dec 18$0.00$4.80$2.40$0.20 06/15$0.13–$2.40$0.2011

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 7
Total Puts 2
Put/Call Ratio 0.29
Net Difference 5

Prior's Put/Call Breakdown

Total Calls 25
Total Puts --
Put/Call Ratio 1.00
Net Difference 25

Prior 7-Day Put/Call Summary

Total Calls 36
Total Puts 31
Average Put/Call Ratio 3.00
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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