Tour v423
RLI
RLI CORP
$64.05 +3.44%
$63.27 (-1.22%)🌙
as of 07/27 07:02 PM
7/27 19:02

Option Volume

Detail
Current (07/27) 5
Calls: 5 (100%)
Puts: -- (0%)
Prior (07/24) --
Calls: 4 (100%)
Puts: -- (0%)
Current vs Prior +0.00%
Calls: +25.00% (Calls)
Puts: +0.00% (Puts)
Prior 7-Day Total 71
Calls: 38 (54%)
Puts: 33 (46%)
Prior 7-Day Average 11
Calls: 5 (54%)
Puts: 4 (46%)
Current vs Prior 7-Day Avg -57.75%
Calls: -7.89%
Puts: -100.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $2.9K
Calls: $2.9K (100%)
Puts: -- (0%)
Prior (07/24) --
Calls: $720 (60%)
Puts: $490 (40%)
Current vs Prior +0.00%
Calls: +301.53%
Puts: -100.00%
Prior 7-Day Total $21.6K
Calls: $12.0K (55%)
Puts: $9.6K (45%)
Prior 7-Day Average $3.6K
Calls: $1.7K (55%)
Puts: $1.4K (45%)
Current vs Prior 7-Day Avg -19.65%
Calls: +68.94%
Puts: -100.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) --
Prior (07/24) 1.00
Current vs Prior -100.00%
Prior 7-Day Average 2.46
Current vs Prior 7-Day Avg -100.00%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 1
Calls: 1 (100%)
Puts: -- (0%)
Prior (07/24) 164
Calls: 164 (100%)
Puts: -- (0%)
Current vs Prior -99.39%
Prior 7-Day Total 2,687
Calls: 796 (30%)
Puts: 1,891 (70%)
Prior 7-Day Average 671
Calls: 199 (17%)
Puts: 945 (83%)
Current vs Prior 7-Day Avg -99.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 6.37% | 8.90%
Prior 8.61% | 12.08%
Current vs Prior -26.00% | -26.33%
Prior 7-Day Avg 8.79% | 12.32%
Current vs 7-Day Avg -27.50% | -27.75%
Prior 7-Day Eod 8.61% | 12.08%
Current vs 7-Day Eod -26.00% | -26.33%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 164.03% | 111.48%
Calls: 143.75% | 56.93%
Puts: 184.32% | 166.04%
Prior 164.03% | 111.48%
Calls: 143.75% | 56.93%
Puts: 184.32% | 166.04%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 135.28% | 131.67%
Calls: 131.71% | 114.37%
Puts: 138.84% | 148.96%
Current vs 7-Day Avg +21.26% | -15.33%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 100% of dollar volume in calls ($2.9K) vs puts (--). Declining open interest (down 99%) indicates positions being closed.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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. 28 contracts (avg 7 vol/day, 28 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 $70.00 12-18 call last traded $1.66 on 07/23 (now $1.65/$2.20) — try a limit near $1.66.
CALLS (21)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$65.00Aug 21$0.00$3.20$1.60$0.53 07/23$0.95–$2.48$0.53--
$65.00Sep 18$0.00$4.10$2.05$0.95 07/22$1.55–$2.78$0.95--
$65.00Dec 18$1.50$6.30$3.90$2.10 07/15$1.30–$3.98$2.10--
$65.00Mar 19$3.50$7.90$5.70$4.18 07/20$3.48–$5.70$4.18--
$63.00Sep 18$2.90$3.50$3.20$2.25 07/23$1.13–$3.20$2.90--
$63.00Dec 18$3.00$7.40$5.20$1.05 06/23$2.50–$5.20$3.00--
$68.00Sep 18$0.00$4.80$2.40$0.55 07/10$2.40–$2.60$0.55--
$68.00Dec 18$0.50$4.90$2.70$0.40 06/04$2.00–$2.70$0.50--
$60.00Aug 21$2.50$6.90$4.70$3.20 07/17$2.35–$4.70$3.20--
$70.00Sep 18$0.00$4.80$2.40$0.60 07/08$2.40–$2.40$0.60--
$70.00Dec 18$1.65$2.20$1.93$1.66 07/23$1.00–$2.48$1.661
$70.00Mar 19$1.05$5.90$3.48$2.79 07/20$2.40–$3.48$2.79--
$58.00Sep 18$4.70$9.50$7.10$5.27 07/20$3.33–$7.10$5.27--
$58.00Dec 18$6.10$10.90$8.50$7.00 07/02$4.68–$8.50$7.00--
$55.00Aug 21$7.00$11.40$9.20$1.95 06/22$4.38–$9.20$7.00--
$55.00Dec 18$8.50$13.20$10.85$5.32 06/26$6.45–$10.85$8.50--
$75.00Aug 21$0.00$4.80$2.40$0.26 07/10$1.30–$2.40$0.26--
$53.00Dec 18$10.10$14.90$12.50$4.24 06/18$7.50–$12.50$10.10--
$50.00Dec 18$13.00$17.50$15.25$7.50 06/11$10.00–$15.25$13.00--
$48.00Dec 18$14.60$19.50$17.05$7.17 06/18$11.45–$17.05$14.60--
$28.00Dec 18$34.00$39.00$36.50$25.80 06/17$30.55–$36.50$34.00--
PUTS (7)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$60.00Aug 21$0.00$4.80$2.40$2.36 07/21$2.40–$3.43$2.36--
$60.00Sep 18$0.05$4.90$2.48$2.65 07/17$2.40–$4.38$2.48--
$55.00Sep 18$0.00$4.80$2.40$1.05 07/22$1.25–$2.98$1.05--
$53.00Sep 18$0.00$4.80$2.40$0.75 07/22$1.25–$2.80$0.75--
$48.00Sep 18$0.00$4.80$2.40$0.65 06/29$1.75–$2.40$0.65--
$48.00Dec 18$0.00$4.80$2.40$1.80 06/17$2.40–$2.40$1.80--
$30.00Dec 18$0.00$4.80$2.40$0.20 06/15$0.13–$2.40$0.20--

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 5
Total Puts --
Put/Call Ratio --
Net Difference 5

Prior's Put/Call Breakdown

Total Calls 4
Total Puts --
Put/Call Ratio 1.00
Net Difference 4

Prior 7-Day Put/Call Summary

Total Calls 38
Total Puts 33
Average Put/Call Ratio 2.46
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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