Tour v452
RLI
RLI CORP
$65.10 +1.64%
7/28 19:02

Option Volume

Detail
Current (07/28) 26
Calls: 6 (23%)
Puts: 20 (77%)
Prior (07/27) 5
Calls: 5 (100%)
Puts: -- (0%)
Current vs Prior +420.00%
Calls: +20.00% (Calls)
Puts: +0.00% (Puts)
Prior 7-Day Total 56
Calls: 42 (75%)
Puts: 14 (25%)
Prior 7-Day Average 9
Calls: 6 (75%)
Puts: 2 (25%)
Current vs Prior 7-Day Avg +178.57%
Calls: +0.00%
Puts: +900.00%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28) $7.8K
Calls: $1.7K (22%)
Puts: $6.1K (78%)
Prior (07/27) $2.9K
Calls: $2.9K (100%)
Puts: -- (0%)
Current vs Prior +169.77%
Calls: -39.99%
Puts: +0.00%
Prior 7-Day Total $18.5K
Calls: $14.7K (80%)
Puts: $3.8K (20%)
Prior 7-Day Average $3.1K
Calls: $2.1K (80%)
Puts: $541 (20%)
Current vs Prior 7-Day Avg +152.87%
Calls: -17.47%
Puts: +1020.00%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28) 3.33
Prior (07/27) --
Current vs Prior +0.00%
Prior 7-Day Average 1.82
Current vs Prior 7-Day Avg +83.01%
Sentiment BEARISH

Open Interest

Detail
Current (07/28) 425
Calls: 3 (1%)
Puts: 422 (99%)
Prior (07/27) 1
Calls: 1 (100%)
Puts: -- (0%)
Current vs Prior +42400.00%
Prior 7-Day Total 2,688
Calls: 797 (30%)
Puts: 1,891 (70%)
Prior 7-Day Average 537
Calls: 159 (14%)
Puts: 945 (86%)
Current vs Prior 7-Day Avg -20.94%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 7.60% | 11.00%
Prior 6.37% | 8.90%
Current vs Prior +19.37% | +23.59%
Prior 7-Day Avg 8.54% | 12.28%
Current vs 7-Day Avg -11.01% | -10.45%
Prior 7-Day Eod 6.37% | 8.90%
Current vs 7-Day Eod +19.37% | +23.59%
Sentiment BEARISH

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 141.87% | 124.81%
Calls: 136.02% | 100.01%
Puts: 147.71% | 149.61%
Current vs 7-Day Avg +15.62% | -10.68%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 78% of dollar volume in puts ($6.1K) vs calls ($1.7K). Massive premium surge with dollar volume up 170% vs prior. Dollar volume significantly above 7-day average (153% higher). Unusually high activity with volume up 420% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 $2.10/$3.20) — try a limit near $2.10. Most tradeable put: the $53.00 09-18 put last traded $0.75 on 07/22 (now $0.05/$4.90) — try a limit near $0.75.
CALLS (21)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$65.00Aug 21$0.20$4.90$2.55$0.53 07/23$0.95–$2.55$0.53--
$65.00Sep 18$1.45$4.90$3.18$0.95 07/22$1.55–$3.18$1.45--
$65.00Dec 18$2.90$7.00$4.95$2.10 07/15$1.30–$4.95$2.90--
$65.00Mar 19$4.00$8.70$6.35$4.18 07/20$3.48–$6.35$4.18--
$63.00Sep 18$3.60$4.60$4.10$2.25 07/23$1.13–$4.10$3.60--
$63.00Dec 18$3.60$8.40$6.00$1.05 06/23$2.50–$6.00$3.60--
$68.00Sep 18$0.00$4.80$2.40$0.55 07/10$2.40–$2.60$0.55--
$68.00Dec 18$1.25$5.50$3.38$0.40 06/04$2.00–$3.38$1.25--
$70.00Sep 18$0.00$4.80$2.40$0.60 07/08$2.40–$2.40$0.60--
$70.00Dec 18$2.10$3.20$2.65$1.66 07/23$1.00–$2.65$2.103
$70.00Mar 19$1.65$6.50$4.08$2.79 07/20$2.40–$4.08$2.79--
$60.00Aug 21$3.20$8.00$5.60$3.20 07/17$2.35–$5.60$3.20--
$58.00Sep 18$5.60$10.40$8.00$5.27 07/20$3.33–$8.00$5.60--
$58.00Dec 18$7.00$11.80$9.40$7.00 07/02$4.68–$9.40$7.00--
$75.00Aug 21$0.00$4.80$2.40$0.26 07/10$1.30–$2.40$0.26--
$55.00Aug 21$8.10$12.90$10.50$1.95 06/22$4.38–$10.50$8.10--
$55.00Dec 18$9.70$14.50$12.10$5.32 06/26$6.45–$12.10$9.70--
$53.00Dec 18$11.10$15.90$13.50$4.24 06/18$7.50–$13.50$11.10--
$50.00Dec 18$14.00$18.80$16.40$7.50 06/11$10.00–$16.40$14.00--
$48.00Dec 18$15.60$20.50$18.05$7.17 06/18$11.45–$18.05$15.60--
$28.00Dec 18$35.00$40.00$37.50$25.80 06/17$30.55–$37.50$35.00--
PUTS (7)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$60.00Aug 21$0.00$4.80$2.40$2.36 07/21$2.40–$3.28$2.36--
$60.00Sep 18$0.00$4.80$2.40$2.65 07/17$2.40–$4.38$2.40--
$55.00Sep 18$0.00$4.80$2.40$1.05 07/22$1.25–$2.98$1.05--
$53.00Sep 18$0.05$4.90$2.48$0.75 07/22$1.25–$2.80$0.75422
$48.00Sep 18$0.00$4.80$2.40$0.65 06/29$2.40–$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 6
Total Puts 20
Put/Call Ratio 3.33
Net Difference -14

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 42
Total Puts 14
Average Put/Call Ratio 1.82
Ratio Trend Stable

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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