Tour v388
RLI
RLI CORP
$58.69 -2.51%
7/22 14:13

Option Volume

Detail
Current (07/22 2:10pm) 5
Calls: 3 (60%)
Puts: 2 (40%)
Prior (07/21) --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Calls: +0.00% (Calls)
Puts: +0.00% (Puts)
Prior 7-Day Total 1
Calls: -- (0%)
Puts: 1 (100%)
Prior 7-Day Average 1
Calls: -- (0%)
Puts: -- (100%)
Current vs Prior 7-Day Avg +400.00%
Calls: +0.00%
Puts: +1300.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 2:10pm) $890
Calls: $375 (42%)
Puts: $515 (58%)
Prior (07/21) --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Calls: +0.00%
Puts: +0.00%
Prior 7-Day Total $90
Calls: -- (0%)
Puts: $90 (100%)
Prior 7-Day Average $90
Calls: -- (0%)
Puts: $12 (100%)
Current vs Prior 7-Day Avg +888.89%
Calls: +0.00%
Puts: +3905.56%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/22 2:10pm) 0.67
Prior (07/21) 1.00
Current vs Prior -33.33%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -33.33%
Sentiment BULLISH

Open Interest

Detail
Current (07/22 2:10pm) 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 3,558
Calls: 798 (22%)
Puts: 2,760 (78%)
Prior 7-Day Average 1,186
Calls: 266 (22%)
Puts: 920 (78%)
Current vs Prior 7-Day Avg +5.56%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 9.08% | 11.42%
Prior 8.24% | 8.63%
Current vs Prior +10.19% | +32.36%
Prior 7-Day Avg 8.35% | 9.82%
Current vs 7-Day Avg +8.77% | +16.28%
Prior 7-Day Eod 8.24% | 8.63%
Current vs 7-Day Eod +10.19% | +32.36%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 164.03% | 111.48%
Calls: 143.75% | 56.93%
Puts: 184.32% | 166.04%
Prior 117.90% | 159.50%
Calls: 113.58% | 157.45%
Puts: 122.22% | 161.54%
Current vs Prior +39.13% | -30.11%
Prior 7-Day Avg 137.69% | 158.47%
Calls: 113.58% | 157.45%
Puts: 139.84% | 161.54%
Current vs 7-Day Avg +19.13% | -29.65%
Liquidity Expensive
+
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🤖 AI Insights

Dollar volume significantly above 7-day average (889% higher). Volume explosion - 400% above 7-day average (5 vs avg 1). Bullish P/C ratio of 0.67. P/C ratio dropping 33% - sentiment shifting bullish.

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

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 210.001.90$0.95200.0%10.251
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 $30.10/$35.00) — try a limit near $30.10. Also watch the $48.00 12-18 call last traded $7.17 on 06/18 (now $11.10/$15.80) — try a limit near $11.10; the $53.00 12-18 call last traded $4.24 on 06/18 (now $7.00/$11.50) — try a limit near $7.00. Most tradeable put: the $53.00 09-18 put last traded $1.00 on 07/16 (now $0.60/$4.80) — try a limit near $1.00.
CALLS (28)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$60.00Aug 21$0.05$4.90$2.48$3.20 07/17$1.35–$4.03$2.481
$58.00Sep 18$2.40$6.50$4.45$5.50 07/02$2.48–$5.75$4.4518
$58.00Dec 18$3.60$8.30$5.95$7.00 07/02$2.20–$7.75$5.9517
$63.00Sep 18$1.15$2.15$1.65$2.58 07/13$0.65–$3.05$1.65160
$63.00Dec 18$1.15$5.50$3.33$1.05 06/23$1.27–$4.75$1.157
$65.00Aug 21$0.00$4.80$2.40$0.95 07/09$1.05–$2.48$0.951
$65.00Sep 18$0.00$3.10$1.55$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$1.85$6.50$4.18--$4.18–$4.18$1.858
$55.00Aug 21$3.60$8.40$6.00$1.95 06/22$1.60–$8.20$3.605
$55.00Sep 18$3.70$8.50$6.10$2.00 05/26$2.48–$8.65$3.70--
$55.00Dec 18$5.50$10.00$7.75$5.32 06/26$3.30–$9.70$5.503
$53.00Dec 18$7.00$11.50$9.25$4.24 06/18$4.35–$11.40$7.0017
$53.00Sep 18$5.60$10.40$8.00--$8.00–$8.00$5.6010
$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$0.38–$2.50$0.409
$70.00Sep 18$0.00$4.80$2.40$0.60 07/08$2.40–$2.40$0.601
$70.00Mar 19$0.10$4.90$2.50--$2.50–$2.50$0.108
$50.00Dec 18$9.50$13.90$11.70$7.50 06/11$6.90–$13.95$9.50--
$48.00Dec 18$11.10$15.80$13.45$7.17 06/18$8.40–$15.75$11.102
$48.00Sep 18$10.00$14.80$12.40--$12.40–$12.40$10.003
$73.00Sep 18$0.00$4.80$2.40--$2.40–$2.40--20
$75.00Aug 21$0.00$4.80$2.40$0.26 07/10$1.30–$2.40$0.261
$43.00Sep 18$17.00$18.10$17.55--$17.55–$17.55$17.006
$40.00Dec 18$18.60$23.50$21.05$14.00 05/20$15.00–$23.25$18.60--
$38.00Sep 18$20.00$25.00$22.50--$22.50–$22.50$20.001
$38.00Dec 18$20.50$25.00$22.75--$22.75–$22.75$20.501
$28.00Dec 18$30.10$35.00$32.55$25.80 06/17$26.45–$34.75$30.102
PUTS (12)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$60.00Aug 21$0.50$4.90$2.70$2.20 07/17$2.40–$6.50$2.201
$60.00Sep 18$0.05$4.90$2.48$2.65 07/17$2.40–$6.50$2.4828
$58.00Sep 18$0.00$4.80$2.40--$2.40–$2.40--5
$63.00Sep 18$3.60$6.50$5.05--$5.05–$5.05$3.60409
$55.00Sep 18$0.00$4.80$2.40$1.00 07/09$1.25–$3.63$1.002
$53.00Sep 18$0.60$4.80$2.70$1.00 07/16$1.25–$2.80$1.00422
$53.00Dec 18$0.00$4.80$2.40--$2.40–$2.40--14
$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$1.55–$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$0.25$0.13$0.20 06/15$0.13–$0.15$0.1311

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 3
Total Puts 2
Put/Call Ratio 0.67
Net Difference 1

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls --
Total Puts 1
Average Put/Call Ratio 1.00
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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