Tour
v346
RLI
RLI CORP
$61.57
+3.34%
$61.70 (+0.21%)
as of 07/17 07:14 PM
Option Volume
Detail
Current (07/17)
12
Calls:
1
(8%)
Puts:
11
(92%)
Prior (07/16)
20
Calls:
1
(5%)
Puts:
19
(95%)
Current vs Prior
-40.00%
Calls:
+0.00%
(Calls)
Puts:
-42.11%
(Puts)
Prior 7-Day Total
36
Calls:
15
(42%)
Puts:
21
(58%)
Prior 7-Day Average
6
Calls:
2
(42%)
Puts:
3
(58%)
Current vs Prior 7-Day Avg
+100.00%
Calls:
-53.33%
Puts:
+266.67%
Sentiment
BEARISH
Dollar Volume
Detail
Current (07/17)
$3.4K
Calls:
$343
(10%)
Puts:
$3.0K
(90%)
Prior (07/16)
$6.0K
Calls:
$155
(3%)
Puts:
$5.8K
(97%)
Current vs Prior
-43.54%
Calls:
+121.29%
Puts:
-47.93%
Prior 7-Day Total
$9.4K
Calls:
$3.1K
(33%)
Puts:
$6.3K
(67%)
Prior 7-Day Average
$1.6K
Calls:
$436
(33%)
Puts:
$899
(67%)
Current vs Prior 7-Day Avg
+116.43%
Calls:
-21.33%
Puts:
+236.72%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (07/17)
11.00
Prior (07/16)
19.00
Current vs Prior
-42.11%
Prior 7-Day Average
1.88
Current vs Prior 7-Day Avg
+486.67%
Sentiment
BEARISH
Open Interest
Detail
Current (07/17)
--
Calls:
--
(--)
Puts:
--
(--)
Prior (07/16)
--
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
NEUTRAL
Expected Move
Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current
7.93% | 9.63%7.93% | 9.63%
Prior
8.06% | 9.15%8.06% | 9.15%
Current vs Prior
+19.55% | +55.01%-1.62% | +5.29%
Prior 7-Day Avg
8.16% | 9.08%8.16% | 9.08%
Current vs 7-Day Avg
+18.05% | +56.11%-2.85% | +6.04%
Prior 7-Day Eod
8.06% | 9.15%8.06% | 9.15%
Current vs 7-Day Eod
+19.55% | +55.01%-1.62% | +5.29%
Sentiment
BEARISHBULLISH
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
Add Card
AI Insights
Strong bearish conviction with 90% of dollar volume in puts ($3.0K) vs calls ($343). Dollar volume significantly above 7-day average (116% higher). Volume explosion - 100% above 7-day average (12 vs avg 6). Extreme bearish P/C ratio of 11.00 - heavy put buying.
Smart Money
BEARISH
Retail Flow
BEARISH
Overall
BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BEARISH
Prior
BEARISH
7-Day Avg
BEARISH
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
NEUTRAL
Prior
NEUTRAL
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
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
1
Total Puts
11
Put/Call Ratio
11.00
Net Difference
-10
Prior's Put/Call Breakdown
Total Calls
1
Total Puts
19
Put/Call Ratio
19.00
Net Difference
-18
Prior 7-Day Put/Call Summary
Total Calls
15
Total Puts
21
Average Put/Call Ratio
1.88
Ratio Trend
Falling
Daily Put/Call History (Last 7 Days)
| Date | Calls | Puts | Ratio | Net Diff |
|---|---|---|---|---|
| Loading data... | ||||
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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