Tour v346
RLI
RLI CORP
$61.57 +3.34%
$61.70 (+0.21%)🌙
as of 07/17 07:14 PM
7/17 19:14

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
+
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🤖 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

📈 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. 1 found (avg delta 0.58, highest 0.58)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 211.355.50$3.43121.0%10.58--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 2 active (total vol 2, top 1)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 211.355.50$3.43121.0%10.58--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 210.104.90$2.50192.0%10.43--

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. 1 found (cheapest 9.63% of stock, avg 9.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$60.00Aug 21$3.43$2.50$5.93$54.07$65.939.63%

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. 33 contracts (avg 6 vol/day, 33 traded recently)

RLI averages only 6 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. No contracts have traded recently — lean on the 30-day mark range and start your limit near the bid.
CALLS (27)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$63.00Jul 17$0.00$0.75$0.38$2.80 07/02$0.20–$2.40$0.38--
$63.00Sep 18$2.00$2.70$2.35$2.45 07/06$0.48–$3.05$2.35--
$63.00Dec 18$1.55$6.40$3.98$1.05 06/23$1.27–$4.75$1.55--
$60.00Jul 17$0.00$4.80$2.40$0.18 06/26$0.10–$2.70$0.18--
$60.00Sep 18$2.35$6.00$4.18$0.60 05/14$2.40–$4.53$2.35--
$65.00Aug 21$0.00$2.10$1.05$0.95 07/09$1.00–$2.48$0.95--
$65.00Sep 18$0.00$3.10$1.55$0.30 05/22$0.50–$2.78$0.30--
$65.00Dec 18$0.50$4.20$2.35$2.00 06/29$1.00–$3.98$2.00--
$58.00Jul 17$1.00$4.90$2.95$0.50 06/01$0.98–$4.70$1.00--
$58.00Sep 18$2.50$6.90$4.70$5.50 07/02$2.48–$5.75$4.70--
$58.00Dec 18$4.50$8.90$6.70$7.00 07/02$1.98–$7.75$6.70--
$68.00Jul 17$0.00$4.80$2.40$2.00 07/02$0.53–$2.40$2.00--
$68.00Sep 18$0.00$4.80$2.40$0.55 07/10$2.40–$2.60$0.55--
$68.00Dec 18$0.05$4.90$2.48$0.40 06/04$0.38–$2.50$0.40--
$55.00Jul 17$4.00$8.10$6.05$6.00 07/01$2.20–$7.20$6.00--
$55.00Aug 21$4.50$9.30$6.90$1.95 06/22$1.50–$8.20$4.50--
$55.00Sep 18$5.00$9.30$7.15$2.00 05/26$2.48–$8.65$5.00--
$55.00Dec 18$6.50$11.20$8.85$5.32 06/26$2.95–$9.70$6.50--
$70.00Sep 18$0.00$4.80$2.40$0.60 07/08$2.40–$2.40$0.60--
$53.00Dec 18$8.00$12.60$10.30$4.24 06/18$3.90–$11.40$8.00--
$50.00Dec 18$10.50$15.10$12.80$7.50 06/11$6.20–$13.95$10.50--
$75.00Aug 21$0.00$4.80$2.40$0.26 07/10$1.30–$2.40$0.26--
$48.00Jul 17$11.00$15.50$13.25$6.40 06/16$5.30–$14.45$11.00--
$48.00Dec 18$12.50$17.10$14.80$7.17 06/18$7.40–$15.75$12.50--
$45.00Sep 18$14.50$18.80$16.65$9.94 05/19$8.80–$17.75$14.50--
$40.00Dec 18$20.00$24.40$22.20$14.00 05/20$14.05–$23.25$20.00--
$28.00Dec 18$31.50$36.40$33.95$25.80 06/17$25.50–$34.75$31.50--
PUTS (6)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$55.00Sep 18$0.05$4.90$2.48$1.00 07/09$1.25–$4.18$1.00--
$53.00Sep 18$0.60$4.90$2.75$0.70 07/10$1.25–$2.98$0.70--
$50.00Jul 17$0.00$4.80$2.40$0.15 06/26$0.68–$2.40$0.15--
$48.00Sep 18$0.00$4.80$2.40$0.65 06/29$1.75–$2.78$0.65--
$48.00Dec 18$0.00$4.80$2.40$1.80 06/17$1.55–$2.48$1.80--
$30.00Dec 18$0.00$0.25$0.13$0.20 06/15$0.13–$0.18$0.13--

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
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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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