RLI Corp.

NYSE: RLI · Real-Time Price · USD
67.00
-0.40 (-0.59%)
At close: Aug 15, 2025, 12:24 PM

RLI Option Overview

Overview for all option chains of RLI. As of August 15, 2025, RLI options have an IV of 272.27% and an IV rank of 369.71%. The volume is 2 contracts, which is 16.67% of average daily volume of 12 contracts. The volume put-call ratio is 0, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
272.27%
IV Rank
369.71%
Historical Volatility
16.02%
IV Low
30.69% on Jan 17, 2025
IV High
96.03% on Aug 14, 2025

Open Interest (OI)

Today's Open Interest
428
Put-Call Ratio
0.43
Put Open Interest
128
Call Open Interest
300
Open Interest Avg (30-day)
393
Today vs Open Interest Avg (30-day)
108.91%

Option Volume

Today's Volume
2
Put-Call Ratio
0
Put Volume
0
Call Volume
2
Volume Avg (30-day)
12
Today vs Volume Avg (30-day)
16.67%

Option Chain Statistics

This table provides a comprehensive overview of all RLI options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Aug 15, 2025 0 0 0 25 39 1.56 272.27% 65
Sep 19, 2025 2 0 0 142 20 0.14 54.03% 70
Oct 17, 2025 0 0 0 0 0 0 52.47% 35
Dec 19, 2025 0 0 0 123 48 0.39 39.62% 70
Jan 16, 2026 0 0 0 0 0 0 n/a 8
Mar 20, 2026 0 0 0 10 21 2.1 33.95% 65
Dec 18, 2026 0 0 0 0 0 0 n/a 7