RLI CORP (RLI) Options Statistics & Positioning

RLI CORP (RLI) options trade at a 30-day at-the-money implied volatility of 62.7%, an IV rank of 45 out of 100 over the past year. The options market prices a ±$5.15 (±8.7%) move in RLI for the front expiration. Max pain sits at $53 and the put/call open interest ratio is 1.84. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$59.32

52-week range

$43.91 – $70.79

ATM IV (30d)

62.7%

IV rank

45 / 100

Moderate

Expected move

±$5.15 (±8.7%)

Put/call OI

1.84

Put-heavy

Max pain

$53

↓ 10.7% below close

Next earnings

Jul 23, 2026

Most Active RLI Contracts

Contract	Expiration	DTE	Last	IV	Volume
RLI $75 call	Aug 21, 2026	42d	$0.26	64.8%	1
RLI $68 call	Sep 18, 2026	70d	$0.55	48.8%	1
RLI $53 put	Sep 18, 2026	70d	$0.70	58.7%	1

See all active RLI contracts →

Explore RLI Options Statistics

RLI Implied Volatility

62.7% ATM IV (30d)

An IV rank of 45 places implied volatility in the middle of its 52-week range.

Full implied volatility analysis →

RLI Open Interest

1.84 put/call OI ratio

255 calls and 470 puts outstanding across all expirations.

Full open interest analysis →

RLI Max Pain

$53 max pain

10.7% below the last close — see how max pain has moved over the past year.

Full max pain analysis →

RLI Gamma Exposure

$455.32K net GEX

Positive dealer gamma — hedging currently leans against price swings.

Full gamma exposure analysis →

RLI Options Volume

3 contracts traded

Put/call volume ratio 0.50 — plus contracts running far above their usual volume.

Full volume & flow analysis →

RLI Most Active Options

$68 top volume strike

The 25 most actively traded RLI contracts with price, IV, greeks, and volume vs. average.

Full active contracts analysis →

Upcoming Earnings

RLI's next expected earnings date is Jul 23, 2026. Options currently price a ±$5.15 (±8.7%) move for the front expiration.

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RLI Options FAQ

When is RLI's next earnings date?

RLI's next expected earnings date is Jul 23, 2026. Options currently price a ±$5.15 (±8.7%) move for the front expiration.

How often is RLI options data on this page updated?

All RLI statistics on this page are computed by OptiView from delayed OPRA options data and refresh every trading day after the session close.

Where can I see RLI max pain, open interest, and implied volatility in detail?

OptiView publishes dedicated RLI pages for implied volatility, max pain, open interest, gamma exposure, options volume, and the most active contracts — each with charts, history, and a plain-English explanation of what the numbers mean.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.