RLI Corp. (RLI) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

RLI Corp.

NYSE: RLI · Real-Time Price · USD
64.54
1.07 (1.69%)
At close: Oct 03, 2025, 3:59 PM
64.53
-0.02%
After-hours: Oct 03, 2025, 05:29 PM EDT

RLI Option Overview

Overview for all option chains of RLI. As of October 05, 2025, RLI options have an IV of 84.08% and an IV rank of 111.53%. The volume is 4 contracts, which is 66.67% of average daily volume of 6 contracts. The volume put-call ratio is 0, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
84.08%
IV Rank
100%
Historical Volatility
18.48%
IV Low
34.21% on Apr 24, 2025
IV High
78.92% on Oct 02, 2025

Open Interest (OI)

Today's Open Interest
338
Put-Call Ratio
0.28
Put Open Interest
74
Call Open Interest
264
Open Interest Avg (30-day)
229
Today vs Open Interest Avg (30-day)
147.6%

Option Volume

Today's Volume
4
Put-Call Ratio
0
Put Volume
0
Call Volume
4
Volume Avg (30-day)
6
Today vs Volume Avg (30-day)
66.67%

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
Oct 17, 2025 2 0 0 14 0 0 84.08% 35
Nov 21, 2025 0 0 0 0 3 0 54.9% 60
Dec 19, 2025 2 0 0 236 50 0.21 49.15% 70
Jan 16, 2026 0 0 0 0 0 0 n/a 8
Mar 20, 2026 0 0 0 14 21 1.5 40.57% 65
Dec 18, 2026 0 0 0 0 0 0 n/a 7