MetaCap

RLI (RLI) Options Chain

NYSE: RLIFinanceProperty-Casualty InsurersUSD

55.71-0.59 (-1.05%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration
Mar 19, 2027
Days to expiration
159
Share price
$55.71
Put/call ratio (OI)
0.36
Put/call ratio (volume)
4.00
Expected move
±$14.25
Open interest (C / P)
33 / 12

RLI options summary

The RLI options chain for the March 19, 2027 expiration lists 5 call and 2 put contracts, with 159 days until expiration. Open interest stands at 33 calls and 12 puts, a put/call ratio of 0.36, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $55.00 strike is 38.8%, which implies the market expects a move of about ±$14.25 (25.6%) in RLI stock by expiration.

The most open interest sits at the $75.00 call (17 contracts) and the $55.00 put (12 contracts).

Summary generated from market data by MetaCap's automated system. Methodology

RLI options chain · March 19, 2027

RLI calls and puts by strike price. Shaded cells are in the money.
CallsPuts
LastBidAskStrikeBidAskLast
10.570.000.0055.000.505.303.05
7.750.000.0060.000.000.003.12
4.183.508.3065.00———
2.791.156.0070.00———
1.050.004.9075.00———

In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.

Frequently asked questions

What is the RLI put/call ratio?

For the March 19, 2027 expiration, the RLI put/call ratio based on open interest is 0.36 (12 puts vs 33 calls), and 4.00 based on today's volume. A ratio above 1 means more puts than calls.

What is RLI's implied volatility?

At-the-money implied volatility for RLI options expiring March 19, 2027 is about 38.8%, an annualized estimate of how much the market expects RLI stock to move.

How many RLI option expiration dates are there?

RLI has 4 listed expiration dates, from Oct 16, 2026 to Mar 19, 2027.

What does "in the money" mean?

A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.

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