RLI Option Overview

RLI Corp (RLI) options traded 39 contracts on Nov 4, 2026, well below the 20-day average of 95, and calls outnumber puts. 30-day implied volatility was 30.7%, near the bottom of its one-year range. Near-term max pain was $60.43, 12.4% below the $68.97 close.

About RLI

RLI Options FAQ

How actively are RLI options traded?

39 calls and 0 puts traded on Nov 4, 2026, 39 contracts in total. Open interest was 587 contracts. Over the past 30 days, volume averaged 83 contracts per day. The RLI option volume chart shows volume by strike and expiration date.

Is RLI implied volatility high right now?

RLI IV rank is 11, so its 30-day implied volatility of 30.7% is near the bottom of its one-year range. Over the past year it ranged from 13.0% on Feb 20, 2026 to 176.7% on Jul 17, 2026. See the RLI implied volatility history for a longer view.

What is the RLI put/call ratio?

The RLI put/call volume ratio was 0.00 on Nov 4, 2026, so calls outnumber puts. The put/call open interest ratio was 0.43. The RLI open interest chart shows calls and puts at each strike.

What is RLI max pain this week?

As of the Nov 4, 2026 close, max pain for RLI options about one week from expiration was $60.43, 12.4% below the $68.97 close. The RLI max pain chart shows it for every expiration date.

What is RLI's expected move over the next week?

Based on 7-day implied volatility of 34.5%, options price a move of about ±$3.30 (±4.8%) over the next week, a range of roughly $65.67 to $72.27 from the Nov 4, 2026 close. The RLI expected move chart shows it for every expiration date.