Expected Move — RLI
Data as of market close Apr 2, 2026
RLI Expected Move Data
- Nearest Expiry
- 2026-04-17
- Expected Move
- ±4.1%
- Expected Range
- $55.74–$60.54
- Days to Expiry
- 15
- ATM Strike
- $60.00
- Spot Price
- $58.14
Expected Move by Expiration (spot: $58.14)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | $60.00 | ±$2.40 | ±4.1% | $55.74 | $60.54 |
| 2026-06-18 | 77 | $58.00 | ±$9.25 | ±15.9% | $48.89 | $67.39 |
| 2026-09-18 | 169 | $60.00 | ±$9.00 | ±15.5% | $49.14 | $67.14 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | 60 | 2.4 | 4.13 | 55.74 | 60.54 |
| 2026-06-18 | 77 | 58 | 9.25 | 15.91 | 48.89 | 67.39 |
| 2026-09-18 | 169 | 60 | 9 | 15.48 | 49.14 | 67.14 |
Check the expected price move for RLI by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.