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RLI - RLI
Implied Volatility Analysis

Implied Volatility:
49.7%
Put/Call-Ratio:
1.83

RLI has an Implied Volatility (IV) of 49.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RLI is 41 and the Implied Volatility Percentile (IVP) is 86. The current Implied Volatility Index for RLI is 0.82 standard deviations away from its 1 year mean.

Market Cap$5.82B
Dividend Yield0.80% ($1.03)
Next Earnings Date1/25/2023 (48d)
Implied Volatility (IV) 30d
49.66
Implied Volatility Rank (IVR) 1y
40.94
Implied Volatility Percentile (IVP) 1y
86.17
Historical Volatility (HV) 30d
22.48
IV / HV
2.21
Open Interest
444.00
Option Volume
17.00
Put/Call Ratio (Volume)
1.83

Data was calculated after the 12/7/2022 closing.

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