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RLI - RLI
Implied Volatility Analysis

Implied Volatility:
38.3%

RLI has an Implied Volatility (IV) of 38.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for RLI is 27 and the Implied Volatility Percentile (IVP) is 48. The current Implied Volatility Index for RLI is 0.17 standard deviations away from its 1 year mean.

Market Cap$5.16B
Dividend Yield0.88% ($1.00)
Next Earnings Date7/20/2022 (21d)
Implied Volatility (IV) 30d
38.34
Implied Volatility Rank (IVR) 1y
27.03
Implied Volatility Percentile (IVP) 1y
47.99
Historical Volatility (HV) 30d
24.43
IV / HV
1.57
Open Interest
350.00
Option Volume
30.00

Data was calculated after the 6/28/2022 closing.

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