RLINYSEFire, Marine & Casualty Insurance

RLI Corp (RLI) earnings date, market-implied expected move, and options open interest by expiry

65.24

+0.62 · +0.96%

post 65.24 0.00%

Closed16:00 ET

Open65.53Volume949,990Mkt cap$6.0BP/E15.17EPS4.30Div yield1.04%

Day65.13 – 65.7019%52-wk45.14 – 67.2891%

RLI

RLI Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 20

after close · in 81 days

est.Q4 FY26

Calendar

Next report

Last report

+2.47%

vs ±6.4% implied · ×0.39

shaded = implied · ▲▼ = realized

Oct 19 '26 · confirmed

Implied vs realized

Linked news

3dSPGI · supplierS&P Global Q3 net income $1,240 million, revenue $3,678 million, diluted EPS $4.25
42dMCO · supplierMoody’s Just Delivered Its Best Quarter in Years. Is Its Stock Still Undervalued?

News

Largest filed tie

13F top-10 QoQ

+6.20%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

423 managers

Top fund weight

0.15%

RLI weight · MDY

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

RLI (RLI) is expected to report on Jan 20 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 22 '26confirmed—▲+1.24%—

Q3 FY26Oct 19 '26confirmed±6.4%▲+2.47%×0.39

quarterimplied−10%0+10%realized×

Q3 FY26±6.4%▲+2.47%×0.39

Q2 FY26—▲+1.24%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Oct 20 close

0.28OI · 3 expiries · Oct 20 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

26+2500%Nov 2020d0.07383+6283%0.07

880%Dec 1848d0.86102+13%0.86

report · Jan 20 · after close · est.

200%Mar 19139d71+39%

ExpiryPutsCallsP/C

Nov 2020d26+2500%383+6283%0.07

Dec 1848d880%102+13%0.86

report · Jan 20 · after close · est.

Mar 19139d200%

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

17.14%as filednet margin · revenue −17.22% QoQ · −6.92% YoY

Revenue$473M−17.22%

Pre-tax income$100M−52.49%

Net income$81M17.14%−51.79%

Tax$19M−55.26%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.73· ±1.9% vs ±1.1% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.9%6 of 11×1.73

NFPjobs report±1.6%5 of 10×1.44

GDPgross domestic product±1.4%8 of 19×1.32

CPROFcorporate profits±1.2%5 of 12×1.14

CPIconsumer prices±1.2%5 of 11×1.07

PCEpersonal income & outlays±1.1%8 of 19×1.07

FOMCrate decision±1.1%6 of 24×1.03

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 0.88 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 19 '26 · confirmed	0.88	—
Q2 FY26	Jul 22 '26 · confirmed	1.82	—
Q1 FY26	—	0.60	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod