Rli Corp. Common (De) (RLI)'s 30-day implied volatility (IV30) was 17.1% at the close on October 21, 2026, down from 25.1% the day before, against a 52-week range of 13.4% to 35.8%. Its 20-day historical volatility was 24.6%.

Key numbers

30-day implied volatility (IV30): 17.1%
IV30 52-week range: 13.4% to 35.8% (median 23.1%)
Historical volatility: 20-day 24.6%, 1-year 26.6%
Implied move by the nearest expiration: ±1.6%

Data as of October 21, 2026.

RLI Implied Volatility (IV) vs Historical Volatility (HV)

Name: RLI Implied Volatility
Creator: Market Chameleon