The Collaborative International Dictionary of English v.0.48:

Jolly \Jol"ly\ (j[o^]l"l[y^]), n.; pl. Jollies
   (j[o^]l"l[i^]z). [Prob. fr. Jolly, a.]
   A marine in the English navy. [Sailor's Slang]

         I'm a Jolly -- 'Er Majesty's Jolly -- soldier an'
         sailor too!                              --Kipling.
   [Webster 1913 Suppl.]