ThetaOwl

ERIE

Erie Indemnity CompanyFinancial Services
$249.51
Bullish
Mkt Cap: $13.05B|Float: 25.1M|SI: 8.8%|DTC: 10.3
Data as of market close Apr 2, 2026
IV Rank
37
IV Pctl
22%
HV 20d
32.5%
52W Range
$234-$428
ATR(14)
$7.06
Exp. Move
±5.5%
P/C Ratio
0.16
Earnings
Apr 23
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Wide
Low Put/Call

ERIE Key Options Data

IV Rank
37.3%
Total GEX
$0.00B
Total DEX
$0.1M
Max Pain
$240.00
Expected Move
±5.5%
Put/Call OI
0.16
Net Premium
$3.7M
Spot Price
$249.51

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$13.85±5.5%$235.66$263.36
2026-05-1543±$12.40±5.0%$237.11$261.91
2026-06-1877±$58.30±23.4%$191.21$307.81
2026-09-18169±$48.00±19.2%$201.51$297.51

Explore ERIE options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.