This page reflects ERIE options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Aug 18, 2026 close
ERIE Options Chain
Data as of market close Aug 18, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 3)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
150.00
88.10
105.30
109.00
0.00
1
2
228.9%
0.997
0.0002
-0.110
0.002
0.012
155.00
83.30
100.20
103.80
0.00
0
1
183.6%
0.999
0.0001
-0.040
0.001
0.013
165.00
73.40
90.20
93.90
0.00
0
1
175.8%
0.998
0.0002
-0.065
0.002
0.014
210.00
11.90
45.40
49.00
0.00
4
3
100.0%
0.989
0.0013
-0.141
0.007
0.017
220.00
35.47
35.40
39.10
0.00
1
5
82.7%
0.983
0.0022
-0.163
0.010
0.018
230.00
26.27
25.40
29.00
0.00
1
411
60.5%
0.980
0.0034
-0.141
0.011
0.018
240.00
18.70
15.80
19.50
0.00
4
213
52.4%
0.929
0.0111
-0.303
0.032
0.018
250.00
7.00
6.50
10.20
0.00
6
5
57.7%
0.711
0.0254
-0.786
0.080
0.014
260.00
3.80
0.45
4.50
0.00
5
22
54.7%
0.418
0.0307
-0.841
0.091
0.009
270.00
0.45
0.00
4.00
-1.85
20
1
59.6%
0.189
0.0194
-0.631
0.063
0.004
280.00
0.15
0.00
2.35
-2.32
10
10
70.2%
0.095
0.0103
-0.462
0.039
0.002
290.00
0.46
0.00
3.50
0.00
10
11
100.0%
0.099
0.0075
-0.680
0.041
0.002
300.00
0.35
0.00
3.40
0.00
10
11
117.7%
0.081
0.0055
-0.690
0.035
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
150.00
0.50
0.00
3.80
0.00
1
1
337.3%
-0.028
0.0008
-0.835
0.015
-0.001
170.00
1.89
0.00
5.00
0.00
0
2
289.6%
-0.044
0.0014
-1.045
0.022
-0.001
180.00
2.35
0.00
5.00
0.00
4
2
257.2%
-0.050
0.0017
-1.029
0.024
-0.001
185.00
2.45
0.00
5.00
0.00
1
1
241.6%
-0.054
0.0019
-1.020
0.025
-0.001
190.00
0.05
0.00
3.40
0.00
2
3
204.8%
-0.043
0.0019
-0.720
0.021
-0.001
195.00
2.00
0.00
3.40
0.00
1
1
190.7%
-0.046
0.0022
-0.714
0.023
-0.001
200.00
0.05
0.00
0.05
0.00
6
11
89.8%
-0.001
0.0001
-0.011
0.001
-0.000
210.00
1.55
0.00
3.40
0.00
1
4
149.8%
-0.060
0.0034
-0.689
0.028
-0.001
220.00
3.30
0.00
3.40
0.00
3
12
123.1%
-0.074
0.0049
-0.664
0.032
-0.002
230.00
5.50
0.00
3.50
0.00
6
7
97.5%
-0.097
0.0075
-0.644
0.040
-0.002
240.00
1.05
0.00
3.60
0.00
1
7
71.1%
-0.137
0.0132
-0.600
0.051
-0.003
250.00
1.07
0.00
5.00
-3.73
1
6
75.6%
-0.330
0.0206
-1.052
0.084
-0.007
260.00
5.95
4.00
7.50
0.00
0
4
54.2%
-0.583
0.0309
-0.803
0.091
-0.013
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.