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Erie Indemnity Co ERIE 285.63 5.67 2.03%

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ATM IV
0.369
Put Call Ratio (OI)
0.125
Put Call Ratio (Vol)
0.268
IV Rank
49.1
IV Percentile
56.7
Max pain
230

Delta exposure (2026-11-05)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-169.3
169.3
View values by strike
ERIE · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
StrikeCallsPuts
115.00 0 -34.7
125.00 98.1 0
130.00 196 -2.27
135.00 97.9 -4.15
140.00 0 -13.4
145.00 0 -7.73
150.00 0 -93.1
155.00 98.3 -2.04
160.00 293 -28.7
170.00 95.7 -7.94
175.00 293 -19
180.00 291 0
185.00 0 -11.7
190.00 678 -59.1
195.00 672 -30.8
200.00 1.05 K -80.5
210.00 3.48 K -111
220.00 3.71 K -161
230.00 2.03 K -151
240.00 41.3 K -37.9
250.00 12.5 K -126
260.00 13.3 K -180
270.00 7.25 K -67.3
280.00 6.67 K -40.7
290.00 5.12 K -145
300.00 2.49 K 0
310.00 0 -56.3
320.00 1.27 K -67.7
330.00 1.13 K 0
340.00 1.4 K 0
350.00 977 0
360.00 40.9 0
370.00 21.8 0
390.00 6.85 0