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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

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-169.3
169.3
View values by strike
ERIE · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
115.00 0 -465
125.00 29.5 0
130.00 62.4 -34.1
135.00 34.1 -49.4
140.00 0 -242
145.00 0 -148
150.00 0 -1.33 K
155.00 37.5 -42.9
160.00 136 -571
170.00 74.3 -180
175.00 152 -292
180.00 194 0
185.00 0 -271
190.00 580 -1.4 K
195.00 718 -754
200.00 1.3 K -2.43 K
210.00 5.65 K -2.68 K
220.00 7.88 K -4.15 K
230.00 5.18 K -4.36 K
240.00 117 K -995
250.00 63.6 K -2.51 K
260.00 113 K -6.11 K
270.00 79.6 K -1.26 K
280.00 133 K -1.35 K
290.00 103 K -1.76 K
300.00 60.2 K 0
310.00 0 -434
320.00 47.1 K -524
330.00 34.5 K 0
340.00 38.2 K 0
350.00 21.3 K 0
360.00 968 0
370.00 547 0
390.00 191 0