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Erie Indemnity Co ERIE 285.63 5.67 2.03%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ERIE / Comparative study

3 signals / 491 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.05
49.08
Mean
49.91
Window
-10.2%
ATM IV z 0.57
0.37
Mean
0.34
Window
+16.7%
IV Percentile z -0.45
56.68
Mean
68.24
Window
-38.4%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.89 0.83
ATM IV 0.89 1.00 0.71
IV Percent... 0.83 0.71 1.00
Source observations

Data inspector

1-50 of 491
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-05 285.63 49.08 0.37 56.68
2026-11-04 279.96 40.57 0.33 28.91
2026-11-03 269.67 46.22 0.36 45.31
2026-11-02 273.93 55.98 0.4 77.25
2026-10-30 261.39 64.99 0.43 91.76
2026-10-29 250.79 65.28 0.44 92.52
2026-10-28 246.39 65.52 0.44 92.89
2026-10-27 246.88 61.79 0.42 90.12
2026-10-26 251.3 70.17 0.46 94.84
2026-10-23 253.52 63.49 0.43 92.09
2026-10-22 256.8 59.73 0.41 86.17
2026-10-21 244.12 60.54 0.42 87.75
2026-10-20 245.94 60.84 0.42 89.33
2026-10-19 242.25 59.28 0.41 84.52
2026-10-15 238.69 54.9 0.39 79.05
2026-10-14 230.11 54.41 0.39 77.47
2026-10-13 230.84 52.34 0.38 72.73
2026-10-12 225.06 50.48 0.37 65.87
2026-10-09 222.04 50.83 0.38 67.59
2026-10-08 226.54 51.02 0.38 68.77
2026-10-07 217.77 44.96 0.35 42.29
2026-10-06 223.22 45.66 0.36 46.25
2026-10-05 221.46 46.12 0.36 49.21
2026-10-02 221.09 48.1 0.37 58.1
2026-10-01 222.11 46 0.36 49.41
2026-09-30 219.15 54.69 0.39 78.66
2026-09-29 222.43 56.87 0.4 82.21
2026-09-28 221.92 47.54 0.36 56.75
2026-09-25 222.86 48.27 0.37 60.87
2026-09-24 218.96 42.05 0.34 36.11
2026-09-23 225.77 47.87 0.36 58.73
2026-09-22 234.38 36.24 0.32 22.62
2026-09-21 235.95 34.08 0.31 19.12
2026-09-18 239.05 37.57 0.32 25.79
2026-09-17 244.39 44.06 0.35 40.87
2026-09-16 245.58 45.06 0.35 46.43
2026-09-15 250.61 46.01 0.36 51.59
2026-09-14 253.88 46.91 0.36 55.38
2026-09-11 245.03 45.25 0.35 48.02
2026-09-10 240.4 50.36 0.37 67.46
2026-09-09 243.83 45.55 0.35 50.4
2026-09-08 243.35 47.21 0.36 57.54
2026-09-04 252.8 44.85 0.35 48.02
2026-09-03 258.37 43.39 0.35 42.86
2026-09-02 258.41 44.52 0.35 46.03
2026-09-01 256.09 51.91 0.38 71.71
2026-08-31 255.56 48.11 0.37 60.4
2026-08-28 260.4 46.31 0.36 54.98
2026-08-27 259.44 48.21 0.37 61.75
2026-08-26 257.27 45.23 0.35 51