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Erie Indemnity Co ERIE 240.1 -4.29 -1.76%

Previous-day view · Fri Sep 18 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ERIE / Comparative study

3 signals / 503 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.73
37.57
Mean
51.58
Window
-40.6%
ATM IV z -0.21
0.32
Mean
0.33
Window
+12.5%
IV Percentile z -1.69
25.79
Mean
69.56
Window
-70.9%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.84 0.83
ATM IV 0.84 1.00 0.70
IV Percent... 0.83 0.70 1.00
Source observations

Data inspector

1-50 of 503
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-18 240.1 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
2026-09-07 253.45 49.67 0.37 65.34
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
2026-08-25 257.98 44.4 0.35 47.81
2026-08-24 268.64 56.58 0.4 81.6
2026-08-21 264.85 44.9 0.35 50.6
2026-08-20 262.29 54.36 0.39 78.49
2026-08-19 267.38 54.19 0.39 78.09
2026-08-18 256.95 53.01 0.39 75.7
2026-08-17 247.75 51.09 0.38 72
2026-08-14 255.99 46.91 0.36 60.16
2026-08-13 255.83 55.38 0.4 80.88
2026-08-12 258.17 48.29 0.37 64.54
2026-08-11 256.64 59.47 0.41 86.06
2026-08-10 252.35 55.32 0.39 81.2
2026-08-07 252.58 57.39 0.4 83.27
2026-08-06 254.06 55.61 0.4 82.07
2026-08-05 250.79 54.04 0.39 80.08
2026-08-04 244.53 57.4 0.4 83.67
2026-08-03 236.86 63.18 0.43 92
2026-07-31 242.04 68.4 0.45 94.82
2026-07-30 233.67 100 0.58 100
2026-07-29 248.55 95.38 0.5 99.6
2026-07-28 242.43 94.97 0.5 99.2
2026-07-27 228.26 95.21 0.5 99.6
2026-07-24 223.55 83.95 0.46 96.81
2026-07-23 214.52 80.77 0.45 96.81
2026-07-22 210.86 89.06 0.48 98.8
2026-07-21 215.82 91.28 0.48 99.2
2026-07-20 225.01 87.11 0.47 99.2
2026-07-17 227.31 86.53 0.47 99.2
2026-07-16 225.94 79.69 0.44 98.41
2026-07-15 210.19 70.14 0.41 90.04
2026-07-14 238.47 72.34 0.42 94.82
2026-07-13 247.17 71.3 0.41 93.2