ERIE Moves

Erie Indemnity Co ERIE 285.63 5.67 2.03%

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Expected move

November 05, 2026 close · $284.33

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$5.06	$279.27 – $289.39	$278.27 – $290.38	$273.49 – $295.16
2 sessions	±2.5% ±$7.02	$277.30 – $291.35	$275.80 – $292.86	$269.17 – $299.48
3 sessions	±3.1% ±$8.84	$275.48 – $293.17	$273.78 – $294.87	$265.48 – $303.18
1 week	±4.0% ±$11.26	$273.07 – $295.59	$270.56 – $298.09	$260.36 – $308.29
2 weeks	±5.5% ±$15.78	$268.55 – $300.11	$264.79 – $303.86	$250.66 – $317.99
3 weeks	±6.8% ±$19.33	$264.99 – $303.66	$260.30 – $308.35	$243.47 – $325.18
1 month	±8.0% ±$22.83	$261.49 – $307.16	$255.84 – $312.82	$235.93 – $332.72

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±5.86%

Average actual move

1.34%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 08, 2025	±5.86%	+1.34%	0.23×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →