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Erie Indemnity Company Class A Common Stock ERIE

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Market datapartial · fetched 2026-10-22T14:53:32.231Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:46:50.143742614Z

FundamentalsAlpha Vantage · unavailable

Share price$251.56
1D+1.8%
$247$248$249$251$2525:30 AM6:30 AM9:00 AM1:00 PMERIE
Sold putSold call

Erie Indemnity Company Class A Common Stock options

Live interpolated ERIE call and put midpoint premiums by absolute delta.Erie Indemnity Company Class A Common Stock$2.24$9.35$16.47$23.58$30.70$209.30$229.18$249.06$268.94$288.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERIE spot · $251.56ERIE PRICE$3.01$4.02$5.09$6.46$7.83$9.42$11.17$12.93$15.02$17.16$19.73$23.44$27.40$3.71$5.04$6.45$7.93$9.46$11.03$12.87$14.71$16.76$19.12$21.49$24.86$28.65
PutsExpensive1.19×
CallsExpensive1.05×
SkewNeutral-0.02 pp
Implied moveBearish±$24.04
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ279.2239.8%12.2%228.8944.1%10.5%
25Δ274.1739.7%10.6%233.7343.9%9.1%
30Δ269.3239.7%9.1%238.1244.2%7.9%
35Δ265.4740.3%8.1%242.3143.9%6.8%
40Δ261.6241.0%7.1%246.3543.2%5.8%
45Δ257.8341.4%6.2%250.3542.5%4.9%
50Δ254.1041.8%5.5%254.0441.8%4.1%
55Δ250.3742.2%4.7%257.7241.0%3.4%
60Δ246.5642.1%4.0%261.4340.3%2.7%
65Δ242.7541.9%3.3%265.1639.5%2.2%
70Δ238.6442.1%2.7%268.8938.8%1.7%
75Δ233.7743.5%2.2%273.3738.4%1.2%
80Δ228.6444.6%1.8%278.1638.3%0.8%

20Δ

Calls
Pseudo strike
279.22
IV
39.8%
B/E move
12.2%
Puts
Pseudo strike
228.89
IV
44.1%
B/E move
10.5%

25Δ

Calls
Pseudo strike
274.17
IV
39.7%
B/E move
10.6%
Puts
Pseudo strike
233.73
IV
43.9%
B/E move
9.1%

30Δ

Calls
Pseudo strike
269.32
IV
39.7%
B/E move
9.1%
Puts
Pseudo strike
238.12
IV
44.2%
B/E move
7.9%

35Δ

Calls
Pseudo strike
265.47
IV
40.3%
B/E move
8.1%
Puts
Pseudo strike
242.31
IV
43.9%
B/E move
6.8%

40Δ

Calls
Pseudo strike
261.62
IV
41.0%
B/E move
7.1%
Puts
Pseudo strike
246.35
IV
43.2%
B/E move
5.8%

45Δ

Calls
Pseudo strike
257.83
IV
41.4%
B/E move
6.2%
Puts
Pseudo strike
250.35
IV
42.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
254.10
IV
41.8%
B/E move
5.5%
Puts
Pseudo strike
254.04
IV
41.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
250.37
IV
42.2%
B/E move
4.7%
Puts
Pseudo strike
257.72
IV
41.0%
B/E move
3.4%

60Δ

Calls
Pseudo strike
246.56
IV
42.1%
B/E move
4.0%
Puts
Pseudo strike
261.43
IV
40.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
242.75
IV
41.9%
B/E move
3.3%
Puts
Pseudo strike
265.16
IV
39.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
238.64
IV
42.1%
B/E move
2.7%
Puts
Pseudo strike
268.89
IV
38.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
233.77
IV
43.5%
B/E move
2.2%
Puts
Pseudo strike
273.37
IV
38.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
228.64
IV
44.6%
B/E move
1.8%
Puts
Pseudo strike
278.16
IV
38.3%
B/E move
0.8%

Options history

No recorded observations