Share price$256.50
1D+3.9%
Sold putSold callAH
Erie Indemnity Company Class A Common Stock ERIE
i
Market datapartial · fetched 2026-10-22T23:29:49.123Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:56:46.618178733Z
FundamentalsAlpha Vantage · unavailable
Erie Indemnity Company Class A Common Stock options
PutsExpensive1.21×
CallsFair1.01×
SkewBearish+0.28 pp
Implied moveBearish±$23.66
TiltBearish5.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 285.27 | 39.4% | 12.4% | 233.80 | 43.0% | 10.3% |
| 25Δ | 277.60 | 36.6% | 9.7% | 238.58 | 43.4% | 8.9% |
| 30Δ | 273.19 | 36.3% | 8.4% | 243.09 | 42.6% | 7.7% |
| 35Δ | 269.08 | 36.5% | 7.2% | 247.48 | 41.3% | 6.5% |
| 40Δ | 265.74 | 37.9% | 6.6% | 251.58 | 40.6% | 5.4% |
| 45Δ | 262.41 | 39.3% | 5.9% | 255.29 | 40.6% | 4.7% |
| 50Δ | 258.94 | 40.6% | 5.2% | 258.99 | 40.6% | 4.0% |
| 55Δ | 255.14 | 41.6% | 4.6% | 262.69 | 40.2% | 3.3% |
| 60Δ | 251.33 | 42.5% | 4.0% | 266.38 | 39.6% | 2.7% |
| 65Δ | 247.26 | 43.0% | 3.4% | 270.09 | 39.0% | 2.1% |
| 70Δ | 243.04 | 43.2% | 2.8% | 274.37 | 38.8% | 1.7% |
| 75Δ | 238.66 | 43.2% | 2.2% | 278.66 | 38.6% | 1.2% |
| 80Δ | 233.86 | 42.9% | 1.7% | 283.92 | 38.5% | 0.8% |
20Δ
- Pseudo strike
- 285.27
- IV
- 39.4%
- B/E move
- 12.4%
- Pseudo strike
- 233.80
- IV
- 43.0%
- B/E move
- 10.3%
25Δ
- Pseudo strike
- 277.60
- IV
- 36.6%
- B/E move
- 9.7%
- Pseudo strike
- 238.58
- IV
- 43.4%
- B/E move
- 8.9%
30Δ
- Pseudo strike
- 273.19
- IV
- 36.3%
- B/E move
- 8.4%
- Pseudo strike
- 243.09
- IV
- 42.6%
- B/E move
- 7.7%
35Δ
- Pseudo strike
- 269.08
- IV
- 36.5%
- B/E move
- 7.2%
- Pseudo strike
- 247.48
- IV
- 41.3%
- B/E move
- 6.5%
40Δ
- Pseudo strike
- 265.74
- IV
- 37.9%
- B/E move
- 6.6%
- Pseudo strike
- 251.58
- IV
- 40.6%
- B/E move
- 5.4%
45Δ
- Pseudo strike
- 262.41
- IV
- 39.3%
- B/E move
- 5.9%
- Pseudo strike
- 255.29
- IV
- 40.6%
- B/E move
- 4.7%
50Δ
- Pseudo strike
- 258.94
- IV
- 40.6%
- B/E move
- 5.2%
- Pseudo strike
- 258.99
- IV
- 40.6%
- B/E move
- 4.0%
55Δ
- Pseudo strike
- 255.14
- IV
- 41.6%
- B/E move
- 4.6%
- Pseudo strike
- 262.69
- IV
- 40.2%
- B/E move
- 3.3%
60Δ
- Pseudo strike
- 251.33
- IV
- 42.5%
- B/E move
- 4.0%
- Pseudo strike
- 266.38
- IV
- 39.6%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 247.26
- IV
- 43.0%
- B/E move
- 3.4%
- Pseudo strike
- 270.09
- IV
- 39.0%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 243.04
- IV
- 43.2%
- B/E move
- 2.8%
- Pseudo strike
- 274.37
- IV
- 38.8%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 238.66
- IV
- 43.2%
- B/E move
- 2.2%
- Pseudo strike
- 278.66
- IV
- 38.6%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 233.86
- IV
- 42.9%
- B/E move
- 1.7%
- Pseudo strike
- 283.92
- IV
- 38.5%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 36.89% | |
| 37.19% |