ERIE · Expected Move
Erie Indemnity Co
The expected move for ERIE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ERIE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ERIE Expected Move
30-Day Straddle
$24.25
7-Day Straddle
$5.35
30-Day ATM IV
39.3%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to ERIE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ERIE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $24.25 | $5.35 | 39.3% | 43% |
| 20261015 | $23.25 | $5.62 | 38.9% | 41% |
| 20261014 | $22.75 | $6.05 | 39.2% | 43% |
| 20261013 | $23.40 | $7.20 | 39.4% | 44% |
| 20261012 | $22.50 | $9.03 | 37.8% | 35% |
| 20261009 | $21.95 | $9.00 | 36.3% | 28% |
| 20261008 | $23.85 | $10.35 | 38.0% | 37% |
| 20261007 | $22.25 | $10.40 | 37.1% | 32% |
| 20261006 | $22.80 | $11.15 | 36.2% | 27% |
| 20261005 | $23.55 | $9.90 | 36.6% | 29% |
| 20261002 | $11.60 | $11.60 | 35.4% | 23% |
| 20261001 | $13.05 | $13.05 | 35.7% | 24% |
| 20260930 | $13.55 | $13.55 | 36.3% | 28% |
| 20260929 | $14.05 | $14.05 | 36.2% | 27% |
| 20260928 | $14.50 | $14.50 | 36.8% | 30% |
| 20260925 | $15.35 | $15.35 | 35.8% | 25% |
| 20260924 | $16.15 | $16.15 | 36.7% | 30% |
| 20260923 | $17.60 | $17.60 | 37.2% | 33% |
| 20260922 | $17.60 | $17.60 | 35.8% | 25% |
| 20260921 | $17.45 | $17.45 | 35.3% | 22% |
| 20260918 | $16.40 | $2.47 | 31.0% | 0% |
| 20260917 | $19.05 | $6.25 | 34.2% | 7% |
| 20260916 | $20.20 | $7.20 | 35.3% | 14% |
| 20260915 | $21.10 | $6.97 | 36.5% | 21% |
| 20260914 | $22.55 | $9.45 | 37.2% | 25% |
| 20260911 | $21.00 | $10.05 | 34.8% | 11% |
| 20260910 | $22.90 | $10.55 | 38.2% | 30% |
| 20260909 | $23.55 | $12.05 | 37.3% | 25% |
| 20260908 | $22.75 | $13.25 | 36.9% | 23% |
| 20260904 | $23.60 | $13.30 | 34.3% | 8% |
| 20260903 | $25.45 | $14.10 | 35.3% | 14% |
| 20260902 | $14.50 | $14.50 | 35.3% | 14% |
| 20260901 | $16.25 | $16.25 | 37.3% | 25% |
| 20260831 | $16.40 | $16.40 | 36.8% | 22% |
| 20260828 | $17.35 | $17.35 | 36.0% | 18% |
| 20260827 | $18.00 | $18.00 | 36.9% | 23% |
| 20260826 | $18.55 | $18.55 | 36.6% | 21% |
| 20260825 | $18.55 | $18.55 | 35.8% | 17% |
| 20260824 | $20.05 | $20.05 | 35.8% | 17% |
| 20260821 | $21.40 | $7.65 | 35.4% | 14% |
| 20260820 | $20.90 | $6.38 | 35.2% | 13% |
| 20260819 | $23.35 | $8.03 | 37.5% | 27% |
| 20260818 | $22.55 | $8.20 | 37.5% | 27% |
| 20260817 | $21.75 | $7.75 | 37.3% | 25% |
| 20260814 | $24.05 | $11.77 | 37.1% | 24% |
| 20260813 | $23.90 | $12.45 | 37.4% | 26% |
| 20260812 | $23.65 | $13.10 | 36.6% | 21% |
| 20260811 | $24.40 | $12.52 | 36.8% | 22% |
| 20260810 | $25.85 | $14.90 | 40.3% | 43% |
| 20260807 | — | — | 39.2% | 37% |
| 20260806 | $26.95 | $16.55 | 39.8% | 40% |
| 20260805 | $16.05 | $16.05 | 39.6% | 39% |
| 20260804 | $18.55 | $18.55 | 40.9% | 46% |
| 20260803 | $18.10 | $18.10 | 41.6% | 50% |
| 20260731 | $20.00 | $20.00 | 41.5% | 50% |
| 20260730 | $22.85 | $22.85 | 46.4% | 78% |
| 20260729 | $23.20 | $23.20 | 44.9% | 70% |
| 20260728 | $22.70 | $22.70 | 44.8% | 69% |
| 20260727 | $23.00 | $23.00 | 46.9% | 81% |
| 20260724 | $23.00 | $23.00 | 44.9% | 70% |
More on ERIE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.