ERIE (Erie Indemnity Co)
Expected Move & Straddle Price History
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).
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.
Current ERIE Expected Move
30-Day Straddle
$23.80
7-Day Straddle
$6.28
Avg IV
0.6%
IV Rank
23%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260716 | $23.80 | $6.28 | 0.6% | 23% |
| 20260715 | $22.75 | $6.35 | 0.6% | 22% |
| 20260714 | $24.15 | $8.02 | 0.6% | 22% |
| 20260713 | $25.10 | $9.47 | 0.6% | 22% |
| 20260710 | $25.70 | $9.97 | 0.5% | 21% |
| 20260709 | $25.55 | $10.55 | 0.5% | 20% |
| 20260708 | $26.55 | $12.65 | 0.6% | 23% |
| 20260707 | $27.55 | $12.70 | 0.6% | 26% |
| 20260706 | $26.70 | $12.62 | 0.5% | 10% |
| 20260702 | $14.60 | $14.60 | 0.8% | 63% |
| 20260701 | $14.40 | $14.40 | 0.8% | 63% |
| 20260630 | $14.20 | $14.20 | 0.7% | 46% |
| 20260629 | $14.60 | $14.60 | 0.6% | 38% |
| 20260626 | $15.35 | $15.35 | 0.6% | 31% |
| 20260625 | $16.35 | $16.35 | 0.6% | 31% |
| 20260624 | $17.35 | $17.35 | 0.6% | 28% |
| 20260623 | $16.55 | $16.55 | 0.6% | 27% |
| 20260622 | $15.85 | $15.85 | 0.6% | 25% |
| 20260618 | $16.45 | $3.50 | 0.5% | 17% |
| 20260617 | $17.80 | $6.38 | 0.5% | 18% |
| 20260616 | $19.50 | $8.62 | 0.5% | 18% |
| 20260615 | $19.90 | $9.35 | 0.5% | 18% |
| 20260613 | $20.15 | $9.38 | 0.5% | 20% |
| 20260612 | $20.80 | $9.50 | 0.5% | 19% |
| 20260611 | $21.40 | $10.00 | 0.5% | 17% |
| 20260610 | $21.50 | $11.35 | 0.5% | 16% |
| 20260609 | $21.45 | $11.85 | 0.5% | 15% |
| 20260608 | $22.10 | $13.23 | 0.5% | 16% |
| 20260605 | $22.55 | $12.60 | 0.5% | 14% |
| 20260604 | $21.35 | $12.90 | 0.5% | 13% |
| 20260603 | $22.00 | $14.05 | 0.5% | 9% |
| 20260602 | $12.95 | $12.95 | 1.0% | 100% |
| 20260601 | $14.05 | $14.05 | 1.0% | 100% |
| 20260529 | $14.65 | $14.65 | 0.9% | 100% |
| 20260528 | $15.20 | $15.20 | 0.9% | 100% |
| 20260527 | $15.75 | $15.75 | 0.8% | 94% |
| 20260526 | $16.20 | $16.20 | 0.8% | 88% |
| 20260522 | $17.70 | $17.70 | 0.7% | 76% |
| 20260521 | $17.65 | $17.65 | 0.7% | 80% |
| 20260520 | $18.05 | $18.05 | 0.7% | 76% |
| 20260519 | $18.55 | $18.55 | 0.7% | 75% |
| 20260518 | $18.00 | $18.00 | 0.7% | 77% |
| 20260515 | $18.35 | $3.50 | 0.7% | 78% |
| 20260514 | $19.55 | $7.07 | 0.7% | 74% |
| 20260513 | $19.75 | $8.60 | 0.7% | 75% |
| 20260512 | $20.50 | $7.88 | 0.7% | 63% |
| 20260511 | $21.50 | $9.02 | 0.7% | 70% |
| 20260510 | $22.10 | $10.50 | 0.7% | 70% |
| 20260508 | $22.10 | $10.50 | 0.7% | 67% |
| 20260507 | $22.20 | $10.80 | 0.6% | 59% |
| 20260506 | $22.00 | $11.62 | 0.6% | 59% |
| 20260505 | $22.60 | $12.65 | 0.6% | 56% |
| 20260504 | $22.75 | $13.40 | 0.7% | 64% |
| 20260502 | $13.68 | $13.68 | 0.7% | 72% |
| 20260501 | $13.80 | $13.80 | 0.7% | 81% |
| 20260430 | $13.25 | $13.25 | 0.6% | 57% |
| 20260429 | $13.95 | $13.95 | 0.6% | 58% |
| 20260428 | $13.95 | $13.95 | 0.6% | 45% |
| 20260427 | $15.45 | $15.45 | 0.6% | 48% |
| 20260424 | $16.65 | $16.65 | 0.6% | 52% |