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
$16.25
7-Day Straddle
$16.25
Avg IV
0.9%
IV Rank
76%
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 |
|---|---|---|---|---|
| 20260901 | $16.25 | $16.25 | 0.9% | 76% |
| 20260831 | $16.40 | $16.40 | 0.9% | 82% |
| 20260828 | $17.35 | $17.35 | 0.8% | 65% |
| 20260827 | $18.00 | $18.00 | 0.8% | 55% |
| 20260826 | $18.55 | $18.55 | 0.8% | 57% |
| 20260825 | $18.55 | $18.55 | 0.8% | 55% |
| 20260824 | $20.05 | $20.05 | 0.8% | 58% |
| 20260821 | $21.40 | $7.65 | 0.7% | 51% |
| 20260820 | $20.90 | $6.38 | 0.8% | 55% |
| 20260819 | $23.35 | $8.03 | 0.7% | 47% |
| 20260818 | $22.55 | $8.20 | 0.7% | 49% |
| 20260817 | $21.75 | $7.75 | 0.7% | 44% |
| 20260814 | $24.05 | $11.77 | 0.7% | 42% |
| 20260813 | $23.90 | $12.45 | 0.7% | 43% |
| 20260812 | $23.65 | $13.10 | 0.7% | 44% |
| 20260811 | $24.40 | $12.52 | 0.7% | 42% |
| 20260810 | $25.85 | $14.90 | 0.6% | 39% |
| 20260806 | $26.95 | $16.55 | 0.6% | 35% |
| 20260805 | $16.05 | $16.05 | 0.7% | 50% |
| 20260804 | $18.55 | $18.55 | 0.7% | 45% |
| 20260803 | $18.10 | $18.10 | 0.7% | 55% |
| 20260731 | $20.00 | $20.00 | 0.7% | 43% |
| 20260730 | $22.85 | $22.85 | 0.7% | 50% |
| 20260729 | $23.20 | $23.20 | 0.7% | 44% |
| 20260728 | $22.70 | $22.70 | 0.7% | 50% |
| 20260727 | $23.00 | $23.00 | 0.6% | 39% |
| 20260724 | $23.00 | $23.00 | 0.6% | 31% |
| 20260723 | $22.55 | $22.55 | 0.6% | 30% |
| 20260722 | $24.15 | $24.15 | 0.6% | 31% |
| 20260721 | $24.95 | $24.95 | 0.6% | 30% |
| 20260720 | $26.30 | $26.30 | 0.6% | 29% |
| 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% |