ERIE Delta Exposure (DEX)

Erie Indemnity Co ERIE 273.07 -12.56 -4.4%

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ATM IV

0.345

Put Call Ratio (OI)

0.124

Put Call Ratio (Vol)

0.255

IV Rank

43.2

IV Percentile

31.6

Max pain

230

Delta exposure (2026-11-06)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

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|\Delta|

Moneyness

View values by strike

ERIE · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
Strike	Calls	Puts
115.00	0	-36.6
125.00	98.7	0
130.00	196	-2.4
135.00	98.2	-4.39
140.00	0	-14.3
145.00	0	-8.23
150.00	0	-98.9
155.00	98.8	-2.18
160.00	193	-30.5
165.00	96.2	0
170.00	95.9	-8.54
175.00	94.8	-20.4
180.00	193	0
185.00	0	-12.7
190.00	683	-61.2
195.00	675	-33.3
200.00	1.06 K	-88.5
210.00	3.5 K	-122
220.00	3.76 K	-172
230.00	2.03 K	-165
240.00	40.9 K	-41.9
250.00	12.4 K	-145
260.00	12.7 K	-234
270.00	6.4 K	-81.1
280.00	5.05 K	-55.7
290.00	3.85 K	-165
300.00	1.89 K	0
310.00	236	-61.1
320.00	935	-73.8
330.00	825	0
340.00	1.15 K	0
350.00	737	0
360.00	33.2	0
370.00	19.4	0
390.00	6.01	0

Erie Indemnity Co ERIE 273.07 -12.56 -4.4%

Delta exposure (2026-11-06) Delta Delta approximates how many cents the option moves for a $1 move in the underlying.A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money. Got it

Delta exposure (2026-11-06)

Delta

Delta approximates how many cents the option moves for a $1 move in the underlying.
A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.