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Erie Indemnity Co ERIE 273.07 -12.56 -4.4%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
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

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-160.8
160.8
View values by strike
ERIE · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
115.00 0 -484
125.00 24.4 0
130.00 59.4 -35.8
135.00 32.4 -51.6
140.00 0 -256
145.00 0 -156
150.00 0 -1.4 K
155.00 29.8 -45.8
160.00 117 -610
165.00 67.7 0
170.00 74.7 -194
175.00 89.9 -313
180.00 152 0
185.00 0 -297
190.00 510 -1.52 K
195.00 706 -833
200.00 1.19 K -2.73 K
210.00 5.96 K -3.01 K
220.00 7.89 K -4.64 K
230.00 5.73 K -5.05 K
240.00 150 K -1.19 K
250.00 81.3 K -2.93 K
260.00 162 K -7.85 K
270.00 99 K -1.36 K
280.00 141 K -1.39 K
290.00 102 K -1.71 K
300.00 62.6 K 0
310.00 7.14 K -419
320.00 35.2 K -480
330.00 25.8 K 0
340.00 31.7 K 0
350.00 17.5 K 0
360.00 788 0
370.00 458 0
390.00 158 0