ERIE Moves

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

Expected move

November 06, 2026 close · $275.79

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$4.85	$270.94 – $280.64	$269.94 – $281.64	$265.37 – $286.21
2 sessions	±2.5% ±$6.76	$269.03 – $282.55	$267.60 – $283.98	$261.23 – $290.35
3 sessions	±3.1% ±$8.49	$267.30 – $284.28	$265.64 – $285.94	$257.67 – $293.91
1 week	±3.9% ±$10.81	$264.98 – $286.60	$262.55 – $289.03	$252.76 – $298.82
2 weeks	±5.5% ±$15.17	$260.62 – $290.96	$257.01 – $294.57	$243.41 – $308.17
3 weeks	±6.6% ±$18.12	$257.67 – $293.91	$253.26 – $298.32	$237.51 – $314.07
1 month	±7.7% ±$21.10	$254.69 – $296.89	$249.42 – $302.16	$231.03 – $320.55

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±5.86%

Average actual move

1.34%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 08, 2025	±5.86%	+1.34%	0.23×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →