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Stocks / United States / ERIE / Options

Erie Indemnity Co. options tape

Read from CBOE's delayed chain on 23 September 2026, with Erie Indemnity Co. at $234.38: open interest within 90 days was 1,129 call and 162 put contracts, a put/call ratio of 0.14; the day's volume was 32 calls and 2 puts (0.06). The most call open interest sits at the $240.00 strike (457 contracts) and the most put open interest at $200.00 (32). The at-the-money straddle for 16 October 2026, 23 days out, was priced at 7.5% of spot. For 16 October 2026, implied volatility was 35.7% at the put 5% below spot and 28.8% at the call 5% above, +6.9 points.

Spot$234.38-0.67% on the day
Put/call, open interest0.14162 puts, 1,129 calls
Put/call, volume0.062 puts, 32 calls
Priced move7.5%straddle to 16 October 2026, 23 days
30-day implied volatility34.3%
Put minus call IV, 5% out+6.9 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$240.00457
Puts$200.0032

The strike with the most open interest on each side, across expiries within 90 days.

Open interest built since 22 September 2026

ContractOpen interest nowChange
16 October 2026 call at $240.00449+446

Contracts whose open interest rose by 250 or more against the previous day's snapshot.

Source

CBOE delayed quotes for ERIE, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

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