ERIE · Erie Indemnity Co

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$223.33 +8.81 (+4.11%) At close · Jul 24

Market Cap

$10.33B

46.19M

Options Chain

15-min delayed Underlying $223.33 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 52 contracts

Put / call OI

0.06

Call-heavy positioning

Open interest

695

contracts outstanding

Volume

traded today

Max pain

$220.00

$3.33 below spot

ATM implied vol

47.3%

market's expected move

Open interest by strike

Calls Puts

145

150

155

160

165

170

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180

185

190

195

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340

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Dec 18 145d Mar 19 236d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	81.3%	0.981	—		—	-0.035	95.4%	—	0
Call · $145 In the money Last — Breakeven — Implied vol 81.3% Delta 0.981 ≈98% ITM Gamma 0.001 Theta -0.04 Vega 0.025 Open interest 0 Model this call Put · $145 Last — Breakeven — Implied vol 95.4% Delta -0.035 ≈3% ITM Gamma 0.001 Theta -0.083 Vega 0.049 Open interest 0 Model this put
1	1	77.5%	0.978	$61.10		$0.50	-0.048	97%	1	1
Call · $150 In the money Last $61.10 Breakeven $211.10 Implied vol 77.5% Delta 0.978 ≈98% ITM Gamma 0.001 Theta -0.044 Vega 0.025 Open interest 1 Model this call Put · $150 Last $0.50 Breakeven $149.50 Implied vol 97% Delta -0.048 ≈5% ITM Gamma 0.002 Theta -0.11 Vega 0.05 Open interest 1 Model this put
0	—	74.9%	0.973	—		—	-0.037	80.9%	—	0
Call · $155 In the money Last — Breakeven — Implied vol 74.9% Delta 0.973 ≈97% ITM Gamma 0.001 Theta -0.052 Vega 0.051 Open interest 0 Model this call Put · $155 Last — Breakeven — Implied vol 80.9% Delta -0.037 ≈4% ITM Gamma 0.002 Theta -0.073 Vega 0.051 Open interest 0 Model this put
0	—	69.9%	0.969	—		—	-0.044	77.9%	—	0
Call · $160 In the money Last — Breakeven — Implied vol 69.9% Delta 0.969 ≈97% ITM Gamma 0.002 Theta -0.054 Vega 0.052 Open interest 0 Model this call Put · $160 Last — Breakeven — Implied vol 77.9% Delta -0.044 ≈4% ITM Gamma 0.002 Theta -0.083 Vega 0.052 Open interest 0 Model this put
0	—	67.8%	0.959	—		—	-0.056	76.8%	—	0
Call · $165 In the money Last — Breakeven — Implied vol 67.8% Delta 0.959 ≈96% ITM Gamma 0.002 Theta -0.067 Vega 0.053 Open interest 0 Model this call Put · $165 Last — Breakeven — Implied vol 76.8% Delta -0.056 ≈6% ITM Gamma 0.002 Theta -0.099 Vega 0.091 Open interest 0 Model this put
0	—	66.8%	0.947	—		$1.89	-0.094	84.7%	2	2
Call · $170 In the money Last — Breakeven — Implied vol 66.8% Delta 0.947 ≈95% ITM Gamma 0.003 Theta -0.083 Vega 0.054 Open interest 0 Model this call Put · $170 Last $1.89 Breakeven $168.11 Implied vol 84.7% Delta -0.094 ≈9% ITM Gamma 0.003 Theta -0.161 Vega 0.092 Open interest 2 Model this put
0	—	63.6%	0.935	—		—	-0.094	74.8%	—	0
Call · $175 In the money Last — Breakeven — Implied vol 63.6% Delta 0.935 ≈94% ITM Gamma 0.003 Theta -0.092 Vega 0.094 Open interest 0 Model this call Put · $175 Last — Breakeven — Implied vol 74.8% Delta -0.094 ≈9% ITM Gamma 0.004 Theta -0.142 Vega 0.094 Open interest 0 Model this put
0	—	60%	0.921	—		$2.42	-0.11	72%	1	3
Call · $180 In the money Last — Breakeven — Implied vol 60% Delta 0.921 ≈92% ITM Gamma 0.004 Theta -0.1 Vega 0.095 Open interest 0 Model this call Put · $180 Last $2.42 Breakeven $177.58 Implied vol 72% Delta -0.11 ≈11% ITM Gamma 0.004 Theta -0.155 Vega 0.095 Open interest 3 Model this put
0	—	57.1%	0.903	—		$2.00	-0.108	61.2%	1	2
Call · $185 In the money Last — Breakeven — Implied vol 57.1% Delta 0.903 ≈90% ITM Gamma 0.005 Theta -0.112 Vega 0.096 Open interest 0 Model this call Put · $185 Last $2.00 Breakeven $183.00 Implied vol 61.2% Delta -0.108 ≈11% ITM Gamma 0.005 Theta -0.129 Vega 0.096 Open interest 2 Model this put
0	—	54.7%	0.882	—		$3.00	-0.125	56.7%	2	3
Call · $190 In the money Last — Breakeven — Implied vol 54.7% Delta 0.882 ≈88% ITM Gamma 0.006 Theta -0.126 Vega 0.147 Open interest 0 Model this call Put · $190 Last $3.00 Breakeven $187.00 Implied vol 56.7% Delta -0.125 ≈12% ITM Gamma 0.006 Theta -0.132 Vega 0.147 Open interest 3 Model this put
0	—	52%	0.851	—		$5.00	-0.148	52.1%	1	1
Call · $195 In the money Last — Breakeven — Implied vol 52% Delta 0.851 ≈85% ITM Gamma 0.007 Theta -0.139 Vega 0.148 Open interest 0 Model this call Put · $195 Last $5.00 Breakeven $190.00 Implied vol 52.1% Delta -0.148 ≈15% ITM Gamma 0.007 Theta -0.136 Vega 0.148 Open interest 1 Model this put
0	—	46.3%	0.829	—		$6.56	-0.186	50.4%	2	7
Call · $200 In the money Last — Breakeven — Implied vol 46.3% Delta 0.829 ≈83% ITM Gamma 0.009 Theta -0.136 Vega 0.15 Open interest 0 Model this call Put · $200 Last $6.56 Breakeven $193.44 Implied vol 50.4% Delta -0.186 ≈19% ITM Gamma 0.009 Theta -0.153 Vega 0.151 Open interest 7 Model this put
3	4	45.4%	0.716	$11.90		$6.23	-0.286	46.6%	1	3
Call · $210 In the money Last $11.90 Breakeven $221.90 Implied vol 45.4% Delta 0.716 ≈72% ITM Gamma 0.012 Theta -0.177 Vega 0.202 Open interest 3 Model this call Put · $210 Last $6.23 Breakeven $203.77 Implied vol 46.6% Delta -0.286 ≈29% ITM Gamma 0.012 Theta -0.178 Vega 0.202 Open interest 3 Model this put
6	1	47.7%	0.576	$8.20		$10.23	-0.423	46.9%	1	11
Call · $220 In the money Last $8.20 Breakeven $228.20 Implied vol 47.7% Delta 0.576 ≈58% ITM Gamma 0.014 Theta -0.215 Vega 0.237 Open interest 6 Model this call Put · $220 Last $10.23 Breakeven $209.77 Implied vol 46.9% Delta -0.423 ≈42% ITM Gamma 0.014 Theta -0.206 Vega 0.237 Open interest 11 Model this put
Underlying $223.33
408	1	43.2%	0.429	$10.80		$6.20	-0.564	45.7%	2	2
Call · $230 Last $10.80 Breakeven $240.80 Implied vol 43.2% Delta 0.429 ≈43% ITM Gamma 0.015 Theta -0.195 Vega 0.243 Open interest 408 Model this call Put · $230 In the money Last $6.20 Breakeven $223.80 Implied vol 45.7% Delta -0.564 ≈56% ITM Gamma 0.014 Theta -0.2 Vega 0.243 Open interest 2 Model this put
207	1	40.1%	0.276	$5.30		$7.80	-0.697	44.8%	4	5
Call · $240 Last $5.30 Breakeven $245.30 Implied vol 40.1% Delta 0.276 ≈28% ITM Gamma 0.014 Theta -0.154 Vega 0.218 Open interest 207 Model this call Put · $240 In the money Last $7.80 Breakeven $232.20 Implied vol 44.8% Delta -0.697 ≈70% ITM Gamma 0.013 Theta -0.172 Vega 0.217 Open interest 5 Model this put
4	2	42.6%	0.183	$2.71		$10.70	-0.824	41.8%	1	1
Call · $250 Last $2.71 Breakeven $252.71 Implied vol 42.6% Delta 0.183 ≈18% ITM Gamma 0.01 Theta -0.129 Vega 0.17 Open interest 4 Model this call Put · $250 In the money Last $10.70 Breakeven $239.30 Implied vol 41.8% Delta -0.824 ≈82% ITM Gamma 0.01 Theta -0.116 Vega 0.169 Open interest 1 Model this put
12	6	45.1%	0.121	$9.70		—	-0.913	40%	—	0
Call · $260 Last $9.70 Breakeven $269.70 Implied vol 45.1% Delta 0.121 ≈12% ITM Gamma 0.007 Theta -0.104 Vega 0.116 Open interest 12 Model this call Put · $260 In the money Last — Breakeven — Implied vol 40% Delta -0.913 ≈91% ITM Gamma 0.007 Theta -0.065 Vega 0.112 Open interest 0 Model this put
1	1	45.2%	0.068	$2.30		—	-0.927	47.1%	—	0
Call · $270 Last $2.30 Breakeven $272.30 Implied vol 45.2% Delta 0.068 ≈7% ITM Gamma 0.005 Theta -0.068 Vega 0.068 Open interest 1 Model this call Put · $270 In the money Last — Breakeven — Implied vol 47.1% Delta -0.927 ≈93% ITM Gamma 0.005 Theta -0.068 Vega 0.067 Open interest 0 Model this put
10	3	60.2%	0.096	$2.47		—	-0.945	50.5%	—	0
Call · $280 Last $2.47 Breakeven $282.47 Implied vol 60.2% Delta 0.096 ≈10% ITM Gamma 0.005 Theta -0.117 Vega 0.12 Open interest 10 Model this call Put · $280 In the money Last — Breakeven — Implied vol 50.5% Delta -0.945 ≈95% ITM Gamma 0.004 Theta -0.056 Vega 0.067 Open interest 0 Model this put
1	1	69.4%	0.098	$3.68		—	-0.988	44.9%	—	0
Call · $290 Last $3.68 Breakeven $293.68 Implied vol 69.4% Delta 0.098 ≈10% ITM Gamma 0.004 Theta -0.136 Vega 0.122 Open interest 1 Model this call Put · $290 In the money Last — Breakeven — Implied vol 44.9% Delta -0.988 ≈99% ITM Gamma 0.002 Theta -0.011 Vega 0.025 Open interest 0 Model this put
1	2	74.6%	0.084	$2.31		—	-0.968	58.5%	—	0
Call · $300 Last $2.31 Breakeven $302.31 Implied vol 74.6% Delta 0.084 ≈8% ITM Gamma 0.003 Theta -0.133 Vega 0.124 Open interest 1 Model this call Put · $300 In the money Last — Breakeven — Implied vol 58.5% Delta -0.968 ≈97% ITM Gamma 0.002 Theta -0.041 Vega 0.033 Open interest 0 Model this put
0	—	69.8%	0.05	—		—	-0.97	63.6%	—	0
Call · $310 Last — Breakeven — Implied vol 69.8% Delta 0.05 ≈5% ITM Gamma 0.002 Theta -0.082 Vega 0.073 Open interest 0 Model this call Put · $310 In the money Last — Breakeven — Implied vol 63.6% Delta -0.97 ≈97% ITM Gamma 0.002 Theta -0.042 Vega 0.034 Open interest 0 Model this put
0	—	74.6%	0.045	—		—	-0.948	77.8%	—	0
Call · $320 Last — Breakeven — Implied vol 74.6% Delta 0.045 ≈5% ITM Gamma 0.002 Theta -0.081 Vega 0.074 Open interest 0 Model this call Put · $320 In the money Last — Breakeven — Implied vol 77.8% Delta -0.948 ≈95% ITM Gamma 0.002 Theta -0.085 Vega 0.071 Open interest 0 Model this put
0	—	—	—	—		—	-0.95	83.2%	—	0
Call · $330 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $330 In the money Last — Breakeven — Implied vol 83.2% Delta -0.95 ≈95% ITM Gamma 0.002 Theta -0.087 Vega 0.071 Open interest 0 Model this put
0	—	—	—	—		—	-0.952	88.5%	—	0
Call · $340 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $340 In the money Last — Breakeven — Implied vol 88.5% Delta -0.952 ≈95% ITM Gamma 0.002 Theta -0.089 Vega 0.072 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 922621 CUSIP 29530P102 13F (30d) 97 filings 95 filers Visit website Investor relations