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Erie Indemnity Company (ERIE)

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361.91 +2.17 +0.60%

15:51:09 - Real-time Cboe. Currency in USD

Type: Equity

Market: United States

Volume: 12,449
Bid/Ask: 0.00 / 0.00
Day's Range: 357.98 - 363.09

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Erie Indemnity Option Chain

Get free option data for ERIE. You'll find Call and Put Strike Prices, Last Price, Change, Volume, Implied Volatility, Theoretical and Greeks for Erie Indemnity options for the expiration dates selected. Below this information you can also find an open interest chart for the share's options.

Expiration Date:

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Strike Price:

Quotes Analysis

Aug 19, 2025 14:44 GMT

Calls

Puts

Last	Chg.	Bid	Ask	Vol	Strike	Last	Chg.	Bid	Ask	Vol
0	0%	24.6	29.2	0	340.00	0	0%	1.4	5.8	0
ERIE Call 340.00 Exp: Sep 19, 2025 Last: 0 Chg.: 0% SymbolERIE\|20250919\|340.00C Delta0.7624 Imp Vol0.3219 Bid24.6 Gamma0.0091 Theoretical26.9 Ask29.2 Theta-0.1874 Intrinsic Value22.94 Volume0 Vega0.3242 Time Value-22.94 Open Interest3 Rho0.211 Delta / Theta-4.0678 ERIE Put 340.00 Exp: Sep 19, 2025 Last: 0 Chg.: 0% SymbolERIE\|20250919\|340.00P Delta-0.2088 Imp Vol0.2791 Bid1.4 Gamma0.0098 Theoretical3.6 Ask5.8 Theta-0.1301 Intrinsic Value-22.94 Volume0 Vega0.3021 Time Value22.94 Open Interest6 Rho-0.0605 Delta / Theta1.6051
0	0%	16.9	20.3	0	350.00	6.6	6.6%	4.7	7.3	1
ERIE Call 350.00 Exp: Sep 19, 2025 Last: 0 Chg.: 0% SymbolERIE\|20250919\|350.00C Delta0.6741 Imp Vol0.2818 Bid16.9 Gamma0.0121 Theoretical18.6 Ask20.3 Theta-0.1895 Intrinsic Value12.94 Volume0 Vega0.3783 Time Value-12.94 Open Interest7 Rho0.191 Delta / Theta-3.5573 ERIE Put 350.00 Exp: Sep 19, 2025 Last: 6.6 Chg.: 6.6% SymbolERIE\|20250919\|350.00P Delta-0.3263 Imp Vol0.2813 Bid4.7 Gamma0.0122 Theoretical6.6 Ask7.3 Theta-0.1628 Intrinsic Value-12.94 Volume1 Vega0.3791 Time Value19.54 Open Interest2 Rho-0.0932 Delta / Theta2.0036
0	0%	10.6	13.6	0	360.00	0	0%	8.3	11.1	0
ERIE Call 360.00 Exp: Sep 19, 2025 Last: 0 Chg.: 0% SymbolERIE\|20250919\|360.00C Delta0.5442 Imp Vol0.2642 Bid10.6 Gamma0.0142 Theoretical12.1 Ask13.6 Theta-0.192 Intrinsic Value2.94 Volume0 Vega0.4167 Time Value-2.94 Open Interest17 Rho0.1566 Delta / Theta-2.8337 ERIE Put 360.00 Exp: Sep 19, 2025 Last: 0 Chg.: 0% SymbolERIE\|20250919\|360.00P Delta-0.4574 Imp Vol0.2544 Bid8.3 Gamma0.0149 Theoretical9.7 Ask11.1 Theta-0.1587 Intrinsic Value-2.94 Volume0 Vega0.4167 Time Value2.94 Open Interest5 Rho-0.1252 Delta / Theta2.883
					362.94	Price @ Aug 19, 2025 14:44 GMT
0	0%	6.6	9.7	0	370.00	0	0%	13.1	16.8	0
ERIE Call 370.00 Exp: Sep 19, 2025 Last: 0 Chg.: 0% SymbolERIE\|20250919\|370.00C Delta0.4086 Imp Vol0.2756 Bid6.6 Gamma0.0134 Theoretical8.15 Ask9.7 Theta-0.1926 Intrinsic Value-7.06 Volume0 Vega0.4084 Time Value7.06 Open Interest310 Rho0.1184 Delta / Theta-2.1218 ERIE Put 370.00 Exp: Sep 19, 2025 Last: 0 Chg.: 0% SymbolERIE\|20250919\|370.00P Delta-0.6104 Imp Vol0.2457 Bid13.1 Gamma0.015 Theoretical14.95 Ask16.8 Theta-0.1439 Intrinsic Value7.06 Volume0 Vega0.4022 Time Value-7.06 Open Interest2 Rho-0.1564 Delta / Theta4.2408
0	0%	3.2	6.6	0	380.00	0	0%	19.7	24.2	0
ERIE Call 380.00 Exp: Sep 19, 2025 Last: 0 Chg.: 0% SymbolERIE\|20250919\|380.00C Delta0.2848 Imp Vol0.2732 Bid3.2 Gamma0.0118 Theoretical4.9 Ask6.6 Theta-0.165 Intrinsic Value-17.06 Volume0 Vega0.3569 Time Value17.06 Open Interest72 Rho0.0832 Delta / Theta-1.7255 ERIE Put 380.00 Exp: Sep 19, 2025 Last: 0 Chg.: 0% SymbolERIE\|20250919\|380.00P Delta-0.7482 Imp Vol0.2444 Bid19.7 Gamma0.0126 Theoretical21.95 Ask24.2 Theta-0.1142 Intrinsic Value17.06 Volume0 Vega0.3332 Time Value-17.06 Open Interest0 Rho-0.1729 Delta / Theta6.5502
1	1%	1.15	3.8	5	390.00	0	0%	28.2	32.3	0
ERIE Call 390.00 Exp: Sep 19, 2025 Last: 1 Chg.: 1% SymbolERIE\|20250919\|390.00C Delta0.1735 Imp Vol0.261 Bid1.15 Gamma0.0093 Theoretical2.475 Ask3.8 Theta-0.1183 Intrinsic Value-27.06 Volume5 Vega0.2697 Time Value28.06 Open Interest70 Rho0.0511 Delta / Theta-1.4665 ERIE Put 390.00 Exp: Sep 19, 2025 Last: 0 Chg.: 0% SymbolERIE\|20250919\|390.00P Delta-0.8529 Imp Vol0.2477 Bid28.2 Gamma0.0091 Theoretical30.25 Ask32.3 Theta-0.0789 Intrinsic Value27.06 Volume0 Vega0.2377 Time Value-27.06 Open Interest3 Rho-0.1619 Delta / Theta10.8135

Open Positions

Calls

Puts

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