Erie Indemnity Company - Class A (ERIE)'s 30-day implied volatility (IV30) was 35.2% at the close on November 12, 2026, down from 36.1% the day before, against a 52-week range of 21.6% to 47.6%. Its 20-day historical volatility was 41.0%.

Key numbers

30-day implied volatility (IV30): 35.2%
IV30 52-week range: 21.6% to 47.6% (median 35.7%)
Historical volatility: 20-day 41.0%, 1-year 37.9%
Implied move by the nearest expiration: ±2.6%

Data as of November 12, 2026.

ERIE Implied Volatility (IV) vs Historical Volatility (HV)

Name: ERIE Implied Volatility
Creator: Market Chameleon