Erie Indemnity Company - Class A (ERIE)'s 30-day implied volatility (IV30) was 39.4% at the close on October 22, 2026, up from 39.1% the day before, against a 52-week range of 21.6% to 47.6%. Its 20-day historical volatility was 35.9%.

Key numbers

30-day implied volatility (IV30): 39.4%
IV30 52-week range: 21.6% to 47.6% (median 35.4%)
Historical volatility: 20-day 35.9%, 1-year 37.1%
Implied move by the nearest expiration: ±2.5%

Data as of October 22, 2026.

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

Name: ERIE Implied Volatility
Creator: Market Chameleon