Erie Indemnity (ERIE)
NASDAQ: ERIE
· Real-Time Price · USD
319.16
4.55 (1.45%)
At close: Oct 03, 2025, 3:59 PM
319.80
0.20%
Pre-market: Oct 06, 2025, 08:01 AM EDT
ERIE Delta Exposure By Expiry
The total Delta Exposure (DEX) for ERIE across all expirations shows 90,291.94 net shares that market makers must hedge, with 109,352.98 from calls and 19,061.04 from puts. The put-call delta ratio of 0.17 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
ERIE DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 59,198.31 | -5,409.03 | 53,789.28 | 0.09 |
| Nov 21, 25 | 1,162.8 | -789.85 | 372.95 | 0.68 |
| Dec 19, 25 | 27,259.62 | -10,818.17 | 16,441.45 | 0.40 |
| Jan 16, 26 | 17,867.32 | 0 | 17,867.32 | 0.00 |
| Mar 20, 26 | 3,864.93 | -2,043.99 | 1,820.94 | 0.53 |