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ERIE INDEMNITY CO (ERIE) Options Risk Score

Real-time risk analysis for ERIE options traders — updated every 30 minutes.

95
HIGH Risk
37.9
IV Rank
42.3%
IV %
2026-07-30
Next Earnings
Insurance Agents, Brokers & Service
Sector

Data last updated: 2026-07-23

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Is it risky to sell options on ERIE INDEMNITY CO (ERIE) right now?

ERIE INDEMNITY CO (ERIE) currently scores 95 out of 100 for options catalyst risk (HIGH) over a 4-week expiry window. What pushes it there: an upcoming earnings report, 3 recent news items, 10 active legal filings and 10 recent SEC events, all landing inside the 4-week window. A HIGH reading (70+) means ERIE has a dated event inside the window, so an option sold here carries gap risk that time decay alone will not pay for. The score ranks event exposure, not the likely direction of the move.

ERIE shows an IV Rank of 38, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 42%. IV Rank is the most useful figure for deciding whether to sell or buy premium on ERIE.

The 2026-07-30 earnings report sits inside a standard monthly expiry for ERIE, so implied volatility should stay bid into the date and drop sharply once it passes.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer