ERIE
ERIE INDEMNITY CO244.40post−$0.13 (−0.05%)at close +$0.00 (+0.00%)
as of 19:59:59 UTCnext report Oct 29 · 85d
Earnings Room‹ back to ERIE
The report
fiscal Q3 2026 · from the company's noticeOct 29after close85days out
Expected movement
market-implied · at the Aug 4 close±16.4%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 240straddle 47.10ATM IV 40%× 0.85 straddle-to-rangespot 244.40
Blast radius
6 linked · N-PORT + EDGARIf ERIE moves ±16.4% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
3 expiries · as of the Jul 29 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
first42
Aug 21
23d
675first
first
153
Sep 18
51d
626first
first100
Dec 18
142d
259
first
The record
expected in pale · actual in full color2/8reports moved further than the options market had pricedtypically ±5.5% realized vs ±6.6% priced
Jul 30 '26±8.2%→+3.6%×0.44
Apr 23 '26±6.8%→−6.1%×0.90
Feb 23 '26±7.5%→−2.6%×0.34
Oct 30 '25±6.3%→−5.5%×0.87
Aug 7 '25±4.8%→+1.3%×0.28
Apr 24 '25±6.2%→−11.5%×1.85
Feb 27 '25±6.4%→+5.7%×0.89
Oct 31 '24±6.2%→−7.5%×1.20
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported 3.45 · rev $1.1B
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.