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ERIE - Erie Indemnity Co. - Class A
Implied Volatility Analysis

Implied Volatility:
35.0%

Erie Indemnity Co. - Class A has an Implied Volatility (IV) of 35.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ERIE is 25 and the Implied Volatility Percentile (IVP) is 45. The current Implied Volatility Index for ERIE is -0.27 standard deviations away from its 1 year mean.

Market Cap$10.16B
Dividend Yield1.98% ($4.35)
Next Earnings Date10/27/2022 (25d)
Next Dividend Date10/4/2022 (2d) !
Implied Volatility (IV) 30d
34.97
Implied Volatility Rank (IVR) 1y
25.45
Implied Volatility Percentile (IVP) 1y
45.28
Historical Volatility (HV) 30d
18.52
IV / HV
1.89
Open Interest
241.00

Data was calculated after the 9/30/2022 closing.

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