File: ERIEFinancials · Large capCLIPPED · 2026-06-30
ERIE
Erie IndemnityMkt cap $11B
Sector benchmark XLF
Sector benchmark XLF
239.75
+0.9%
±6.0%into Jul 17225.30–254.20±6.0%monthly225.30–254.20Pullback · —Knife · WatchingMomentum · —DP short-vol · 84% ▴ above 20d
Price · 6 months · daily
6m high286.05
6m low207.24
Vol vs 20d avg0.7× · quiet
Off 52-wk high-34.0%
Dark pool FINRA · T+1
Short-vol ratio84% · above 20d
Off-exchange share32%
vs own 1-yr (z)2.3
Sector RS vs XLF
−12.3%vs XLF · 63 sessions
ERIE vs XLF · 3m−12.3%
ERIE vs XLF · 6m−11.4%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall220.00
Zero-gamma215.00
Put wall210.00
Spot vs zero-γ11.5% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-07-17 · heuristics · full profile →
Auto-note //Holding above zero-gamma (215.00) — dealer hedging dampens moves above it. The 220.00 call wall is the nearest-expiry ceiling heuristic; 210.00 is the floor. Options price ±6.0% into Jul 17. Dark-pool short volume at 84% and above vs its 20-day. The falling-knife screen has it watching after a 30% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.