File: ERIEFinancials · Large capCLIPPED · 2026-09-14
ERIE
Erie IndemnityMkt cap $11B
Sector benchmark XLF
Sector benchmark XLF
253.88
+3.6%
±3.5%into Sep 18244.85–262.91±3.5%monthly244.85–262.91Pullback · —Knife · TurnedMomentum · —DP short-vol · 69% ▾ easing
Price · 6 months · daily
6m high268.64
6m low207.24
Vol vs 20d avg0.5× · quiet
Off 52-wk high-23.9%
Dark pool FINRA · T+1
Short-vol ratio69% · easing
Off-exchange share34%
vs own 1-yr (z)-0.1
Sector RS vs XLF
+4.4%vs XLF · 63 sessions
ERIE vs XLF · 3m+4.4%
ERIE vs XLF · 6m−11.8%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall260.00
Put wall250.00
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
24 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep3.55%−0.59 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note // The 260.00 call wall is the nearest-expiry ceiling heuristic; 250.00 is the floor. Options price ±3.5% into Sep 18. Dark-pool short volume at 69% and easing vs its 20-day. The falling-knife screen has it turned after a 26% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.