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Energy Recovery, Inc. Common Stock ERII

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-11-03T23:04:36.448Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:00:01.988870704Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T23:04:35.978385+00:00

Share price$7.17
1D-0.8%
AH$7.07$7.12$7.16$7.20$7.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMERII
Sold putSold callAH

Energy Recovery, Inc. Common Stock options

Live interpolated ERII call and put midpoint premiums by absolute delta.Energy Recovery, Inc. Common Stock$0.00$2.74$5.48$8.21$10.95$4.41$5.61$6.80$7.99$9.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERII spot · $7.17ERII PRICE$0.17$0.21$0.26$0.31$0.36$0.42$0.62$0.82$1.02$1.22$1.42$1.62$1.82$0.29$0.38$0.46$0.55$0.63$0.72$0.80$1.62$3.33$5.04$6.74$8.45$10.15
PutsExpensive3.23×
CallsExpensive2.44×
SkewBearish+48.11 pp
Implied moveBearish±$1.42
TiltBearish58.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.1795.7%30.2%5.75114.2%23.8%
25Δ8.8393.8%26.1%6.02113.2%21.3%
30Δ8.4991.9%22.0%6.29112.3%18.7%
35Δ8.1590.0%17.9%6.55111.4%16.2%
40Δ7.8188.0%13.8%6.82110.4%13.7%
45Δ7.4786.9%10.1%7.09109.5%11.2%
50Δ7.2192.4%9.2%7.35108.6%8.6%
55Δ6.9497.9%8.2%8.30121.0%6.9%
60Δ6.67103.3%7.3%10.05149.5%6.3%
65Δ6.41108.8%6.4%11.81178.1%5.6%
70Δ6.14114.3%5.4%13.56206.6%4.9%
75Δ5.88119.8%4.5%15.32235.1%4.2%
80Δ5.61125.3%3.6%17.07263.6%3.5%

20Δ

Calls
Pseudo strike
9.17
IV
95.7%
B/E move
30.2%
Puts
Pseudo strike
5.75
IV
114.2%
B/E move
23.8%

25Δ

Calls
Pseudo strike
8.83
IV
93.8%
B/E move
26.1%
Puts
Pseudo strike
6.02
IV
113.2%
B/E move
21.3%

30Δ

Calls
Pseudo strike
8.49
IV
91.9%
B/E move
22.0%
Puts
Pseudo strike
6.29
IV
112.3%
B/E move
18.7%

35Δ

Calls
Pseudo strike
8.15
IV
90.0%
B/E move
17.9%
Puts
Pseudo strike
6.55
IV
111.4%
B/E move
16.2%

40Δ

Calls
Pseudo strike
7.81
IV
88.0%
B/E move
13.8%
Puts
Pseudo strike
6.82
IV
110.4%
B/E move
13.7%

45Δ

Calls
Pseudo strike
7.47
IV
86.9%
B/E move
10.1%
Puts
Pseudo strike
7.09
IV
109.5%
B/E move
11.2%

50Δ

Calls
Pseudo strike
7.21
IV
92.4%
B/E move
9.2%
Puts
Pseudo strike
7.35
IV
108.6%
B/E move
8.6%

55Δ

Calls
Pseudo strike
6.94
IV
97.9%
B/E move
8.2%
Puts
Pseudo strike
8.30
IV
121.0%
B/E move
6.9%

60Δ

Calls
Pseudo strike
6.67
IV
103.3%
B/E move
7.3%
Puts
Pseudo strike
10.05
IV
149.5%
B/E move
6.3%

65Δ

Calls
Pseudo strike
6.41
IV
108.8%
B/E move
6.4%
Puts
Pseudo strike
11.81
IV
178.1%
B/E move
5.6%

70Δ

Calls
Pseudo strike
6.14
IV
114.3%
B/E move
5.4%
Puts
Pseudo strike
13.56
IV
206.6%
B/E move
4.9%

75Δ

Calls
Pseudo strike
5.88
IV
119.8%
B/E move
4.5%
Puts
Pseudo strike
15.32
IV
235.1%
B/E move
4.2%

80Δ

Calls
Pseudo strike
5.61
IV
125.3%
B/E move
3.6%
Puts
Pseudo strike
17.07
IV
263.6%
B/E move
3.5%

Options history

IV · four-Friday blend71.50%
Daily close
ERII68.3%70.0%71.7%2026-09-03: 68.57%2026-09-11: 71.50%Sep 3Sep 11
2 observations2026-09-03 — 2026-09-11
Table
DateIV (%)
68.57%
71.50%