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Energy Recovery, Inc. Common Stock ERII

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Market datapartial · fetched 2026-10-24T00:23:18.866Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T20:00:01.544665791Z

FundamentalsAlpha Vantage · unavailable

Share price$6.68
1D+1.7%
AH$6.55$6.62$6.70$6.77$6.855:30 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$2.81$5.61$8.42$11.23$2.03$3.99$5.95$7.91$9.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERII spot · $6.68ERII PRICE$0.36$0.30$0.23$0.39$0.58$0.77$0.96$1.15$1.34$1.53$1.72$1.92$2.11$0.59$0.64$0.69$0.74$0.78$0.83$0.88$0.93$0.98$1.02$2.71$6.56$10.41
PutsExpensive4.52×
CallsExpensive2.75×
SkewBearish+79.13 pp
Implied moveBullish±$1.84
TiltBearish35.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.31249.0%149.6%3.53350.1%56.1%
25Δ12.20164.6%87.1%3.94321.1%50.6%
30Δ8.0980.2%24.6%4.36292.1%45.1%
35Δ7.2976.8%14.9%4.77263.0%39.6%
40Δ7.0386.9%14.0%5.19234.0%34.1%
45Δ6.7897.0%13.1%5.60204.9%28.6%
50Δ6.53107.1%12.2%6.02175.9%23.1%
55Δ6.28117.2%11.3%6.43146.9%17.6%
60Δ6.03127.4%10.4%6.85117.8%12.1%
65Δ5.78137.5%9.5%7.2688.8%6.6%
70Δ5.53147.6%8.6%9.15105.9%3.7%
75Δ5.28157.7%7.7%12.96183.7%4.3%
80Δ5.03167.8%6.8%16.77261.4%4.8%

20Δ

Calls
Pseudo strike
16.31
IV
249.0%
B/E move
149.6%
Puts
Pseudo strike
3.53
IV
350.1%
B/E move
56.1%

25Δ

Calls
Pseudo strike
12.20
IV
164.6%
B/E move
87.1%
Puts
Pseudo strike
3.94
IV
321.1%
B/E move
50.6%

30Δ

Calls
Pseudo strike
8.09
IV
80.2%
B/E move
24.6%
Puts
Pseudo strike
4.36
IV
292.1%
B/E move
45.1%

35Δ

Calls
Pseudo strike
7.29
IV
76.8%
B/E move
14.9%
Puts
Pseudo strike
4.77
IV
263.0%
B/E move
39.6%

40Δ

Calls
Pseudo strike
7.03
IV
86.9%
B/E move
14.0%
Puts
Pseudo strike
5.19
IV
234.0%
B/E move
34.1%

45Δ

Calls
Pseudo strike
6.78
IV
97.0%
B/E move
13.1%
Puts
Pseudo strike
5.60
IV
204.9%
B/E move
28.6%

50Δ

Calls
Pseudo strike
6.53
IV
107.1%
B/E move
12.2%
Puts
Pseudo strike
6.02
IV
175.9%
B/E move
23.1%

55Δ

Calls
Pseudo strike
6.28
IV
117.2%
B/E move
11.3%
Puts
Pseudo strike
6.43
IV
146.9%
B/E move
17.6%

60Δ

Calls
Pseudo strike
6.03
IV
127.4%
B/E move
10.4%
Puts
Pseudo strike
6.85
IV
117.8%
B/E move
12.1%

65Δ

Calls
Pseudo strike
5.78
IV
137.5%
B/E move
9.5%
Puts
Pseudo strike
7.26
IV
88.8%
B/E move
6.6%

70Δ

Calls
Pseudo strike
5.53
IV
147.6%
B/E move
8.6%
Puts
Pseudo strike
9.15
IV
105.9%
B/E move
3.7%

75Δ

Calls
Pseudo strike
5.28
IV
157.7%
B/E move
7.7%
Puts
Pseudo strike
12.96
IV
183.7%
B/E move
4.3%

80Δ

Calls
Pseudo strike
5.03
IV
167.8%
B/E move
6.8%
Puts
Pseudo strike
16.77
IV
261.4%
B/E move
4.8%

Options history

No recorded observations