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Energy Recovery, Inc. Common Stock ERII

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-11-13T00:47:37.183Z

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 · 2026-11-13T00:28:00.143599897Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:47:36.771644+00:00

Share price$7.17
1D-2.2%
AH$7.12$7.18$7.24$7.30$7.365:30 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$0.02$0.87$1.72$2.57$3.42$5.57$6.29$7.01$7.73$8.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ERII spot · $7.17ERII PRICE$0.11$0.12$0.25$0.47$0.69$0.91$1.13$1.36$1.58$1.80$2.02$2.24$0.19$0.23$0.27$0.32$0.36$0.41$0.45$0.50$0.54$1.08$1.78$2.48$3.17
PutsExpensive1.65×
Calls——
Skew——
Implied moveBullish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.58165.3%24.8%
25Δ8.3292.7%17.5%5.82155.5%22.1%
30Δ7.7669.2%9.8%6.05145.8%19.5%
35Δ7.3771.1%6.2%6.28136.0%16.9%
40Δ7.1393.8%6.0%6.51126.3%14.3%
45Δ6.90116.5%5.8%6.75116.5%11.6%
50Δ6.66139.2%5.6%6.98106.8%9.0%
55Δ6.43161.9%5.4%7.2197.1%6.4%
60Δ6.19184.6%5.2%7.4487.3%3.7%
65Δ5.95207.4%5.0%8.0598.1%2.8%
70Δ5.72230.1%4.8%8.78115.4%2.4%
75Δ5.48252.8%4.6%9.51132.8%2.0%
80Δ5.25275.5%4.4%10.23150.1%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.58
IV
165.3%
B/E move
24.8%

25Δ

Calls
Pseudo strike
8.32
IV
92.7%
B/E move
17.5%
Puts
Pseudo strike
5.82
IV
155.5%
B/E move
22.1%

30Δ

Calls
Pseudo strike
7.76
IV
69.2%
B/E move
9.8%
Puts
Pseudo strike
6.05
IV
145.8%
B/E move
19.5%

35Δ

Calls
Pseudo strike
7.37
IV
71.1%
B/E move
6.2%
Puts
Pseudo strike
6.28
IV
136.0%
B/E move
16.9%

40Δ

Calls
Pseudo strike
7.13
IV
93.8%
B/E move
6.0%
Puts
Pseudo strike
6.51
IV
126.3%
B/E move
14.3%

45Δ

Calls
Pseudo strike
6.90
IV
116.5%
B/E move
5.8%
Puts
Pseudo strike
6.75
IV
116.5%
B/E move
11.6%

50Δ

Calls
Pseudo strike
6.66
IV
139.2%
B/E move
5.6%
Puts
Pseudo strike
6.98
IV
106.8%
B/E move
9.0%

55Δ

Calls
Pseudo strike
6.43
IV
161.9%
B/E move
5.4%
Puts
Pseudo strike
7.21
IV
97.1%
B/E move
6.4%

60Δ

Calls
Pseudo strike
6.19
IV
184.6%
B/E move
5.2%
Puts
Pseudo strike
7.44
IV
87.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
5.95
IV
207.4%
B/E move
5.0%
Puts
Pseudo strike
8.05
IV
98.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
5.72
IV
230.1%
B/E move
4.8%
Puts
Pseudo strike
8.78
IV
115.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
5.48
IV
252.8%
B/E move
4.6%
Puts
Pseudo strike
9.51
IV
132.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
5.25
IV
275.5%
B/E move
4.4%
Puts
Pseudo strike
10.23
IV
150.1%
B/E move
1.6%

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%