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Energy Recovery, Inc. Common Stock ERII

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Market datapartial · fetched 2026-10-22T16:40:33.321Z

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 · 2026-10-22T16:40:24.320959803Z

FundamentalsAlpha Vantage · unavailable

Share price$6.66
1D+1.3%
$6.56$6.61$6.66$6.71$6.755:30 AM6:30 AM9:00 AM1:00 PMERII
Sold putSold call

Energy Recovery, Inc. Common Stock options

Live interpolated ERII call and put midpoint premiums by absolute delta.Energy Recovery, Inc. Common Stock$0.07$1.81$3.55$5.29$7.03$4.49$5.68$6.87$8.05$9.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERII spot · $6.66ERII PRICE$0.43$0.40$0.29$0.34$0.49$0.63$0.77$0.92$1.06$1.20$1.35$1.49$1.63$0.26$0.34$0.43$0.51$0.60$0.68$0.77$0.85$0.94$1.02$1.96$4.24$6.53
PutsExpensive1.97×
CallsExpensive2.44×
SkewBullish-22.66 pp
Implied moveBalanced±$1.54
TiltBearish27.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.62263.7%156.2%5.4682.3%21.8%
25Δ14.22216.1%119.6%5.6781.2%19.9%
30Δ9.26109.7%43.5%5.8880.2%18.0%
35Δ7.3573.9%15.6%6.1079.2%16.1%
40Δ7.1377.0%14.4%6.3178.1%14.2%
45Δ6.9080.2%13.1%6.5277.1%12.3%
50Δ6.6783.4%11.8%6.7376.0%10.4%
55Δ6.4486.6%10.6%6.9575.0%8.5%
60Δ6.2189.8%9.3%7.1674.0%6.5%
65Δ5.9993.0%8.0%7.3772.9%4.6%
70Δ5.7696.1%6.8%8.3989.4%3.4%
75Δ5.5399.3%5.5%10.68133.6%3.3%
80Δ5.30102.5%4.2%12.97177.8%3.2%

20Δ

Calls
Pseudo strike
16.62
IV
263.7%
B/E move
156.2%
Puts
Pseudo strike
5.46
IV
82.3%
B/E move
21.8%

25Δ

Calls
Pseudo strike
14.22
IV
216.1%
B/E move
119.6%
Puts
Pseudo strike
5.67
IV
81.2%
B/E move
19.9%

30Δ

Calls
Pseudo strike
9.26
IV
109.7%
B/E move
43.5%
Puts
Pseudo strike
5.88
IV
80.2%
B/E move
18.0%

35Δ

Calls
Pseudo strike
7.35
IV
73.9%
B/E move
15.6%
Puts
Pseudo strike
6.10
IV
79.2%
B/E move
16.1%

40Δ

Calls
Pseudo strike
7.13
IV
77.0%
B/E move
14.4%
Puts
Pseudo strike
6.31
IV
78.1%
B/E move
14.2%

45Δ

Calls
Pseudo strike
6.90
IV
80.2%
B/E move
13.1%
Puts
Pseudo strike
6.52
IV
77.1%
B/E move
12.3%

50Δ

Calls
Pseudo strike
6.67
IV
83.4%
B/E move
11.8%
Puts
Pseudo strike
6.73
IV
76.0%
B/E move
10.4%

55Δ

Calls
Pseudo strike
6.44
IV
86.6%
B/E move
10.6%
Puts
Pseudo strike
6.95
IV
75.0%
B/E move
8.5%

60Δ

Calls
Pseudo strike
6.21
IV
89.8%
B/E move
9.3%
Puts
Pseudo strike
7.16
IV
74.0%
B/E move
6.5%

65Δ

Calls
Pseudo strike
5.99
IV
93.0%
B/E move
8.0%
Puts
Pseudo strike
7.37
IV
72.9%
B/E move
4.6%

70Δ

Calls
Pseudo strike
5.76
IV
96.1%
B/E move
6.8%
Puts
Pseudo strike
8.39
IV
89.4%
B/E move
3.4%

75Δ

Calls
Pseudo strike
5.53
IV
99.3%
B/E move
5.5%
Puts
Pseudo strike
10.68
IV
133.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
5.30
IV
102.5%
B/E move
4.2%
Puts
Pseudo strike
12.97
IV
177.8%
B/E move
3.2%

Options history

No recorded observations