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Energy Recovery, Inc. Common Stock ERII

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Market datapartial · fetched 2026-10-22T16:16:00.027Z

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 · 2026-10-22T16:15:22.020573704Z

FundamentalsAlpha Vantage · unavailable

Share price$6.72
1D+1.8%
$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$0.21$0.78$1.34$1.90$2.47$4.74$5.84$6.95$8.06$9.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERII spot · $6.72ERII PRICE$0.43$0.41$0.30$0.32$0.46$0.59$0.73$0.86$1.00$1.14$1.27$1.41$1.55$0.27$0.36$0.45$0.54$0.63$0.72$0.81$0.90$0.99$1.12$1.51$1.91$2.31
PutsExpensive1.78×
CallsExpensive2.29×
SkewBullish-24.39 pp
Implied moveBearish±$1.54
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.65262.0%154.1%5.5084.9%22.3%
25Δ14.39217.3%120.2%5.7284.2%20.2%
30Δ9.79118.1%50.2%5.9583.5%18.2%
35Δ7.3969.7%14.7%6.1782.7%16.2%
40Δ7.1771.6%13.5%6.4082.0%14.2%
45Δ6.9673.6%12.3%6.6281.3%12.2%
50Δ6.7475.5%11.1%6.8580.6%10.2%
55Δ6.5277.5%10.0%7.0779.9%8.2%
60Δ6.3179.4%8.8%7.3079.2%6.2%
65Δ6.0981.4%7.6%7.5578.8%4.3%
70Δ5.8783.3%6.4%7.9980.6%3.6%
75Δ5.6685.2%5.2%8.4482.5%2.9%
80Δ5.4487.2%4.0%8.8884.4%2.1%

20Δ

Calls
Pseudo strike
16.65
IV
262.0%
B/E move
154.1%
Puts
Pseudo strike
5.50
IV
84.9%
B/E move
22.3%

25Δ

Calls
Pseudo strike
14.39
IV
217.3%
B/E move
120.2%
Puts
Pseudo strike
5.72
IV
84.2%
B/E move
20.2%

30Δ

Calls
Pseudo strike
9.79
IV
118.1%
B/E move
50.2%
Puts
Pseudo strike
5.95
IV
83.5%
B/E move
18.2%

35Δ

Calls
Pseudo strike
7.39
IV
69.7%
B/E move
14.7%
Puts
Pseudo strike
6.17
IV
82.7%
B/E move
16.2%

40Δ

Calls
Pseudo strike
7.17
IV
71.6%
B/E move
13.5%
Puts
Pseudo strike
6.40
IV
82.0%
B/E move
14.2%

45Δ

Calls
Pseudo strike
6.96
IV
73.6%
B/E move
12.3%
Puts
Pseudo strike
6.62
IV
81.3%
B/E move
12.2%

50Δ

Calls
Pseudo strike
6.74
IV
75.5%
B/E move
11.1%
Puts
Pseudo strike
6.85
IV
80.6%
B/E move
10.2%

55Δ

Calls
Pseudo strike
6.52
IV
77.5%
B/E move
10.0%
Puts
Pseudo strike
7.07
IV
79.9%
B/E move
8.2%

60Δ

Calls
Pseudo strike
6.31
IV
79.4%
B/E move
8.8%
Puts
Pseudo strike
7.30
IV
79.2%
B/E move
6.2%

65Δ

Calls
Pseudo strike
6.09
IV
81.4%
B/E move
7.6%
Puts
Pseudo strike
7.55
IV
78.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
5.87
IV
83.3%
B/E move
6.4%
Puts
Pseudo strike
7.99
IV
80.6%
B/E move
3.6%

75Δ

Calls
Pseudo strike
5.66
IV
85.2%
B/E move
5.2%
Puts
Pseudo strike
8.44
IV
82.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
5.44
IV
87.2%
B/E move
4.0%
Puts
Pseudo strike
8.88
IV
84.4%
B/E move
2.1%

Options history

No recorded observations