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Energy Recovery, Inc. Common Stock ERII

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Market datapartial · fetched 2026-10-22T17:15:13.949Z

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 · 2026-10-22T17:14:25.825243173Z

FundamentalsAlpha Vantage · unavailable

Share price$6.69
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$0.14$1.29$2.44$3.59$4.74$4.58$5.74$6.90$8.05$9.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ERII spot · $6.68ERII PRICE$0.43$0.40$0.30$0.33$0.47$0.61$0.75$0.89$1.03$1.17$1.32$1.46$1.60$0.27$0.35$0.44$0.53$0.62$0.70$0.79$0.88$0.96$1.05$1.97$3.19$4.41
PutsExpensive1.92×
CallsExpensive2.37×
SkewBullish-22.52 pp
Implied moveBearish±$1.54
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.63263.0%155.2%5.4883.5%22.0%
25Δ14.30216.7%119.9%5.7082.6%20.1%
30Δ9.51113.7%46.7%5.9181.7%18.1%
35Δ7.3771.9%15.2%6.1380.8%16.2%
40Δ7.1574.6%14.0%6.3579.9%14.2%
45Δ6.9277.2%12.7%6.5779.1%12.2%
50Δ6.7079.8%11.5%6.7978.2%10.3%
55Δ6.4882.5%10.3%7.0177.3%8.3%
60Δ6.2685.1%9.0%7.2276.4%6.4%
65Δ6.0387.8%7.8%7.4475.5%4.4%
70Δ5.8190.4%6.6%8.4291.9%3.5%
75Δ5.5993.1%5.3%9.67114.6%3.1%
80Δ5.3695.7%4.1%10.92137.2%2.6%

20Δ

Calls
Pseudo strike
16.63
IV
263.0%
B/E move
155.2%
Puts
Pseudo strike
5.48
IV
83.5%
B/E move
22.0%

25Δ

Calls
Pseudo strike
14.30
IV
216.7%
B/E move
119.9%
Puts
Pseudo strike
5.70
IV
82.6%
B/E move
20.1%

30Δ

Calls
Pseudo strike
9.51
IV
113.7%
B/E move
46.7%
Puts
Pseudo strike
5.91
IV
81.7%
B/E move
18.1%

35Δ

Calls
Pseudo strike
7.37
IV
71.9%
B/E move
15.2%
Puts
Pseudo strike
6.13
IV
80.8%
B/E move
16.2%

40Δ

Calls
Pseudo strike
7.15
IV
74.6%
B/E move
14.0%
Puts
Pseudo strike
6.35
IV
79.9%
B/E move
14.2%

45Δ

Calls
Pseudo strike
6.92
IV
77.2%
B/E move
12.7%
Puts
Pseudo strike
6.57
IV
79.1%
B/E move
12.2%

50Δ

Calls
Pseudo strike
6.70
IV
79.8%
B/E move
11.5%
Puts
Pseudo strike
6.79
IV
78.2%
B/E move
10.3%

55Δ

Calls
Pseudo strike
6.48
IV
82.5%
B/E move
10.3%
Puts
Pseudo strike
7.01
IV
77.3%
B/E move
8.3%

60Δ

Calls
Pseudo strike
6.26
IV
85.1%
B/E move
9.0%
Puts
Pseudo strike
7.22
IV
76.4%
B/E move
6.4%

65Δ

Calls
Pseudo strike
6.03
IV
87.8%
B/E move
7.8%
Puts
Pseudo strike
7.44
IV
75.5%
B/E move
4.4%

70Δ

Calls
Pseudo strike
5.81
IV
90.4%
B/E move
6.6%
Puts
Pseudo strike
8.42
IV
91.9%
B/E move
3.5%

75Δ

Calls
Pseudo strike
5.59
IV
93.1%
B/E move
5.3%
Puts
Pseudo strike
9.67
IV
114.6%
B/E move
3.1%

80Δ

Calls
Pseudo strike
5.36
IV
95.7%
B/E move
4.1%
Puts
Pseudo strike
10.92
IV
137.2%
B/E move
2.6%

Options history

No recorded observations