ERII · Expected Move
Energy Recovery, Inc.
The expected move for ERII is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ERII straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ERII Expected Move
30-Day Straddle
$0.88
7-Day Straddle
$0.70
30-Day ATM IV
45.2%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to ERII's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ERII Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261111 | $0.88 | $0.70 | 45.2% | 2% |
| 20261110 | $1.07 | $0.70 | 57.0% | 18% |
| 20261109 | $1.07 | $0.57 | 54.9% | 15% |
| 20261106 | $1.18 | $0.78 | 63.6% | 26% |
| 20261105 | $1.98 | $1.30 | 119.9% | 100% |
| 20261104 | $1.27 | $1.27 | 81.8% | 61% |
| 20261103 | $1.25 | $1.25 | 73.8% | 48% |
| 20261102 | $1.25 | $1.25 | 76.5% | 53% |
| 20261030 | $1.23 | $1.23 | 83.5% | 64% |
| 20261029 | $1.25 | $1.25 | 81.0% | 60% |
| 20261028 | $1.25 | $1.25 | 67.0% | 38% |
| 20261027 | $1.27 | $1.27 | 79.8% | 58% |
| 20261026 | $1.18 | $1.18 | 68.4% | 40% |
| 20261023 | $1.28 | $1.28 | 71.4% | 45% |
| 20261022 | $1.35 | $1.35 | 72.8% | 47% |
| 20261021 | $1.33 | $1.33 | 97.6% | 87% |
| 20261020 | $1.33 | $1.33 | 88.0% | 71% |
| 20261019 | $1.38 | $1.38 | 85.4% | 67% |
| 20261016 | $1.43 | $2.15 | — | — |
| 20261015 | $1.35 | $1.08 | 82.7% | 63% |
| 20261014 | $1.35 | $0.97 | — | — |
| 20261013 | $1.47 | $0.97 | 75.5% | 51% |
| 20261012 | $1.35 | $2.08 | 67.3% | 38% |
| 20261009 | $1.42 | $0.75 | 71.0% | 44% |
| 20261008 | $1.40 | $0.98 | 69.9% | 42% |
| 20261007 | $1.45 | $0.83 | 67.7% | 39% |
| 20261006 | $1.40 | $0.65 | 67.2% | 38% |
| 20261005 | $1.45 | $1.10 | 70.0% | 42% |
| 20261002 | $0.90 | $0.90 | 64.7% | 34% |
| 20261001 | $1.05 | $1.05 | 61.6% | 29% |
| 20260930 | $0.90 | $0.90 | 73.1% | 47% |
| 20260929 | $5.85 | $5.85 | 97.4% | 86% |
| 20260928 | $1.05 | $1.05 | 63.4% | 32% |
| 20260925 | $1.18 | $1.18 | 68.5% | 40% |
| 20260924 | $1.00 | $1.00 | 61.7% | 29% |
| 20260923 | $0.90 | $0.90 | 51.5% | 13% |
| 20260922 | $0.88 | $0.88 | 63.6% | 32% |
| 20260921 | $0.85 | $0.85 | — | — |
| 20260918 | $1.02 | $0.95 | 58.8% | 24% |
| 20260917 | $0.88 | $1.70 | 48.3% | 8% |
| 20260916 | $0.95 | $0.50 | 53.4% | 16% |
| 20260915 | $0.82 | $0.60 | 44.1% | 1% |
| 20260914 | $0.97 | $0.65 | 53.4% | 16% |
| 20260911 | $0.88 | $0.43 | 47.1% | 6% |
| 20260910 | $0.72 | $0.43 | — | — |
| 20260909 | $0.85 | $0.32 | 44.0% | 1% |
| 20260908 | $0.88 | $0.45 | 43.6% | 0% |
| 20260904 | $0.97 | $0.50 | 46.1% | 0% |
| 20260903 | $2.12 | $0.62 | 57.8% | 20% |
| 20260902 | $0.70 | $0.70 | 65.1% | 32% |
| 20260901 | $0.65 | $0.65 | 48.9% | 5% |
| 20260831 | $0.68 | $0.68 | 68.0% | 37% |
| 20260828 | $0.82 | $0.82 | 52.3% | 11% |
| 20260827 | $0.90 | $0.90 | 58.0% | 20% |
| 20260826 | $0.93 | $0.93 | 54.6% | 14% |
| 20260825 | $0.88 | $0.88 | 54.2% | 14% |
| 20260824 | $0.95 | $0.95 | 56.9% | 18% |
| 20260821 | $0.92 | $0.58 | 52.1% | 10% |
| 20260820 | $1.00 | $0.42 | 68.2% | 37% |
| 20260819 | $1.15 | $0.50 | 48.2% | 4% |
More on ERII
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.