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Energy Recovery ERII 7.15 0.44 6.56%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for ERII.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.47%
Average actual move
18.55%
Beyond the implied move
1 / 1
Median IV change
-13.37%
Reaction session Implied Actual Used ATM IV before → after
May 08, 2025 ±10.47% -18.55% 1.77× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →