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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Energy Recovery (ERII) - NASDAQ Next Earnings Date: OS Estimate: Feb. 24, 2027 AC
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 6.1
Avg Daily Volume: 883,216    Market Cap: 358.7M
Sector: Industrials    Short Interest: 6.21
Live Interactive Chart
Days to Next Earnings: 106 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 4, 2026 AC 6.0 $7.17 @$7.50 $1.27
($7.17)
16.93% -12.83% I -6.41% I $6.71 $1.12
( $6.71 )
-11.81%
Aug. 5, 2026 AC 6.5 $8.86 @$10.00 $1.80
($8.86)
18.0% -6.2% I -1.46% I $8.73 $1.55
( $8.73 )
-13.89%
May 6, 2026 AC 6.6 $11.61 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 25, 2026 AC 5.4 $16.12 @$15.00
Nov. 5, 2025 AC 5.1 $17.26 @$17.50
Aug. 6, 2025 AC 5.3 $13.62 @$12.50
May 7, 2025 AC 4.7 $15.04 @$15.00
Feb. 26, 2025 AC 4.6 $14.68 @$15.00
May 1, 2024 AC 4.3 $14.65 @$15.00
Feb. 21, 2024 AC 4.4 $15.62 @$15.00

 
 
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