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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Energy Recovery (ERII) - NASDAQ Next Earnings Date: OS Estimate: July 10, 2025 AC
OS Projected Window: July 7, 2025 to July 12, 2025
EVR: 5.3
Avg Daily Volume: 517,521    Market Cap: 622.6M
Sector: Industrial Goods    Short Interest: 2.03
Live Interactive Chart
Days to Next Earnings: 58 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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
May 7, 2025 AC 4.7 $15.04 @$15.00 $1.62
($15.04)
10.8% -27.79% O -18.55% O $12.25 $2.90
( $12.25 )
79.01%
Feb. 26, 2025 AC 4.6 $14.68 @$15.00 $1.93
($14.68)
12.87% 9.19% I 2.52% I $15.05 $1.60
( $15.05 )
-17.1%
May 1, 2024 AC 4.3 $14.65 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 21, 2024 AC 4.4 $15.62 @$15.00
Nov. 1, 2023 AC 3.8 $14.41 @$15.00
Aug. 2, 2023 AC 3.1 $30.42 @$30.00
May 3, 2023 AC 3.0 $21.98 @$22.50
Feb. 22, 2023 AC 3.0 $20.89 @$20.00
Nov. 2, 2022 AC 2.2 $25.22 @$25.00
Aug. 3, 2022 AC 2.4 $22.29 @$22.50

 
 
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