WAT (Waters Corp)
Expected Move & Straddle Price History
The expected move for WAT 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).
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.
Current WAT Expected Move
30-Day Straddle
$36.15
7-Day Straddle
$20.05
Avg IV
0.4%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to WAT'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.
WAT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260608 | $36.15 | $20.05 | 0.4% | 7% |
| 20260605 | $37.60 | $21.35 | 0.4% | 3% |
| 20260604 | $37.85 | $21.50 | 0.5% | 22% |
| 20260603 | $37.80 | $24.10 | 0.4% | 2% |
| 20260602 | $23.75 | $23.75 | 0.6% | 42% |
| 20260601 | $28.00 | $28.00 | 0.7% | 58% |
| 20260529 | $25.90 | $25.90 | 0.4% | 17% |
| 20260528 | $25.40 | $25.40 | 0.6% | 44% |
| 20260527 | $24.85 | $24.85 | 0.6% | 39% |
| 20260526 | $26.10 | $26.10 | 0.6% | 40% |
| 20260522 | $25.55 | $25.55 | 0.5% | 28% |
| 20260521 | $25.25 | $25.25 | 0.5% | 26% |
| 20260520 | $26.60 | $26.60 | 0.5% | 24% |
| 20260519 | $27.15 | $27.15 | 0.5% | 24% |
| 20260518 | $28.00 | $28.00 | 0.5% | 22% |
| 20260515 | $27.95 | $3.78 | 0.4% | 14% |
| 20260514 | $28.30 | $8.28 | 0.5% | 18% |
| 20260513 | $29.30 | $10.03 | 0.5% | 20% |
| 20260512 | $28.55 | $9.40 | 0.4% | 0% |
| 20260511 | $31.65 | $12.20 | 0.5% | 16% |
| 20260510 | $31.00 | $13.22 | 0.5% | 15% |
| 20260508 | $31.00 | $13.22 | 0.4% | 13% |
| 20260507 | $32.35 | $14.25 | 0.4% | 0% |
| 20260506 | $33.70 | $14.80 | 0.5% | 14% |
| 20260505 | $32.70 | $15.45 | 0.4% | 0% |
| 20260504 | $42.10 | $29.30 | 0.5% | 17% |
| 20260502 | $24.55 | $24.55 | 0.9% | 89% |
| 20260501 | $24.10 | $24.10 | 0.7% | 64% |
| 20260430 | $25.15 | $25.15 | 0.8% | 80% |
| 20260429 | $25.95 | $25.95 | 0.8% | 78% |
| 20260428 | $26.20 | $26.20 | 0.8% | 82% |
| 20260427 | $27.45 | $27.45 | 0.8% | 76% |
| 20260424 | $28.80 | $28.80 | 0.6% | 47% |
| 20260423 | $27.50 | $27.50 | 0.7% | 53% |
| 20260422 | $30.50 | $30.50 | 0.7% | 55% |
| 20260421 | $29.95 | $29.95 | 0.6% | 44% |
| 20260420 | $29.10 | $29.10 | 0.5% | 32% |
| 20260417 | $28.95 | $4.05 | 0.6% | 36% |
| 20260416 | $27.65 | $5.17 | 0.6% | 49% |
| 20260415 | $29.15 | $7.05 | 0.6% | 49% |
| 20260414 | $29.80 | $7.00 | 0.5% | 38% |
| 20260413 | $31.65 | $11.25 | 0.6% | 39% |
| 20260410 | $29.55 | $13.40 | 0.6% | 43% |
| 20260409 | $31.40 | $13.35 | 0.6% | 38% |
| 20260408 | $31.85 | $14.40 | 0.6% | 40% |
| 20260407 | $31.85 | $15.55 | 0.5% | 32% |
| 20260406 | $33.35 | $17.95 | 0.6% | 36% |
| 20260402 | $31.50 | $19.45 | 0.5% | 24% |
| 20260401 | $17.35 | $17.35 | 0.6% | 35% |
| 20260331 | $19.10 | $19.10 | 0.6% | 38% |
| 20260330 | $21.65 | $21.65 | 0.6% | 40% |
| 20260327 | $22.45 | $22.45 | 0.6% | 37% |
| 20260326 | $21.80 | $21.80 | 0.6% | 36% |
| 20260325 | $21.55 | $21.55 | 0.5% | 27% |
| 20260324 | $21.50 | $21.50 | 0.5% | 32% |
| 20260323 | $25.10 | $25.10 | 0.6% | 37% |
| 20260320 | $25.25 | $4.65 | 0.5% | 30% |
| 20260319 | $25.40 | $9.10 | 0.5% | 25% |
| 20260318 | $23.25 | $10.32 | 0.5% | 22% |
| 20260317 | $25.60 | $10.25 | 0.5% | 26% |