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
$40.50
7-Day Straddle
$40.50
Avg IV
0.5%
IV Rank
36%
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 |
|---|---|---|---|---|
| 20260723 | $40.50 | $40.50 | 0.5% | 36% |
| 20260722 | $38.85 | $38.85 | 0.6% | 38% |
| 20260721 | $39.65 | $39.65 | 0.6% | 46% |
| 20260720 | $37.70 | $37.70 | 0.5% | 37% |
| 20260716 | $39.30 | $8.53 | 0.4% | 16% |
| 20260715 | $39.95 | $11.53 | 0.5% | 30% |
| 20260714 | $40.40 | $10.70 | 0.6% | 37% |
| 20260713 | $40.75 | $13.10 | 0.5% | 22% |
| 20260710 | $40.25 | $12.68 | 0.6% | 39% |
| 20260709 | $40.50 | $16.30 | 0.5% | 27% |
| 20260708 | $40.30 | $16.10 | 0.6% | 41% |
| 20260707 | $41.45 | $19.20 | 0.6% | 40% |
| 20260706 | $41.25 | $18.45 | 0.5% | 31% |
| 20260702 | $20.70 | $20.70 | 0.5% | 35% |
| 20260701 | $21.45 | $21.45 | 0.6% | 52% |
| 20260630 | $23.35 | $23.35 | 0.6% | 54% |
| 20260629 | $24.25 | $24.25 | 0.5% | 33% |
| 20260626 | $24.10 | $24.10 | 0.4% | 8% |
| 20260625 | $24.30 | $24.30 | 0.5% | 23% |
| 20260624 | $26.90 | $26.90 | 0.5% | 21% |
| 20260623 | $26.35 | $26.35 | 0.5% | 27% |
| 20260622 | $27.30 | $27.30 | 0.4% | 18% |
| 20260618 | $29.10 | $6.70 | 0.5% | 25% |
| 20260617 | $30.75 | $8.85 | 0.5% | 19% |
| 20260616 | $29.95 | $12.65 | 0.5% | 21% |
| 20260615 | $29.80 | $11.10 | 0.5% | 21% |
| 20260613 | $31.65 | $14.60 | 0.4% | 10% |
| 20260612 | $31.45 | $14.50 | 0.5% | 22% |
| 20260611 | $33.00 | $16.35 | 0.4% | 17% |
| 20260610 | $34.90 | $16.95 | 0.4% | 10% |
| 20260609 | $35.45 | $19.10 | 0.4% | 17% |
| 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% |