WAT · Expected Move
Waters Corp
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).
WAT straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current WAT Expected Move
30-Day Straddle
$42.00
7-Day Straddle
$42.00
30-Day ATM IV
40.8%
IV Rank
60%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $42.00 | $42.00 | 40.8% | 60% |
| 20261022 | $41.95 | $41.95 | 40.6% | 58% |
| 20261021 | $40.30 | $40.30 | 38.6% | 50% |
| 20261020 | $42.30 | $42.30 | 40.4% | 58% |
| 20261019 | $42.40 | $42.40 | 40.2% | 57% |
| 20261016 | $42.40 | $6.20 | 39.0% | 51% |
| 20261015 | $43.90 | $11.07 | 38.8% | 50% |
| 20261014 | $44.40 | $10.45 | 39.7% | 54% |
| 20261013 | $43.90 | $12.35 | 39.7% | 54% |
| 20261012 | $41.95 | $13.55 | 37.4% | 44% |
| 20261009 | $44.15 | $15.85 | 36.9% | 42% |
| 20261008 | $45.05 | $16.00 | 37.7% | 45% |
| 20261007 | $44.80 | $17.75 | 36.3% | 39% |
| 20261006 | $43.90 | $17.95 | 35.5% | 36% |
| 20261005 | $46.25 | $16.20 | 35.7% | 36% |
| 20261002 | $18.30 | $18.30 | 34.9% | 32% |
| 20261001 | $21.55 | $21.55 | 34.7% | 32% |
| 20260930 | $21.90 | $21.90 | 34.9% | 33% |
| 20260929 | $21.20 | $21.20 | 32.9% | 24% |
| 20260928 | $23.45 | $23.45 | 32.9% | 24% |
| 20260925 | $23.60 | $23.60 | 31.1% | 15% |
| 20260924 | $25.00 | $25.00 | 31.9% | 19% |
| 20260923 | $26.10 | $26.10 | 32.8% | 23% |
| 20260922 | $26.55 | $26.55 | 31.3% | 16% |
| 20260921 | $27.10 | $27.10 | 31.4% | 17% |
| 20260918 | $28.50 | $4.50 | 30.2% | 11% |
| 20260917 | $30.00 | $7.78 | 30.5% | 12% |
| 20260916 | $30.45 | $10.55 | 31.7% | 18% |
| 20260915 | $30.85 | $14.20 | 31.6% | 18% |
| 20260914 | $30.40 | $13.30 | 31.5% | 17% |
| 20260911 | $31.65 | $15.30 | 31.3% | 14% |
| 20260910 | $34.20 | $18.00 | 33.8% | 24% |
| 20260909 | $33.90 | $19.30 | 32.1% | 17% |
| 20260908 | $33.00 | $19.85 | 32.0% | 17% |
| 20260904 | $32.60 | $18.80 | 29.4% | 7% |
| 20260903 | $36.60 | $21.00 | 32.5% | 19% |
| 20260902 | $20.40 | $20.40 | 30.3% | 10% |
| 20260901 | $21.30 | $21.30 | 31.1% | 13% |
| 20260831 | $21.65 | $21.65 | 30.4% | 10% |
| 20260828 | $22.15 | $22.15 | 27.7% | 0% |
| 20260827 | $24.40 | $24.40 | 29.7% | 1% |
| 20260826 | $27.90 | $27.90 | 33.7% | 18% |
| 20260825 | $27.35 | $27.35 | 32.0% | 10% |
| 20260824 | $32.20 | $32.20 | 36.2% | 29% |
| 20260821 | $31.30 | $5.03 | 34.1% | 20% |
| 20260820 | $31.90 | $10.15 | 33.7% | 18% |
| 20260819 | $31.80 | $9.90 | 32.8% | 14% |
| 20260818 | $29.65 | $11.47 | 31.6% | 9% |
| 20260817 | $30.95 | $11.35 | 31.4% | 8% |
| 20260814 | $31.85 | $13.82 | 30.8% | 5% |
| 20260813 | $32.00 | $17.40 | 30.8% | 5% |
| 20260812 | $32.10 | $14.20 | 30.2% | 3% |
| 20260811 | $32.50 | $17.50 | 29.6% | 0% |
| 20260810 | $34.40 | $19.75 | 32.0% | 8% |
| 20260807 | — | — | 30.1% | 0% |
| 20260806 | $34.70 | $22.30 | 32.9% | 6% |
| 20260805 | $22.10 | $22.10 | 33.2% | 8% |
| 20260804 | $25.30 | $25.30 | 35.1% | 17% |
| 20260803 | $37.45 | $37.45 | 47.5% | 75% |
| 20260731 | $38.55 | $38.55 | 48.2% | 79% |
More on WAT
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.