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
$32.60
7-Day Straddle
$18.80
Avg IV
0.3%
IV Rank
1%
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 |
|---|---|---|---|---|
| 20260904 | $32.60 | $18.80 | 0.3% | 1% |
| 20260903 | $36.60 | $21.00 | 0.4% | 18% |
| 20260902 | $20.40 | $20.40 | 0.5% | 32% |
| 20260901 | $21.30 | $21.30 | 0.5% | 34% |
| 20260831 | $21.65 | $21.65 | 0.4% | 15% |
| 20260828 | $22.15 | $22.15 | 0.5% | 26% |
| 20260827 | $24.40 | $24.40 | 0.4% | 18% |
| 20260826 | $27.90 | $27.90 | 0.7% | 59% |
| 20260825 | $27.35 | $27.35 | 0.4% | 10% |
| 20260824 | $32.20 | $32.20 | 0.5% | 32% |
| 20260821 | $31.30 | $5.03 | 0.5% | 31% |
| 20260820 | $31.90 | $10.15 | 0.5% | 29% |
| 20260819 | $31.80 | $9.90 | 0.5% | 26% |
| 20260818 | $29.65 | $11.47 | 0.5% | 24% |
| 20260817 | $30.95 | $11.35 | 0.4% | 8% |
| 20260814 | $31.85 | $13.82 | 0.3% | 4% |
| 20260813 | $32.00 | $17.40 | 0.5% | 24% |
| 20260812 | $32.10 | $14.20 | 0.3% | 0% |
| 20260811 | $32.50 | $17.50 | 0.3% | 0% |
| 20260810 | $34.40 | $19.75 | 0.4% | 13% |
| 20260806 | $34.70 | $22.30 | 0.4% | 6% |
| 20260805 | $22.10 | $22.10 | 0.7% | 67% |
| 20260804 | $25.30 | $25.30 | 0.6% | 53% |
| 20260803 | $37.45 | $37.45 | 0.7% | 59% |
| 20260731 | $38.55 | $38.55 | 0.7% | 70% |
| 20260730 | $40.90 | $40.90 | 0.6% | 54% |
| 20260729 | $38.75 | $38.75 | 0.6% | 42% |
| 20260728 | $39.50 | $39.50 | 0.7% | 68% |
| 20260727 | $38.70 | $38.70 | 0.6% | 43% |
| 20260724 | $39.05 | $39.05 | 0.6% | 48% |
| 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% |