WTS · Expected Move
Watts Water Technologies, Inc. Class A
The expected move for WTS 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).
WTS 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 WTS Expected Move
30-Day Straddle
$26.10
7-Day Straddle
$26.10
30-Day ATM IV
31.9%
IV Rank
80%
Implied one-standard-deviation move through the next 30 days. Compare to WTS'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.
WTS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $26.10 | $26.10 | 31.9% | 80% |
| 20261020 | $25.10 | $25.10 | 30.1% | 66% |
| 20261019 | $26.20 | $26.20 | 30.6% | 70% |
| 20261016 | $25.85 | $5.70 | 28.9% | 58% |
| 20261015 | $26.95 | $6.50 | 29.6% | 63% |
| 20261014 | $26.80 | $5.93 | 29.8% | 64% |
| 20261013 | $26.95 | $7.35 | 29.6% | 63% |
| 20261012 | $26.60 | $8.47 | 28.8% | 57% |
| 20261009 | $27.70 | $9.85 | 28.2% | 53% |
| 20261008 | $26.95 | $10.05 | 27.4% | 47% |
| 20261007 | $26.65 | $10.95 | 27.1% | 45% |
| 20261006 | $26.70 | $10.10 | 25.5% | 33% |
| 20261005 | $27.15 | $10.85 | 25.3% | 31% |
| 20261002 | $11.35 | $11.35 | 24.5% | 26% |
| 20261001 | $12.25 | $12.25 | 25.4% | 32% |
| 20260930 | $13.40 | $13.40 | 25.3% | 31% |
| 20260929 | $13.40 | $13.40 | 25.0% | 30% |
| 20260928 | $13.65 | $13.65 | 24.8% | 28% |
| 20260925 | $14.10 | $14.10 | 23.6% | 19% |
| 20260924 | $14.70 | $14.70 | 23.1% | 16% |
| 20260923 | $16.00 | $16.00 | 23.9% | 21% |
| 20260922 | $16.40 | $16.40 | 23.2% | 16% |
| 20260921 | $15.30 | $15.30 | 22.6% | 12% |
| 20260918 | $16.55 | $4.88 | 21.3% | 3% |
| 20260917 | $17.95 | $4.30 | 22.7% | 13% |
| 20260916 | $17.60 | $6.75 | 21.9% | 7% |
| 20260915 | $20.25 | $13.50 | 23.3% | 16% |
| 20260914 | $18.85 | $9.28 | 22.3% | 9% |
| 20260911 | $19.60 | $9.43 | 21.5% | 3% |
| 20260910 | $20.80 | $10.35 | 23.8% | 17% |
| 20260909 | $19.40 | $9.70 | 21.2% | 1% |
| 20260908 | $20.60 | $11.00 | 22.2% | 8% |
| 20260904 | $21.75 | $11.80 | 21.3% | 2% |
| 20260903 | $20.70 | $12.10 | 21.0% | 0% |
| 20260902 | $13.40 | $13.40 | 21.4% | 2% |
| 20260901 | $12.80 | $12.80 | 21.4% | 2% |
| 20260831 | $14.40 | $14.40 | 21.7% | 4% |
| 20260828 | $16.00 | $16.00 | 21.7% | 4% |
| 20260827 | $15.50 | $15.50 | 21.0% | 0% |
| 20260826 | $16.55 | $16.55 | 21.7% | 1% |
| 20260825 | $16.95 | $16.95 | 22.2% | 4% |
| 20260824 | $17.40 | $17.40 | 21.9% | 2% |
| 20260821 | $18.45 | $7.65 | 21.5% | 0% |
| 20260820 | $18.25 | $5.10 | 22.1% | 0% |
| 20260819 | $20.00 | $8.90 | 22.5% | 0% |
| 20260818 | $20.70 | $8.72 | 22.9% | 2% |
| 20260817 | $21.70 | $8.85 | 23.3% | 4% |
| 20260814 | $22.65 | $10.10 | 23.1% | 3% |
| 20260813 | $23.70 | $11.45 | 24.4% | 12% |
| 20260812 | $25.15 | $12.65 | 25.1% | 16% |
| 20260811 | $24.10 | $13.47 | 24.1% | 10% |
| 20260810 | $25.05 | $14.20 | 24.7% | 14% |
| 20260807 | — | — | 23.6% | 7% |
| 20260806 | $27.60 | $17.30 | 26.0% | 22% |
| 20260805 | $22.50 | $22.50 | 31.6% | 61% |
| 20260804 | $22.65 | $22.65 | 32.9% | 69% |
| 20260803 | $23.60 | $23.60 | 33.4% | 73% |
| 20260731 | $24.35 | $24.35 | 33.0% | 70% |
| 20260730 | $25.05 | $25.05 | 33.9% | 76% |
| 20260729 | $24.80 | $24.80 | 34.0% | 78% |
More on WTS
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.