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Waters Corp WAT

i

Market dataready · fetched 2026-11-12T02:34:07.116Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.000807622Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-12T02:34:06.674127+00:00

Share price$470.90
1D-1.7%
AH$470$473$475$477$4805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWAT
Sold putSold callAH

Waters Corp options

Live interpolated WAT call and put midpoint premiums by absolute delta.Waters Corp$1.88$9.13$16.38$23.64$30.89$419.77$443.34$466.91$490.48$514.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WAT spot · $470.90WAT PRICE$3.58$4.17$5.03$6.03$7.25$8.81$10.37$12.13$14.23$16.34$19.43$23.43$28.80$2.66$3.63$4.59$5.71$6.84$7.98$9.35$10.85$12.35$13.90$16.02$18.15$20.27
PutsCheap0.52×
CallsCheap0.81×
SkewBullish-8.00 pp
Implied moveBullish±$19.72
TiltBullish9.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ501.4844.8%7.3%453.3829.8%4.3%
25Δ492.5639.2%5.5%456.5830.7%3.8%
30Δ486.9136.6%4.5%459.7931.6%3.3%
35Δ482.6335.6%3.8%462.8631.4%2.9%
40Δ478.7235.1%3.2%465.9331.0%2.5%
45Δ475.4135.5%2.8%468.9930.7%2.1%
50Δ472.0935.9%2.5%471.8730.4%1.8%
55Δ468.7136.3%2.1%474.6730.0%1.5%
60Δ465.1936.5%1.8%477.4729.6%1.2%
65Δ461.6836.7%1.5%480.2929.2%1.0%
70Δ457.4137.9%1.3%483.3228.7%0.8%
75Δ452.4539.9%1.1%486.3528.1%0.6%
80Δ446.1642.7%0.9%489.3827.6%0.4%

20Δ

Calls
Pseudo strike
501.48
IV
44.8%
B/E move
7.3%
Puts
Pseudo strike
453.38
IV
29.8%
B/E move
4.3%

25Δ

Calls
Pseudo strike
492.56
IV
39.2%
B/E move
5.5%
Puts
Pseudo strike
456.58
IV
30.7%
B/E move
3.8%

30Δ

Calls
Pseudo strike
486.91
IV
36.6%
B/E move
4.5%
Puts
Pseudo strike
459.79
IV
31.6%
B/E move
3.3%

35Δ

Calls
Pseudo strike
482.63
IV
35.6%
B/E move
3.8%
Puts
Pseudo strike
462.86
IV
31.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
478.72
IV
35.1%
B/E move
3.2%
Puts
Pseudo strike
465.93
IV
31.0%
B/E move
2.5%

45Δ

Calls
Pseudo strike
475.41
IV
35.5%
B/E move
2.8%
Puts
Pseudo strike
468.99
IV
30.7%
B/E move
2.1%

50Δ

Calls
Pseudo strike
472.09
IV
35.9%
B/E move
2.5%
Puts
Pseudo strike
471.87
IV
30.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
468.71
IV
36.3%
B/E move
2.1%
Puts
Pseudo strike
474.67
IV
30.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
465.19
IV
36.5%
B/E move
1.8%
Puts
Pseudo strike
477.47
IV
29.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
461.68
IV
36.7%
B/E move
1.5%
Puts
Pseudo strike
480.29
IV
29.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
457.41
IV
37.9%
B/E move
1.3%
Puts
Pseudo strike
483.32
IV
28.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
452.45
IV
39.9%
B/E move
1.1%
Puts
Pseudo strike
486.35
IV
28.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
446.16
IV
42.7%
B/E move
0.9%
Puts
Pseudo strike
489.38
IV
27.6%
B/E move
0.4%

Options history

IV · four-Friday blend40.84%
Daily close
WAT29.3%35.5%41.7%2026-08-13: 32.17%2026-08-14: 31.08%2026-08-17: 32.74%2026-08-18: 34.09%2026-08-19: 34.57%2026-08-20: 38.11%2026-08-21: 33.02%2026-08-24: 34.46%2026-08-25: 32.75%2026-08-26: 32.51%2026-08-27: 31.23%2026-08-28: 30.14%2026-08-31: 31.35%2026-09-01: 31.89%2026-09-02: 31.09%2026-09-03: 31.45%2026-09-04: 30.62%2026-09-08: 33.90%2026-09-09: 33.55%2026-09-10: 34.59%2026-09-11: 32.82%2026-09-14: 34.17%2026-09-15: 36.20%2026-09-16: 35.59%2026-09-17: 34.95%2026-09-18: 32.20%2026-09-21: 32.17%2026-09-22: 31.79%2026-09-23: 32.27%2026-09-24: 32.04%2026-09-25: 31.42%2026-09-28: 31.37%2026-09-29: 31.48%2026-09-30: 32.39%2026-10-01: 33.68%2026-10-02: 32.70%2026-10-05: 32.68%2026-10-06: 33.09%2026-10-07: 33.35%2026-10-08: 34.08%2026-10-09: 33.80%2026-10-12: 35.85%2026-10-13: 36.65%2026-10-14: 37.16%2026-10-15: 38.98%2026-10-16: 35.34%2026-10-19: 35.61%2026-10-20: 35.86%2026-10-21: 34.91%2026-10-22: 36.17%2026-10-23: 36.59%2026-10-26: 37.17%2026-10-27: 36.58%2026-10-28: 36.89%2026-10-29: 36.52%2026-10-30: 40.84%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.17%
31.08%
32.74%
34.09%
34.57%
38.11%
33.02%
34.46%
32.75%
32.51%
31.23%
30.14%
31.35%
31.89%
31.09%
31.45%
30.62%
33.90%
33.55%
34.59%
32.82%
34.17%
36.20%
35.59%
34.95%
32.20%
32.17%
31.79%
32.27%
32.04%
31.42%
31.37%
31.48%
32.39%
33.68%
32.70%
32.68%
33.09%
33.35%
34.08%
33.80%
35.85%
36.65%
37.16%
38.98%
35.34%
35.61%
35.86%
34.91%
36.17%
36.59%
37.17%
36.58%
36.89%
36.52%
40.84%