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Waters Corp WAT

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Market datapartial · fetched 2026-10-22T22:58:17.374Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.000369032Z

FundamentalsAlpha Vantage · unavailable

Share price$455.59
1D-0.8%
AH$450$454$458$462$4665:30 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$3.65$18.03$32.42$46.80$61.18$386.70$420.29$453.89$487.48$521.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WAT spot · $455.59WAT PRICE$5.21$6.96$9.02$11.22$13.29$15.82$18.63$21.95$25.40$29.00$33.62$38.91$45.57$6.91$9.39$12.02$14.82$17.83$20.78$23.63$27.37$32.01$37.44$43.21$47.83$57.03
PutsExpensive1.09×
CallsFair0.95×
SkewBearish+4.51 pp
Implied moveBearish±$42.26
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ503.5738.3%11.7%413.9944.9%10.6%
25Δ494.1538.0%10.0%422.3645.7%9.4%
30Δ487.0238.8%8.9%430.6345.8%8.1%
35Δ479.9339.4%7.8%438.5245.5%7.0%
40Δ472.6638.5%6.7%446.0645.1%6.0%
45Δ466.0338.5%5.8%453.3144.1%5.1%
50Δ459.7638.9%5.0%460.3342.7%4.1%
55Δ453.4339.3%4.3%467.2042.2%3.5%
60Δ447.0539.4%3.7%474.5542.4%2.9%
65Δ440.6239.3%3.1%482.3742.8%2.3%
70Δ433.6339.5%2.6%490.4642.8%1.8%
75Δ426.1439.9%2.1%497.4841.1%1.3%
80Δ417.4940.7%1.6%508.5142.0%0.9%

20Δ

Calls
Pseudo strike
503.57
IV
38.3%
B/E move
11.7%
Puts
Pseudo strike
413.99
IV
44.9%
B/E move
10.6%

25Δ

Calls
Pseudo strike
494.15
IV
38.0%
B/E move
10.0%
Puts
Pseudo strike
422.36
IV
45.7%
B/E move
9.4%

30Δ

Calls
Pseudo strike
487.02
IV
38.8%
B/E move
8.9%
Puts
Pseudo strike
430.63
IV
45.8%
B/E move
8.1%

35Δ

Calls
Pseudo strike
479.93
IV
39.4%
B/E move
7.8%
Puts
Pseudo strike
438.52
IV
45.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
472.66
IV
38.5%
B/E move
6.7%
Puts
Pseudo strike
446.06
IV
45.1%
B/E move
6.0%

45Δ

Calls
Pseudo strike
466.03
IV
38.5%
B/E move
5.8%
Puts
Pseudo strike
453.31
IV
44.1%
B/E move
5.1%

50Δ

Calls
Pseudo strike
459.76
IV
38.9%
B/E move
5.0%
Puts
Pseudo strike
460.33
IV
42.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
453.43
IV
39.3%
B/E move
4.3%
Puts
Pseudo strike
467.20
IV
42.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
447.05
IV
39.4%
B/E move
3.7%
Puts
Pseudo strike
474.55
IV
42.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
440.62
IV
39.3%
B/E move
3.1%
Puts
Pseudo strike
482.37
IV
42.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
433.63
IV
39.5%
B/E move
2.6%
Puts
Pseudo strike
490.46
IV
42.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
426.14
IV
39.9%
B/E move
2.1%
Puts
Pseudo strike
497.48
IV
41.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
417.49
IV
40.7%
B/E move
1.6%
Puts
Pseudo strike
508.51
IV
42.0%
B/E move
0.9%

Options history

No recorded observations