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Watts Water Technologies, Inc. Class A WTS

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Market dataready · fetched 2026-11-12T02:31:13.913Z

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 · 2026-11-12T00:00:00.000384202Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-12T02:31:13.556893+00:00

Share price$360.49
1D-0.4%
AH$358$359$361$362$3645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTS
Sold putSold callAH

Watts Water Technologies, Inc. Class A options

Live interpolated WTS call and put midpoint premiums by absolute delta.Watts Water Technologies, Inc. Class A$1.35$5.65$9.96$14.26$18.57$320.49$341.89$363.30$384.70$406.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTS spot · $360.49WTS PRICE$2.12$2.56$3.01$3.73$4.46$5.18$5.90$6.85$8.14$9.43$10.73$12.02$14.04$1.81$2.37$3.11$3.84$4.58$5.31$6.43$7.80$9.16$10.52$11.89$14.52$17.32
PutsCheap0.49×
CallsCheap0.42×
SkewNeutral-0.18 pp
Implied moveBearish±$12.34
TiltBearish5.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ378.6934.8%5.6%347.4128.5%4.1%
25Δ374.1631.5%4.5%350.9126.8%3.3%
30Δ369.8228.5%3.4%352.9826.8%2.9%
35Δ367.6928.0%3.0%355.0526.7%2.6%
40Δ365.5727.5%2.6%357.1326.7%2.2%
45Δ363.4427.0%2.3%359.2026.7%1.8%
50Δ361.3126.6%1.9%361.2926.9%1.6%
55Δ359.2226.2%1.5%363.4127.2%1.4%
60Δ357.2026.2%1.3%365.5227.6%1.1%
65Δ355.1826.2%1.1%367.6327.9%0.9%
70Δ353.1626.1%0.9%369.7528.3%0.7%
75Δ351.1426.1%0.7%372.9628.9%0.6%
80Δ348.5026.2%0.6%376.3229.7%0.4%

20Δ

Calls
Pseudo strike
378.69
IV
34.8%
B/E move
5.6%
Puts
Pseudo strike
347.41
IV
28.5%
B/E move
4.1%

25Δ

Calls
Pseudo strike
374.16
IV
31.5%
B/E move
4.5%
Puts
Pseudo strike
350.91
IV
26.8%
B/E move
3.3%

30Δ

Calls
Pseudo strike
369.82
IV
28.5%
B/E move
3.4%
Puts
Pseudo strike
352.98
IV
26.8%
B/E move
2.9%

35Δ

Calls
Pseudo strike
367.69
IV
28.0%
B/E move
3.0%
Puts
Pseudo strike
355.05
IV
26.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
365.57
IV
27.5%
B/E move
2.6%
Puts
Pseudo strike
357.13
IV
26.7%
B/E move
2.2%

45Δ

Calls
Pseudo strike
363.44
IV
27.0%
B/E move
2.3%
Puts
Pseudo strike
359.20
IV
26.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
361.31
IV
26.6%
B/E move
1.9%
Puts
Pseudo strike
361.29
IV
26.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
359.22
IV
26.2%
B/E move
1.5%
Puts
Pseudo strike
363.41
IV
27.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
357.20
IV
26.2%
B/E move
1.3%
Puts
Pseudo strike
365.52
IV
27.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
355.18
IV
26.2%
B/E move
1.1%
Puts
Pseudo strike
367.63
IV
27.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
353.16
IV
26.1%
B/E move
0.9%
Puts
Pseudo strike
369.75
IV
28.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
351.14
IV
26.1%
B/E move
0.7%
Puts
Pseudo strike
372.96
IV
28.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
348.50
IV
26.2%
B/E move
0.6%
Puts
Pseudo strike
376.32
IV
29.7%
B/E move
0.4%

Options history

IV · four-Friday blend32.99%
Daily EOD
WTS28.0%30.7%33.4%2026-10-19: 28.53%2026-10-20: 28.39%2026-10-21: 28.87%2026-10-22: 29.72%2026-10-23: 29.92%2026-10-26: 30.75%2026-10-27: 31.52%2026-10-28: 31.18%2026-10-29: 31.86%2026-10-30: 32.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.53%
28.39%
28.87%
29.72%
29.92%
30.75%
31.52%
31.18%
31.86%
32.99%