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Watts Water Technologies, Inc. Class A WTS

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Market datapartial · fetched 2026-10-22T22:58:02.159Z

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 · 2026-10-22T22:30:00.004025424Z

FundamentalsAlpha Vantage · unavailable

Share price$356.94
1D-0.2%
AH$349$351$353$356$3585:30 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$2.52$11.65$20.78$29.91$39.04$314.89$335.52$356.14$376.77$397.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTS spot · $356.94WTS PRICE$3.50$4.66$5.92$7.25$8.84$10.68$12.54$14.63$16.71$19.17$21.80$24.89$28.80$4.04$5.34$6.78$8.37$10.10$12.22$14.33$16.81$19.31$22.53$26.22$30.87$36.41
PutsFair0.99×
CallsExpensive1.16×
SkewBearish+1.26 pp
Implied moveBearish±$26.87
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ388.4432.4%9.8%331.5634.1%8.2%
25Δ382.5132.3%8.5%337.1433.7%7.0%
30Δ377.2132.1%7.3%342.2233.4%6.0%
35Δ372.3631.9%6.4%346.7633.2%5.2%
40Δ367.8832.1%5.5%351.2133.1%4.4%
45Δ363.7532.6%4.9%355.4433.4%3.8%
50Δ359.6233.0%4.3%359.6633.6%3.3%
55Δ355.4532.9%3.7%363.9833.4%2.7%
60Δ351.2832.7%3.1%368.3033.2%2.2%
65Δ347.0432.4%2.6%373.0833.3%1.8%
70Δ342.7632.1%2.1%378.1733.7%1.4%
75Δ338.1632.0%1.7%384.1034.1%1.0%
80Δ332.9732.0%1.4%390.8334.8%0.7%

20Δ

Calls
Pseudo strike
388.44
IV
32.4%
B/E move
9.8%
Puts
Pseudo strike
331.56
IV
34.1%
B/E move
8.2%

25Δ

Calls
Pseudo strike
382.51
IV
32.3%
B/E move
8.5%
Puts
Pseudo strike
337.14
IV
33.7%
B/E move
7.0%

30Δ

Calls
Pseudo strike
377.21
IV
32.1%
B/E move
7.3%
Puts
Pseudo strike
342.22
IV
33.4%
B/E move
6.0%

35Δ

Calls
Pseudo strike
372.36
IV
31.9%
B/E move
6.4%
Puts
Pseudo strike
346.76
IV
33.2%
B/E move
5.2%

40Δ

Calls
Pseudo strike
367.88
IV
32.1%
B/E move
5.5%
Puts
Pseudo strike
351.21
IV
33.1%
B/E move
4.4%

45Δ

Calls
Pseudo strike
363.75
IV
32.6%
B/E move
4.9%
Puts
Pseudo strike
355.44
IV
33.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
359.62
IV
33.0%
B/E move
4.3%
Puts
Pseudo strike
359.66
IV
33.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
355.45
IV
32.9%
B/E move
3.7%
Puts
Pseudo strike
363.98
IV
33.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
351.28
IV
32.7%
B/E move
3.1%
Puts
Pseudo strike
368.30
IV
33.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
347.04
IV
32.4%
B/E move
2.6%
Puts
Pseudo strike
373.08
IV
33.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
342.76
IV
32.1%
B/E move
2.1%
Puts
Pseudo strike
378.17
IV
33.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
338.16
IV
32.0%
B/E move
1.7%
Puts
Pseudo strike
384.10
IV
34.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
332.97
IV
32.0%
B/E move
1.4%
Puts
Pseudo strike
390.83
IV
34.8%
B/E move
0.7%

Options history

No recorded observations