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Waters Corp WAT

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-03T15:56:13.369Z

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 · 2026-11-03T15:56:08.860816266Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:56:12.448832+00:00

Share price$470.95
1D+1.3%
$464$467$469$472$4745:30 AM6:30 AM9:00 AM1:00 PMWAT
Sold putSold call

Waters Corp options

Live interpolated WAT call and put midpoint premiums by absolute delta.Waters Corp$2.74$13.23$23.73$34.22$44.71$408.40$441.44$474.49$507.53$540.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WAT spot · $470.95WAT PRICE$3.87$5.22$6.75$8.51$10.62$12.87$15.55$18.36$21.58$25.18$29.34$34.85$41.69$5.48$7.15$8.66$10.36$12.33$14.43$16.76$19.17$21.37$23.49$26.20$29.86$33.57
PutsCheap0.79×
CallsCheap0.72×
SkewBullish-1.24 pp
Implied moveBearish±$32.31
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ504.5034.7%7.9%436.8145.2%8.4%
25Δ498.6935.5%7.0%444.0144.9%7.2%
30Δ493.3236.0%6.2%451.6642.5%5.9%
35Δ488.2136.7%5.5%457.8741.1%5.0%
40Δ483.5137.9%4.9%463.4440.2%4.2%
45Δ478.7439.0%4.4%468.6939.6%3.5%
50Δ473.7440.0%3.9%473.6938.9%3.0%
55Δ468.6440.9%3.4%478.6038.3%2.4%
60Δ463.2341.6%2.9%483.0736.8%2.0%
65Δ457.5542.3%2.5%487.3535.1%1.5%
70Δ451.4743.1%2.1%491.9433.9%1.1%
75Δ444.2744.5%1.7%497.0333.4%0.8%
80Δ435.8546.4%1.4%502.0732.4%0.5%

20Δ

Calls
Pseudo strike
504.50
IV
34.7%
B/E move
7.9%
Puts
Pseudo strike
436.81
IV
45.2%
B/E move
8.4%

25Δ

Calls
Pseudo strike
498.69
IV
35.5%
B/E move
7.0%
Puts
Pseudo strike
444.01
IV
44.9%
B/E move
7.2%

30Δ

Calls
Pseudo strike
493.32
IV
36.0%
B/E move
6.2%
Puts
Pseudo strike
451.66
IV
42.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
488.21
IV
36.7%
B/E move
5.5%
Puts
Pseudo strike
457.87
IV
41.1%
B/E move
5.0%

40Δ

Calls
Pseudo strike
483.51
IV
37.9%
B/E move
4.9%
Puts
Pseudo strike
463.44
IV
40.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
478.74
IV
39.0%
B/E move
4.4%
Puts
Pseudo strike
468.69
IV
39.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
473.74
IV
40.0%
B/E move
3.9%
Puts
Pseudo strike
473.69
IV
38.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
468.64
IV
40.9%
B/E move
3.4%
Puts
Pseudo strike
478.60
IV
38.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
463.23
IV
41.6%
B/E move
2.9%
Puts
Pseudo strike
483.07
IV
36.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
457.55
IV
42.3%
B/E move
2.5%
Puts
Pseudo strike
487.35
IV
35.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
451.47
IV
43.1%
B/E move
2.1%
Puts
Pseudo strike
491.94
IV
33.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
444.27
IV
44.5%
B/E move
1.7%
Puts
Pseudo strike
497.03
IV
33.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
435.85
IV
46.4%
B/E move
1.4%
Puts
Pseudo strike
502.07
IV
32.4%
B/E move
0.5%

Options history

IV · four-Friday blend40.84%
Daily close
WAT29.3%35.5%41.7%2026-08-05: 33.61%2026-08-06: 32.43%2026-08-07: 31.35%2026-08-10: 32.30%2026-08-11: 31.18%2026-08-12: 30.68%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 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
33.61%
32.43%
31.35%
32.30%
31.18%
30.68%
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%