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Watts Water Technologies, Inc. Class A WTS

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Market dataready · fetched 2026-11-04T04:36:12.530Z

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 · 2026-11-04T00:00:00.000412504Z

FundamentalsSEC EDGAR · ready · as of 2026-06-28 · fetched 2026-11-04T04:27:48.553453+00:00

Share price$360.33
1D+1.4%
AH$355$357$359$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$2.57$12.14$21.70$31.26$40.83$317.32$337.99$358.65$379.32$399.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTS spot · $360.33WTS PRICE$3.61$4.76$5.96$7.35$8.76$10.38$12.05$13.94$16.17$18.40$21.29$24.26$27.31$4.10$5.42$7.12$8.82$10.78$12.77$15.09$17.60$20.49$23.97$27.83$32.25$38.07
PutsExpensive1.24×
CallsExpensive1.30×
SkewBearish+4.35 pp
Implied moveBearish±$27.14
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ392.4443.3%9.9%334.1544.6%8.4%
25Δ386.0442.7%8.5%339.8944.5%7.2%
30Δ380.2142.1%7.2%344.5845.0%6.3%
35Δ375.4941.8%6.2%349.2445.4%5.5%
40Δ370.8141.5%5.3%353.7645.4%4.8%
45Δ366.5941.1%4.6%358.2645.4%4.1%
50Δ362.4640.8%3.9%362.7545.3%3.5%
55Δ358.3940.5%3.3%367.2445.2%3.0%
60Δ354.3840.5%2.8%371.9445.4%2.5%
65Δ350.3740.5%2.3%376.9945.8%2.0%
70Δ346.0140.4%1.9%382.3546.1%1.6%
75Δ341.6240.2%1.5%388.1546.2%1.2%
80Δ337.2839.0%1.2%395.2346.7%0.9%

20Δ

Calls
Pseudo strike
392.44
IV
43.3%
B/E move
9.9%
Puts
Pseudo strike
334.15
IV
44.6%
B/E move
8.4%

25Δ

Calls
Pseudo strike
386.04
IV
42.7%
B/E move
8.5%
Puts
Pseudo strike
339.89
IV
44.5%
B/E move
7.2%

30Δ

Calls
Pseudo strike
380.21
IV
42.1%
B/E move
7.2%
Puts
Pseudo strike
344.58
IV
45.0%
B/E move
6.3%

35Δ

Calls
Pseudo strike
375.49
IV
41.8%
B/E move
6.2%
Puts
Pseudo strike
349.24
IV
45.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
370.81
IV
41.5%
B/E move
5.3%
Puts
Pseudo strike
353.76
IV
45.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
366.59
IV
41.1%
B/E move
4.6%
Puts
Pseudo strike
358.26
IV
45.4%
B/E move
4.1%

50Δ

Calls
Pseudo strike
362.46
IV
40.8%
B/E move
3.9%
Puts
Pseudo strike
362.75
IV
45.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
358.39
IV
40.5%
B/E move
3.3%
Puts
Pseudo strike
367.24
IV
45.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
354.38
IV
40.5%
B/E move
2.8%
Puts
Pseudo strike
371.94
IV
45.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
350.37
IV
40.5%
B/E move
2.3%
Puts
Pseudo strike
376.99
IV
45.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
346.01
IV
40.4%
B/E move
1.9%
Puts
Pseudo strike
382.35
IV
46.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
341.62
IV
40.2%
B/E move
1.5%
Puts
Pseudo strike
388.15
IV
46.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
337.28
IV
39.0%
B/E move
1.2%
Puts
Pseudo strike
395.23
IV
46.7%
B/E move
0.9%

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%