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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Waters Corporation (WAT) - NYSE Next Earnings Date: OS Estimate: Feb. 9, 2027 BO
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 3.0
Avg Daily Volume: 983,404    Market Cap: 45.5B
Sector: Healthcare    Short Interest: 3.25
Live Interactive Chart
Days to Next Earnings: 91 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 3, 2026 BO 3.0 $449.53 @$450.00 $42.00
($449.53)
9.33% 5.52% I 2.3% I $459.90 $31.30
( $459.90 )
-25.48%
Aug. 4, 2026 BO 3.0 $374.74 @$370.00 $37.90
($374.74)
10.24% 7.32% I 5.69% I $396.08 $33.40
( $396.08 )
-11.87%
May 5, 2026 BO 2.7 $301.88 @$300.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 12, 2026 BO 2.8 $329.20 @$330.00
Nov. 4, 2025 BO 2.6 $345.59 @$350.00
Aug. 4, 2025 BO 2.8 $290.31 @$290.00
May 6, 2025 BO 2.7 $348.38 @$350.00
Feb. 12, 2025 BO 2.5 $405.29 @$410.00
Nov. 1, 2024 BO 2.0 $323.11 @$320.00
July 31, 2024 BO 2.0 $327.66 @$330.00

 
 
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