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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Waters Corporation (WAT) - NYSE Next Earnings Date: OS Estimate: May 19, 2026 BO
OS Projected Window: May 18, 2026 to May 23, 2026
EVR: 2.7
Avg Daily Volume: 1,320,576    Market Cap: 22.1B
Sector: Healthcare    Short Interest: 4.0
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
Feb. 12, 2026 BO 2.8 $329.20 @$330.00 $12.80
($329.20)
3.88% -7.24% O -2.84% I $319.83 $15.15
( $319.83 )
18.36%
Nov. 4, 2025 BO 2.6 $345.59 @$350.00 $29.55
($345.59)
8.44% 10.54% O 6.29% I $367.34 $25.22
( $367.34 )
-14.65%
Aug. 4, 2025 BO 2.8 $290.31 @$290.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 7, 2024 BO 2.1 $319.86 @$320.00
Feb. 6, 2024 BO 2.2 $324.85 @$320.00
Nov. 7, 2023 BO 2.2 $252.15 @$250.00

 
 
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