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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Waters Corporation (WAT) - NYSE Next Earnings Date: OS Estimate: July 28, 2020 BO
OS Projected Window: July 21, 2020 to July 28, 2020
EVR: 2.7
Avg Daily Volume: 602,732    Market Cap: 11.18B
Sector: Healthcare    Short Interest: 6.92
Live Interactive Chart
Days to Next Earnings: 64 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 48
Earnings Date 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 Close Price Straddle @Trade Price Return
April 28, 2020 BO $195.01 @$195.00 $18.60
($195.01)
9.54% -6.64% I $184.11 $16.02
( $184.11 )
-13.87%
Feb. 4, 2020 BO $226.05 @$230.00 $15.70
($226.05)
6.83% -5.11% I $219.08 $12.70
( $219.08 )
-19.11%
Oct. 29, 2019 BO $220.11 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2019 BO $219.14 @$220.00
April 23, 2019 BO $241.04 @$240.00
Jan. 23, 2019 BO $203.66 @$200.00
Oct. 23, 2018 BO $186.08 @$185.00
July 24, 2018 BO $196.45 @$195.00
April 24, 2018 BO $209.60 @$210.00
Jan. 23, 2018 BO $214.77 @$210.00

 
 
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