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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Waters Corporation (WAT) - NYSE Next Earnings Date: Estimated on Oct. 30, 2026
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 3.0
Avg Daily Volume: 681,329    Market Cap: 41.4B
Sector: Healthcare    Short Interest: 3.35
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 72
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
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 $29.20
($301.88)
9.73% 15.27% O 13.53% O $342.75 $43.00
( $342.75 )
47.26%
Feb. 12, 2026 BO 2.8 $329.20 @$330.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 7, 2024 BO 2.1 $319.86 @$320.00

 
 
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