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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Watts Water Technologies (WTS) - NYSE Next Earnings Date: OS Estimate: Sept. 15, 2026 AC
OS Projected Window: Sept. 14, 2026 to Sept. 19, 2026
EVR: 2.7
Avg Daily Volume: 250,222    Market Cap: 13.1B
Sector: Industrials    Short Interest: 2.51
Live Interactive Chart
Days to Next Earnings: 79 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 59
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. 5, 2026 AC 2.8 $363.84 @$360.00 $22.50
($363.84)
6.25% 6.86% O 3.64% I $377.12 $21.80
( $377.12 )
-3.11%
May 6, 2026 AC 2.6 $291.99 @$290.00 $20.85
($291.99)
7.19% 8.9% O 0.73% I $294.14 $11.25
( $294.14 )
-46.04%
Feb. 11, 2026 AC 2.5 $314.75 @$310.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 5, 2025 AC 2.5 $282.24 @$280.00
Aug. 6, 2025 AC 2.5 $263.73 @$260.00
May 7, 2025 AC 2.2 $211.58 @$210.00
Feb. 10, 2025 AC 2.0 $208.75 @$210.00
May 8, 2024 AC 2.0 $212.24 @$210.00
Feb. 12, 2024 AC 1.8 $218.00 @$220.00
Nov. 1, 2023 AC 1.6 $173.71 @$175.00

 
 
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