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Waters Corp WAT 467.6 7.7 1.67%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $467.60
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$7.25 $460.35 – $474.85 $458.90 – $476.30 $452.03 – $483.17
2 sessions ±2.2% ±$10.10 $457.50 – $477.70 $455.35 – $479.85 $445.86 – $489.34
3 sessions ±2.7% ±$12.72 $454.88 – $480.32 $452.45 – $482.75 $440.53 – $494.67
1 week ±3.5% ±$16.13 $451.47 – $483.73 $447.82 – $487.38 $433.18 – $502.02
2 weeks ±4.8% ±$22.68 $444.92 – $490.28 $439.54 – $495.66 $419.25 – $515.95
3 weeks ±5.9% ±$27.64 $439.96 – $495.24 $433.23 – $501.97 $409.15 – $526.05
1 month ±6.9% ±$32.36 $435.24 – $499.96 $427.20 – $508.00 $399.00 – $536.20
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.75%
Average actual move
7.51%
Beyond the implied move
2 / 5
Median IV change
-29.17%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±8.58% +13.54% 1.58× —
February 09, 2026 ±7.23% -13.94% 1.93× —
August 04, 2025 ±7.82% -1.63% 0.21× 50.1% → 34.9%
May 06, 2025 ±8.12% -2.69% 0.33× —
February 12, 2025 ±6.99% -5.77% 0.82× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →