WTS Moves

Watts Water Technologies WTS 347.46 -5.84 -1.65%

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Expected move

November 05, 2026 close · $347.46

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.4% ±$4.83	$342.63 – $352.29	$341.66 – $353.26	$337.11 – $357.81
2 sessions	±1.9% ±$6.71	$340.75 – $354.17	$339.33 – $355.59	$333.01 – $361.91
3 sessions	±2.4% ±$8.44	$339.02 – $355.90	$337.38 – $357.54	$329.46 – $365.46
1 week	±3.1% ±$10.74	$336.72 – $358.20	$334.33 – $360.59	$324.60 – $370.32
2 weeks	±4.3% ±$15.05	$332.41 – $362.51	$328.84 – $366.08	$315.32 – $379.60
3 weeks	±5.2% ±$18.00	$329.46 – $365.46	$325.08 – $369.84	$309.41 – $385.51
1 month	±6.0% ±$20.81	$326.65 – $368.27	$321.50 – $373.42	$303.33 – $391.59

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

±6.43%

Average actual move

0.95%

Beyond the implied move

0 / 2

Median IV change

-23.01%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±7.00%	+0.74%	0.11×	—
August 07, 2025	±5.86%	-1.16%	0.20×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →