Tour v381
WAT
WATERS CORP
$367.55 +2.80%
7/21 19:15

Option Volume

Detail
Current (07/21) 896
Calls: 64 (7%)
Puts: 832 (93%)
Prior (07/20) 20
Calls: 14 (70%)
Puts: 6 (30%)
Current vs Prior +4380.00%
Calls: +357.14% (Calls)
Puts: +13766.67% (Puts)
Prior 7-Day Total 185
Calls: 117 (63%)
Puts: 68 (37%)
Prior 7-Day Average 26
Calls: 16 (63%)
Puts: 9 (37%)
Current vs Prior 7-Day Avg +3290.27%
Calls: +282.91%
Puts: +8464.71%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $1.06M
Calls: $193.1K (18%)
Puts: $865.8K (82%)
Prior (07/20) $15.4K
Calls: $7.6K (50%)
Puts: $7.7K (50%)
Current vs Prior +6795.96%
Calls: +2432.63%
Puts: +11099.46%
Prior 7-Day Total $204.9K
Calls: $177.3K (87%)
Puts: $27.6K (13%)
Prior 7-Day Average $29.3K
Calls: $25.3K (87%)
Puts: $3.9K (13%)
Current vs Prior 7-Day Avg +3518.06%
Calls: +662.61%
Puts: +21844.35%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 13.00
Prior (07/20) 0.43
Current vs Prior +2933.33%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg +1424.35%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 19
Calls: 13 (68%)
Puts: 6 (32%)
Prior (07/20) 162
Calls: 151 (93%)
Puts: 11 (7%)
Current vs Prior -88.27%
Prior 7-Day Total 1,214
Calls: 953 (79%)
Puts: 261 (21%)
Prior 7-Day Average 173
Calls: 136 (61%)
Puts: 87 (39%)
Current vs Prior 7-Day Avg -89.04%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 11.96% | 14.43%
Prior 12.28% | 14.29%
Current vs Prior -2.61% | +0.99%
Prior 7-Day Avg 6.53% | 12.76%
Current vs 7-Day Avg +83.07% | +13.15%
Prior 7-Day Eod 12.28% | 14.29%
Current vs 7-Day Eod -2.61% | +0.99%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 35.03% | 10.57%
Calls: 43.97% | 12.84%
Puts: 26.09% | 8.31%
Prior 35.03% | 10.57%
Calls: 43.97% | 12.84%
Puts: 26.09% | 8.31%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 35.03% | 10.57%
Calls: 43.97% | 12.84%
Puts: 26.09% | 8.31%
Current vs 7-Day Avg +0.00% | -0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 82% of dollar volume in puts ($865.8K) vs calls ($193.1K). Massive premium surge with dollar volume up 6796% vs prior. Dollar volume significantly above 7-day average (3518% higher). Unusually high activity with volume up 4380% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls
💧 Low Volume

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1 found (avg delta 0.67, highest 0.67)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2127.0033.40$30.2021.2%100.67--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 516, top 502)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2127.0033.40$30.2021.2%100.67--
$380.00Aug 2111.6015.10$13.3526.2%30.4311
$420.00Aug 211.455.90$3.68120.9%10.16--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 215.6010.50$8.0560.9%5020.265

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 2 found (best R:R 3.14, avg 1.96)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$380.00$420.00Aug 21$9.67$30.33$9.673.14$389.67
$350.00$380.00Aug 21$16.85$13.15$16.850.78$366.85
BEAR PUT (0)
No bear put found

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 1.28, avg 0.80)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$350.00$380.00Aug 21$16.85$16.85$13.151.28$366.85
$380.00$420.00Aug 21$9.67$9.67$30.330.32$389.67
BULL PUT (0)
No bull put found

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. -- found (cheapest --% of stock, avg --%)

No straddle setups found

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 3.19% of stock, avg 4.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$420.00$340.00Aug 21$3.68$8.05$11.73$328.27$431.73
$380.00$340.00Aug 21$13.35$8.05$21.40$318.60$401.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. -- found (best R:R --, avg credit $--)

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. -- found (best R:R --, cheapest $--)

No setups found for this strategy

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 2 found (best net $5.99, -- credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$380.00$420.001:2Aug 21$5.99$34.01
$350.00$380.001:2Aug 21$3.50$26.50
PUTS (0)
No puts found

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 3.16%, avg 1.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Aug 21$11.600.433.4%3.16%6.54%311
$420.00Aug 21$1.450.1614.3%0.39%14.66%1--

Historical option prices for this thinly-traded ticker. Live quotes are wide and stale — use where each contract actually traded plus its 30-day range to place a limit order. 77 contracts (avg 31 vol/day, 76 traded recently)

WAT averages only 31 option contracts/day, so quotes are thin and bid/ask spreads run wide. Use the last actually-traded price below to set a limit order rather than chasing the displayed ask. Most tradeable call: the $380.00 02-19 call last traded $47.00 on 06/25 (now $34.80/$41.90) — try a limit near $38.35. Also watch the $380.00 08-21 call last traded $14.63 on 07/17 (now $11.60/$15.10) — try a limit near $13.35. Most tradeable put: the $340.00 08-21 put last traded $8.77 on 07/07 (now $5.60/$10.50) — try a limit near $8.05.
CALLS (53)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$370.00Aug 21$16.30$22.70$19.50$22.68 07/14$14.30–$27.80$19.50--
$370.00Nov 20$30.20$39.00$34.60$42.35 06/25$28.20–$42.25$34.60--
$370.00Jan 15$35.50$43.70$39.60$47.90 06/25$33.30–$47.80$39.60--
$360.00Aug 21$20.90$26.70$23.80$29.45 06/24$18.75–$33.75$23.80--
$360.00Nov 20$35.40$43.40$39.40$53.25 05/29$32.95–$48.05$39.40--
$360.00Jan 15$41.20$48.70$44.95$51.20 06/05$38.60–$53.30$44.95--
$380.00Aug 21$11.60$15.10$13.35$14.63 07/17$10.00–$22.65$13.3511
$380.00Nov 20$25.00$34.00$29.50$37.00 06/25$23.95–$37.00$29.50--
$380.00Jan 15$30.50$38.40$34.45$43.27 05/29$29.00–$42.40$34.45--
$380.00Feb 19$34.80$41.90$38.35$47.00 06/25$32.90–$47.15$38.352
$350.00Aug 21$27.00$33.40$30.20$38.35 07/15$24.95–$40.90$30.20--
$390.00Aug 21$8.20$11.40$9.80$11.00 06/22$8.25–$17.45$9.80--
$390.00Nov 20$20.80$29.70$25.25$32.35 06/25$20.50–$32.30$25.25--
$390.00Jan 15$26.00$34.30$30.15$44.50 06/04$25.00–$37.55$30.15--
$340.00Aug 21$34.00$40.70$37.35$43.33 06/30$31.25–$48.50$37.35--
$340.00Jan 15$53.40$61.00$57.20$51.59 06/18$48.95–$66.15$53.40--
$400.00Aug 21$3.00$8.00$5.50$8.30 06/18$5.50–$14.10$5.50--
$400.00Nov 20$18.20$25.60$21.90$24.50 06/24$17.60–$28.30$21.90--
$400.00Jan 15$23.80$29.80$26.80$24.30 06/22$22.45–$34.20$24.30--
$400.00Feb 19$25.70$34.60$30.15$36.10 07/16$25.05–$37.30$30.15--
$330.00Nov 20$54.80$62.00$58.40$70.70 06/04$50.30–$68.00$58.40--
$330.00Jan 15$59.80$66.60$63.20$68.20 07/16$55.85–$73.05$63.20--
$410.00Aug 21$3.30$7.00$5.15$5.00 07/17$3.60–$10.70$5.00--
$410.00Nov 20$13.50$22.00$17.75$16.21 07/14$14.10–$24.30$16.21--
$320.00Aug 21$49.70$57.50$53.60$58.45 06/24$45.25–$64.35$53.60--
$320.00Nov 20$62.10$70.00$66.05$67.60 06/29$57.65–$75.20$66.05--
$320.00Jan 15$67.20$73.20$70.20$55.00 05/26$61.75–$80.20$67.20--
$420.00Aug 21$1.45$5.90$3.68$8.00 06/25$3.35–$8.45$3.68--
$430.00Aug 21$0.00$4.80$2.40$4.35 07/17$2.40–$7.05$2.40--
$430.00Jan 15$12.10$19.30$15.70$19.80 07/16$13.05–$21.75$15.70--
$430.00Feb 19$16.40$23.30$19.85$26.00 06/25$16.40–$25.90$19.85--
$300.00Nov 20$77.20$85.00$81.10$83.60 06/10$71.95–$91.00$81.10--
$440.00Aug 21$0.00$4.80$2.40$4.36 07/17$2.40–$5.80$2.40--
$440.00Jan 15$10.30$17.40$13.85$21.75 06/03$11.00–$18.80$13.85--
$290.00Aug 21$76.90$84.30$80.60$72.10 06/18$71.45–$92.10$76.90--
$450.00Nov 20$4.40$12.70$8.55$9.69 07/13$6.45–$11.80$8.55--
$460.00Jan 15$7.00$12.20$9.60$14.80 06/02$7.80–$13.65$9.60--
$470.00Aug 21$0.00$4.80$2.40$1.55 07/08$0.85–$2.98$1.55--
$480.00Aug 21$0.00$4.80$2.40$2.40 06/01$0.75–$2.88$2.40--
$480.00Nov 20$0.70$8.30$4.50$3.30 05/21$4.18–$6.55$3.30--
$480.00Jan 15$2.80$9.90$6.35$5.00 05/21$5.80–$10.20$5.00--
$490.00Aug 21$0.00$4.80$2.40$1.80 06/01$0.75–$2.40$1.80--
$490.00Nov 20$0.10$7.70$3.90$3.50 07/14$3.90–$6.10$3.50--
$490.00Jan 15$1.40$9.50$5.45$3.90 05/21$4.80–$8.40$3.90--
$500.00Nov 20$0.05$7.80$3.93$2.80 07/14$2.42–$5.45$2.80--
$500.00Jan 15$0.50$8.50$4.50$3.90 05/22$4.10–$7.85$3.90--
$500.00Feb 19$5.70$11.00$8.35$8.00 06/24$6.60–$11.00$8.00--
$520.00Nov 20$0.00$4.80$2.40$1.80 07/14$2.00–$3.88$1.80--
$520.00Jan 15$0.05$7.50$3.78$3.30 07/14$3.68–$5.28$3.30--
$540.00Nov 20$0.00$4.80$2.40$2.00 06/26$2.40–$3.68$2.00--
$540.00Jan 15$0.00$4.80$2.40$2.50 07/17$2.40–$4.25$2.40--
$560.00Jan 15$0.00$4.80$2.40$1.80 07/17$1.78–$3.98$1.80--
$160.00Jan 15$207.10$215.80$211.45$210.75 06/10$201.25–$223.60$210.75--
PUTS (24)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$370.00Aug 21$16.90$23.40$20.15$16.81 07/14$16.00–$28.35$16.90--
$360.00Nov 20$22.20$31.00$26.60$43.60 05/21$23.00–$31.90$26.60--
$380.00Nov 20$33.10$40.80$36.95$35.50 06/24$31.90–$43.55$35.50--
$350.00Aug 21$10.70$14.00$12.35$11.07 07/17$9.35–$18.25$11.07--
$350.00Jan 15$22.40$30.00$26.20$30.80 06/22$22.50–$29.55$26.20--
$340.00Aug 21$5.60$10.50$8.05$8.77 07/07$6.10–$13.00$8.055
$400.00Jan 15$47.00$55.00$51.00$71.50 05/26$45.30–$58.60$51.00--
$330.00Aug 21$3.60$8.30$5.95$5.82 07/17$4.83–$10.90$5.82--
$330.00Nov 20$11.40$20.00$15.70$20.48 06/18$13.35–$20.15$15.70--
$330.00Feb 19$17.30$24.00$20.65$18.76 07/16$18.55–$24.85$18.76--
$320.00Aug 21$3.70$8.40$6.05$4.46 07/17$3.50–$9.30$4.46--
$320.00Jan 15$12.00$18.90$15.45$16.00 06/01$13.75–$18.80$15.45--
$310.00Aug 21$1.35$6.00$3.68$3.20 06/25$2.73–$7.20$3.20--
$310.00Jan 15$10.70$16.80$13.75$11.00 07/01$11.40–$15.60$11.00--
$300.00Aug 21$0.00$4.30$2.15$3.83 07/17$1.98–$5.18$2.15--
$300.00Nov 20$4.60$12.90$8.75$8.00 07/01$7.05–$12.20$8.00--
$300.00Jan 15$7.90$14.30$11.10$10.56 07/17$9.25–$13.25$10.56--
$300.00Feb 19$8.60$17.00$12.80$10.30 07/16$11.60–$15.15$10.30--
$300.00Sep 18$2.40$7.50$4.95--$4.95–$4.95$2.401
$290.00Aug 21$0.25$3.80$2.03$1.50 07/14$1.92–$3.70$1.50--
$290.00Nov 20$3.00$10.80$6.90$10.00 06/12$5.28–$9.10$6.90--
$280.00Aug 21$0.05$6.20$3.13$1.05 07/14$1.35–$3.70$1.05--
$270.00Aug 21$0.05$6.00$3.03$0.70 07/14$1.05–$3.33$0.70--
$260.00Aug 21$0.00$1.20$0.60$0.73 07/17$0.60–$3.35$0.60--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 64
Total Puts 832
Put/Call Ratio 13.00
Net Difference -768

Prior's Put/Call Breakdown

Total Calls 14
Total Puts 6
Put/Call Ratio 0.43
Net Difference 8

Prior 7-Day Put/Call Summary

Total Calls 117
Total Puts 68
Average Put/Call Ratio 0.85
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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