Tour v390
WAT
WATERS CORP
$370.82 +0.89%
$365.43 (-1.45%)🌙
as of 07/22 09:22 PM
7/22 21:22

Option Volume

Detail
Current (07/22) 26
Calls: 15 (58%)
Puts: 11 (42%)
Prior (07/21) 896
Calls: 64 (7%)
Puts: 832 (93%)
Current vs Prior -97.10%
Calls: -76.56% (Calls)
Puts: -98.68% (Puts)
Prior 7-Day Total 1,078
Calls: 178 (17%)
Puts: 900 (83%)
Prior 7-Day Average 154
Calls: 25 (17%)
Puts: 128 (83%)
Current vs Prior 7-Day Avg -83.12%
Calls: -41.01%
Puts: -91.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $53.5K
Calls: $29.5K (55%)
Puts: $24.1K (45%)
Prior (07/21) $1.06M
Calls: $193.1K (18%)
Puts: $865.8K (82%)
Current vs Prior -94.94%
Calls: -84.75%
Puts: -97.22%
Prior 7-Day Total $1.26M
Calls: $364.7K (29%)
Puts: $893.4K (71%)
Prior 7-Day Average $179.7K
Calls: $52.1K (29%)
Puts: $127.6K (71%)
Current vs Prior 7-Day Avg -70.21%
Calls: -43.46%
Puts: -81.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.73
Prior (07/21) 13.00
Current vs Prior -94.36%
Prior 7-Day Average 1.54
Current vs Prior 7-Day Avg -52.51%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/22) 285
Calls: 161 (56%)
Puts: 124 (44%)
Prior (07/21) 19
Calls: 13 (68%)
Puts: 6 (32%)
Current vs Prior +1400.00%
Prior 7-Day Total 1,219
Calls: 952 (78%)
Puts: 267 (22%)
Prior 7-Day Average 174
Calls: 136 (67%)
Puts: 66 (33%)
Current vs Prior 7-Day Avg +63.66%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 11.88% | 14.01%
Prior 11.96% | 14.43%
Current vs Prior -0.66% | -2.94%
Prior 7-Day Avg 7.52% | 13.06%
Current vs 7-Day Avg +57.87% | +7.24%
Prior 7-Day Eod 11.96% | 14.43%
Current vs 7-Day Eod -0.66% | -2.94%
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

Light premium activity with dollar volume down 95% vs prior. Below-average activity with volume down 97% vs prior. P/C ratio dropping 94% - sentiment shifting bullish. Rising open interest (up 1400%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 0.53, highest 0.53)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2117.3023.40$20.3530.0%40.53127
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 11, top 4)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2117.3023.40$20.3530.0%40.53127
$380.00Aug 2112.0018.40$15.2042.1%20.4512
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$370.00Aug 2115.4021.70$18.5534.0%40.477
$260.00Aug 210.251.45$0.85141.2%10.03117

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 5.21, avg 3.08)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$370.00$380.00Aug 21$5.15$4.85$5.150.94$375.15
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$370.00$260.00Aug 21$17.70$92.30$17.705.21$352.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 1.06, avg 0.62)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$380.00Aug 21$5.15$5.15$4.851.06$375.15
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$370.00$260.00Aug 21$17.70$17.70$92.300.19$352.30

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. 1 found (cheapest 10.49% of stock, avg 10.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Aug 21$20.35$18.55$38.90$331.10$408.9010.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 1 found (cheapest 9.10% of stock, avg 9.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$380.00$370.00Aug 21$15.20$18.55$33.75$336.25$413.75

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. 1 found (best net $16.85, -- credits)

CALLS (0)
No calls found
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$370.00$260.001:2Aug 21$16.85$93.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 3.24%, avg 3.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$380.00Aug 21$12.000.452.5%3.24%5.71%212

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. 76 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 01-15 call last traded $43.27 on 05/29 (now $33.00/$40.30) — try a limit near $36.65. Also watch the $370.00 08-21 call last traded $22.68 on 07/14 (now $17.30/$23.40) — try a limit near $20.35; the $380.00 08-21 call last traded $14.63 on 07/17 (now $12.00/$18.40) — try a limit near $14.63. Most tradeable put: the $370.00 08-21 put last traded $16.81 on 07/14 (now $15.40/$21.70) — try a limit near $16.81.
CALLS (53)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$370.00Aug 21$17.30$23.40$20.35$22.68 07/14$14.30–$27.80$20.35127
$370.00Nov 20$31.00$39.40$35.20$42.35 06/25$28.20–$42.25$35.20--
$370.00Jan 15$36.50$45.30$40.90$47.90 06/25$33.30–$47.80$40.90--
$380.00Aug 21$12.00$18.40$15.20$14.63 07/17$10.00–$22.65$14.6312
$380.00Nov 20$26.50$35.10$30.80$37.00 06/25$23.95–$37.00$30.80--
$380.00Jan 15$33.00$40.30$36.65$43.27 05/29$29.00–$42.40$36.6522
$380.00Feb 19$37.20$43.20$40.20$47.00 06/25$32.90–$47.15$40.20--
$360.00Aug 21$23.20$29.10$26.15$29.45 06/24$18.75–$33.75$26.15--
$360.00Nov 20$37.00$45.50$41.25$53.25 05/29$32.95–$48.05$41.25--
$360.00Jan 15$42.10$51.00$46.55$51.20 06/05$38.60–$53.30$46.55--
$390.00Aug 21$8.00$14.30$11.15$11.00 06/22$8.25–$17.45$11.00--
$390.00Nov 20$22.20$30.00$26.10$32.35 06/25$20.50–$32.30$26.10--
$390.00Jan 15$28.50$33.90$31.20$44.50 06/04$25.00–$37.55$31.20--
$350.00Aug 21$29.00$35.40$32.20$38.35 07/15$24.95–$40.90$32.20--
$400.00Aug 21$4.00$10.80$7.40$8.30 06/18$5.50–$14.10$7.40--
$400.00Nov 20$19.40$25.90$22.65$24.50 06/24$17.60–$28.30$22.65--
$400.00Jan 15$25.10$31.70$28.40$24.30 06/22$22.45–$34.20$25.10--
$400.00Feb 19$27.00$36.20$31.60$36.10 07/16$25.05–$37.30$31.60--
$340.00Aug 21$37.00$43.40$40.20$43.33 06/30$31.25–$48.50$40.20--
$340.00Jan 15$54.90$63.00$58.95$51.59 06/18$48.95–$66.15$54.90--
$410.00Aug 21$2.00$8.00$5.00$5.00 07/17$3.60–$10.70$5.00--
$410.00Nov 20$14.70$22.30$18.50$16.21 07/14$14.10–$24.30$16.21--
$330.00Nov 20$56.30$64.60$60.45$70.70 06/04$50.30–$68.00$60.45--
$330.00Jan 15$61.50$70.00$65.75$68.20 07/16$55.85–$73.05$65.75--
$420.00Aug 21$0.35$5.80$3.08$8.00 06/25$3.08–$8.45$3.08--
$320.00Aug 21$53.70$59.30$56.50$58.45 06/24$45.25–$64.35$56.50--
$320.00Nov 20$63.80$72.00$67.90$67.60 06/29$57.65–$75.20$67.60--
$320.00Jan 15$68.70$77.00$72.85$55.00 05/26$61.75–$80.20$68.70--
$430.00Aug 21$0.10$7.20$3.65$4.35 07/17$2.40–$7.05$3.65--
$430.00Jan 15$13.10$21.70$17.40$19.80 07/16$13.05–$21.75$17.40--
$430.00Feb 19$17.70$25.70$21.70$26.00 06/25$16.40–$25.90$21.70--
$440.00Aug 21$0.05$6.50$3.28$4.36 07/17$2.40–$5.80$3.28--
$440.00Jan 15$10.50$18.70$14.60$21.75 06/03$11.00–$18.80$14.60--
$300.00Nov 20$80.00$87.00$83.50$83.60 06/10$71.95–$91.00$83.50--
$450.00Nov 20$4.70$12.40$8.55$9.69 07/13$6.45–$11.80$8.55--
$290.00Aug 21$80.60$86.70$83.65$72.10 06/18$71.45–$92.10$80.60--
$460.00Jan 15$6.10$14.30$10.20$14.80 06/02$7.80–$13.65$10.20--
$470.00Aug 21$0.00$4.80$2.40$1.55 07/08$0.85–$2.98$1.55--
$480.00Aug 21$0.00$1.70$0.85$2.40 06/01$0.75–$2.88$0.85--
$480.00Nov 20$1.50$8.90$5.20$3.30 05/21$4.18–$6.55$3.30--
$480.00Jan 15$4.00$10.00$7.00$5.00 05/21$5.80–$10.20$5.00--
$490.00Aug 21$0.00$1.70$0.85$1.80 06/01$0.75–$2.40$0.85--
$490.00Nov 20$0.10$8.10$4.10$3.50 07/14$3.90–$6.10$3.50--
$490.00Jan 15$1.70$9.80$5.75$3.90 05/21$4.80–$8.40$3.90--
$500.00Nov 20$0.30$7.60$3.95$2.80 07/14$2.42–$5.45$2.80--
$500.00Jan 15$1.50$8.80$5.15$3.90 05/22$4.10–$7.85$3.90--
$500.00Feb 19$6.30$12.00$9.15$8.00 06/24$7.25–$11.00$8.00--
$520.00Nov 20$0.05$4.80$2.42$1.80 07/14$2.00–$3.88$1.80--
$520.00Jan 15$0.50$7.40$3.95$3.30 07/14$3.68–$5.28$3.30--
$540.00Nov 20$0.05$4.80$2.42$2.00 06/26$2.40–$3.68$2.00--
$540.00Jan 15$0.15$5.60$2.88$2.50 07/17$2.40–$4.25$2.50--
$560.00Jan 15$0.00$4.40$2.20$1.80 07/17$1.78–$3.98$1.80--
$160.00Jan 15$210.80$218.80$214.80$210.75 06/10$201.25–$223.60$210.80--
PUTS (23)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$370.00Aug 21$15.40$21.70$18.55$16.81 07/14$16.00–$24.20$16.817
$380.00Nov 20$30.70$39.30$35.00$35.50 06/24$31.90–$40.95$35.00--
$360.00Nov 20$21.40$29.10$25.25$43.60 05/21$23.00–$29.95$25.25--
$350.00Aug 21$8.10$13.80$10.95$11.07 07/17$9.35–$15.25$10.95--
$350.00Jan 15$20.60$29.00$24.80$30.80 06/22$22.50–$28.35$24.80--
$400.00Jan 15$45.00$53.70$49.35$71.50 05/26$45.30–$56.80$49.35--
$340.00Aug 21$5.50$10.90$8.20$8.77 07/07$6.10–$11.70$8.20--
$330.00Aug 21$2.50$8.30$5.40$5.82 07/17$4.83–$8.60$5.40--
$330.00Nov 20$10.80$18.40$14.60$20.48 06/18$13.35–$17.70$14.60--
$330.00Feb 19$15.80$24.00$19.90$18.76 07/16$18.55–$22.75$18.76--
$320.00Aug 21$2.40$6.80$4.60$4.46 07/17$3.50–$7.05$4.46--
$320.00Jan 15$10.40$18.80$14.60$16.00 06/01$13.75–$17.00$14.60--
$310.00Aug 21$0.10$7.80$3.95$3.20 06/25$2.73–$5.50$3.20--
$310.00Jan 15$10.50$16.10$13.30$11.00 07/01$11.40–$15.55$11.00--
$300.00Aug 21$0.05$4.30$2.17$3.83 07/17$1.98–$4.28$2.17--
$300.00Nov 20$5.00$11.20$8.10$8.00 07/01$7.05–$9.75$8.00--
$300.00Jan 15$6.40$13.80$10.10$10.56 07/17$9.25–$11.80$10.10--
$300.00Feb 19$8.60$17.00$12.80$10.30 07/16$11.60–$13.75$10.30--
$290.00Aug 21$0.05$3.70$1.88$1.50 07/14$1.88–$3.70$1.50--
$290.00Nov 20$2.70$9.10$5.90$10.00 06/12$5.28–$7.30$5.90--
$280.00Aug 21$0.00$4.20$2.10$1.05 07/14$1.35–$3.70$1.05--
$270.00Aug 21$0.05$4.80$2.42$0.70 07/14$1.05–$3.23$0.70--
$260.00Aug 21$0.25$1.45$0.85$0.73 07/17$0.60–$3.30$0.73117

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 15
Total Puts 11
Put/Call Ratio 0.73
Net Difference 4

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 178
Total Puts 900
Average Put/Call Ratio 1.54
Ratio Trend Falling

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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