Tour v452
WAT
WATERS CORP
$383.90 +3.42%
$383.86 (-0.01%)🌙
as of 07/28 07:16 PM
7/28 19:16

Option Volume

Detail
Current (07/28) 301
Calls: 19 (6%)
Puts: 282 (94%)
Prior (07/27) 12
Calls: 1 (8%)
Puts: 11 (92%)
Current vs Prior +2408.33%
Calls: +1800.00% (Calls)
Puts: +2463.64% (Puts)
Prior 7-Day Total 1,199
Calls: 203 (17%)
Puts: 996 (83%)
Prior 7-Day Average 171
Calls: 29 (17%)
Puts: 142 (83%)
Current vs Prior 7-Day Avg +75.73%
Calls: -34.48%
Puts: +98.19%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28) $490.7K
Calls: $38.2K (8%)
Puts: $452.4K (92%)
Prior (07/27) $25.4K
Calls: $1.2K (5%)
Puts: $24.2K (95%)
Current vs Prior +1829.80%
Calls: +3018.78%
Puts: +1769.62%
Prior 7-Day Total $1.72M
Calls: $573.4K (33%)
Puts: $1.15M (67%)
Prior 7-Day Average $246.3K
Calls: $81.9K (33%)
Puts: $164.4K (67%)
Current vs Prior 7-Day Avg +99.24%
Calls: -53.36%
Puts: +175.29%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28) 14.84
Prior (07/27) 11.00
Current vs Prior +34.93%
Prior 7-Day Average 2.25
Current vs Prior 7-Day Avg +558.42%
Sentiment BEARISH

Open Interest

Detail
Current (07/28) 828
Calls: 168 (20%)
Puts: 660 (80%)
Prior (07/27) 117
Calls: -- (0%)
Puts: 117 (100%)
Current vs Prior +607.69%
Prior 7-Day Total 1,521
Calls: 787 (52%)
Puts: 734 (48%)
Prior 7-Day Average 217
Calls: 131 (56%)
Puts: 104 (44%)
Current vs Prior 7-Day Avg +281.07%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 11.60% | 13.94%
Prior 11.77% | 13.73%
Current vs Prior -1.43% | +1.53%
Prior 7-Day Avg 11.88% | 14.01%
Current vs 7-Day Avg -2.30% | -0.55%
Prior 7-Day Eod 11.77% | 13.73%
Current vs 7-Day Eod -1.43% | +1.53%
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 92% of dollar volume in puts ($452.4K) vs calls ($38.2K). Massive premium surge with dollar volume up 1830% vs prior. Dollar volume significantly above 7-day average (99% higher). Unusually high activity with volume up 2408% 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 BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. 3 found (avg delta 0.65, highest 0.78)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2140.8045.30$43.0510.5%30.78--
$370.00Aug 2126.8032.40$29.6018.9%30.65127
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$390.00Aug 2118.5024.20$21.3526.7%10.5110

Most actively traded options today. High liquidity = easy entry/exit. 11 active (total vol 295, top 270)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Aug 212.2010.00$6.10127.9%40.2518
$350.00Aug 2140.8045.30$43.0510.5%30.78--
$370.00Aug 2126.8032.40$29.6018.9%30.65127
$400.00Aug 219.8016.10$12.9548.6%20.4113
$430.00Aug 211.907.80$4.85121.6%20.2010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 2113.0019.60$16.3040.5%2700.43122
$340.00Aug 214.107.00$5.5552.3%50.17506
$350.00Aug 215.109.50$7.3060.3%20.226
$370.00Aug 2111.3015.90$13.6033.8%20.3612
$290.00Aug 210.053.80$1.92195.3%10.064

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. 8 found (best R:R 12.77, avg 4.13)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$420.00$430.00Aug 21$1.25$8.75$1.257.00$421.25
$400.00$420.00Aug 21$6.85$13.15$6.851.92$406.85
$370.00$400.00Aug 21$16.65$13.35$16.650.80$386.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$290.00Aug 21$3.63$46.37$3.6312.77$336.37
$350.00$340.00Aug 21$1.75$8.25$1.754.71$348.25
$380.00$370.00Aug 21$2.70$7.30$2.702.70$377.30
$370.00$350.00Aug 21$6.30$13.70$6.302.17$363.70
$390.00$380.00Aug 21$5.05$4.95$5.050.98$384.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 9 found (best R:R 2.05, avg 0.68)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$350.00$370.00Aug 21$13.45$13.45$6.552.05$363.45
$370.00$400.00Aug 21$16.65$16.65$13.351.25$386.65
$400.00$420.00Aug 21$6.85$6.85$13.150.52$406.85
$420.00$430.00Aug 21$1.25$1.25$8.750.14$421.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$390.00$380.00Aug 21$5.05$5.05$4.951.02$384.95
$370.00$350.00Aug 21$6.30$6.30$13.700.46$363.70
$380.00$370.00Aug 21$2.70$2.70$7.300.37$377.30
$350.00$340.00Aug 21$1.75$1.75$8.250.21$348.25
$340.00$290.00Aug 21$3.63$3.63$46.370.08$336.37

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. 2 found (cheapest 11.25% of stock, avg 12.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$370.00Aug 21$29.60$13.60$43.20$326.80$413.2011.25%
$350.00Aug 21$43.05$7.30$50.35$299.65$400.3513.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 1.76% of stock, avg 4.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$430.00$290.00Aug 21$4.85$1.92$6.77$283.23$436.77
$420.00$290.00Aug 21$6.10$1.92$8.02$281.98$428.02
$430.00$340.00Aug 21$4.85$5.55$10.40$329.60$440.40
$420.00$340.00Aug 21$6.10$5.55$11.65$328.35$431.65
$430.00$350.00Aug 21$4.85$7.30$12.15$337.85$442.15
$420.00$350.00Aug 21$6.10$7.30$13.40$336.60$433.40
$400.00$290.00Aug 21$12.95$1.92$14.87$275.13$414.87
$430.00$370.00Aug 21$4.85$13.60$18.45$351.55$448.45
$400.00$340.00Aug 21$12.95$5.55$18.50$321.50$418.50
$420.00$370.00Aug 21$6.10$13.60$19.70$350.30$439.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 1.92, avg credit $10.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
350/370400/420Aug 21$13.15$6.851.92$356.85$413.15
380/390420/430Aug 21$6.30$3.701.70$383.70$426.30
340/350370/400Aug 21$18.40$11.601.59$331.60$388.40
380/390400/420Aug 21$11.90$8.101.47$378.10$411.90
370/380400/420Aug 21$9.55$10.450.91$370.45$409.55
340/350400/420Aug 21$8.60$11.400.75$341.40$408.60
290/340370/400Aug 21$20.28$29.720.68$319.72$390.28
370/380420/430Aug 21$3.95$6.050.65$376.05$423.95
350/370420/430Aug 21$7.55$12.450.61$362.45$427.55
290/340350/370Aug 21$17.08$32.920.52$322.92$367.08

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 3.26, cheapest $2.35)

CALLS (0)
No calls found
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$370.00$380.00$390.00Aug 21$2.35$7.653.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 7 found (best net $-1.00, 4 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$420.00$430.001:2Aug 21-$3.60$6.40
$350.00$370.001:2Aug 21-$16.15$3.85
$370.00$400.001:2Aug 21$3.70$26.30
$400.00$420.001:2Aug 21$0.75$19.25
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$370.00$350.001:2Aug 21-$1.00$19.00
$350.00$340.001:2Aug 21-$3.80$6.20
$340.00$290.001:2Aug 21$1.71$48.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.55%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$400.00Aug 21$9.800.414.2%2.55%6.75%213
$420.00Aug 21$2.200.259.4%0.57%9.98%418
$430.00Aug 21$1.900.2012.0%0.49%12.50%210

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. 89 contracts (avg 69 vol/day, 88 traded recently)

WAT averages only 69 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 $370.00 08-21 call last traded $26.40 on 07/23 (now $26.80/$32.40) — try a limit near $26.80. Also watch the $400.00 08-21 call last traded $10.20 on 07/24 (now $9.80/$16.10) — try a limit near $10.20; the $430.00 08-21 call last traded $2.75 on 07/24 (now $1.90/$7.80) — try a limit near $2.75. Most tradeable put: the $370.00 08-21 put last traded $13.50 on 07/23 (now $11.30/$15.90) — try a limit near $13.50.
CALLS (56)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$380.00Aug 21$19.80$26.60$23.20$21.06 07/24$10.00–$23.20$21.06--
$380.00Nov 20$35.50$42.40$38.95$37.00 06/25$23.95–$38.95$37.00--
$380.00Jan 15$41.50$48.40$44.95$36.63 07/22$29.00–$44.95$41.50--
$380.00Feb 19$46.50$53.00$49.75$35.50 07/21$32.90–$49.75$46.50--
$390.00Aug 21$14.30$21.00$17.65$11.00 06/22$8.25–$17.65$14.30--
$390.00Nov 20$30.20$37.60$33.90$32.35 06/25$20.50–$33.90$32.35--
$390.00Jan 15$36.30$43.50$39.90$44.50 06/04$25.00–$39.90$39.90--
$370.00Aug 21$26.80$32.40$29.60$26.40 07/23$14.30–$29.60$26.80127
$370.00Nov 20$40.10$48.00$44.05$42.35 07/23$28.20–$44.05$42.35--
$370.00Jan 15$47.20$54.30$50.75$47.90 06/25$33.30–$50.75$47.90--
$400.00Aug 21$9.80$16.10$12.95$10.20 07/24$5.50–$13.50$10.2013
$400.00Sep 18$16.90$20.00$18.45$12.00 07/22$8.35–$18.45$16.90--
$400.00Nov 20$26.20$32.90$29.55$27.50 07/23$17.60–$29.55$27.50--
$400.00Jan 15$32.30$38.80$35.55$24.30 06/22$22.45–$35.55$32.30--
$400.00Feb 19$35.00$43.30$39.15$36.10 07/16$25.05–$39.15$36.10--
$360.00Aug 21$32.60$39.10$35.85$29.45 06/24$18.75–$35.85$32.60--
$360.00Sep 18$38.00$42.10$40.05$37.55 07/23$23.00–$40.05$38.00--
$360.00Nov 20$46.60$54.00$50.30$47.65 07/23$32.95–$50.30$47.65--
$360.00Jan 15$53.20$60.00$56.60$51.20 06/05$38.60–$56.60$53.20--
$360.00Feb 19$56.20$64.50$60.35$45.00 07/21$41.75–$60.35$56.20--
$410.00Aug 21$6.20$10.00$8.10$9.10 07/23$3.60–$9.30$8.10--
$410.00Sep 18$10.30$17.50$13.90$14.30 07/23$6.05–$13.90$13.90--
$410.00Nov 20$21.10$28.70$24.90$16.21 07/14$14.10–$24.90$21.10--
$350.00Aug 21$40.80$45.30$43.05$39.90 07/23$24.95–$43.05$40.80--
$420.00Aug 21$2.20$10.00$6.10$3.41 07/21$3.08–$7.05$3.4118
$420.00Feb 19$28.20$35.00$31.60$29.00 07/23$19.10–$31.60$29.00--
$340.00Aug 21$47.90$54.40$51.15$43.33 06/30$31.25–$51.15$47.90--
$340.00Jan 15$66.40$73.00$69.70$51.59 06/18$48.95–$69.70$66.40--
$430.00Aug 21$1.90$7.80$4.85$2.75 07/24$2.40–$5.88$2.7510
$430.00Jan 15$19.40$27.00$23.20$19.80 07/16$13.05–$23.20$19.80--
$430.00Feb 19$24.60$31.60$28.10$26.00 06/25$16.40–$28.10$26.00--
$330.00Aug 21$57.10$62.70$59.90$60.00 07/23$38.00–$59.90$59.90--
$330.00Nov 20$68.10$75.00$71.55$70.70 06/04$50.30–$71.55$70.70--
$330.00Jan 15$73.60$80.00$76.80$68.20 07/16$55.85–$76.80$73.60--
$440.00Aug 21$0.40$6.60$3.50$4.36 07/17$2.40–$5.03$3.50--
$440.00Jan 15$16.20$24.00$20.10$21.75 06/03$11.00–$20.10$20.10--
$320.00Aug 21$65.20$71.80$68.50$58.45 06/24$45.25–$68.50$65.20--
$320.00Nov 20$76.20$83.00$79.60$67.60 06/29$57.65–$79.60$76.20--
$450.00Nov 20$8.30$16.00$12.15$9.69 07/13$6.45–$12.15$9.69--
$310.00Aug 21$74.40$80.70$77.55$72.50 07/23$53.75–$77.55$74.40--
$460.00Jan 15$10.00$18.50$14.25$14.80 06/02$7.80–$14.25$14.25--
$300.00Aug 21$84.20$90.00$87.10$82.00 07/23$62.65–$87.10$84.20--
$300.00Nov 20$92.60$99.00$95.80$83.60 06/10$71.95–$95.80$92.60--
$470.00Aug 21$0.00$3.40$1.70$1.55 07/08$0.85–$2.98$1.55--
$290.00Aug 21$94.80$99.60$97.20$72.10 06/18$71.45–$97.20$94.80--
$480.00Aug 21$0.00$3.20$1.60$2.40 06/01$0.75–$2.88$1.60--
$490.00Aug 21$0.00$1.70$0.85$1.80 06/01$0.75–$3.63$0.85--
$490.00Nov 20$1.45$8.70$5.07$3.50 07/14$3.90–$5.07$3.50--
$500.00Nov 20$0.35$7.70$4.03$2.80 07/14$2.42–$5.03$2.80--
$500.00Feb 19$9.20$15.00$12.10$8.00 06/24$7.25–$12.10$9.20--
$520.00Nov 20$0.05$6.90$3.48$1.80 07/14$2.00–$5.03$1.80--
$520.00Jan 15$1.40$8.70$5.05$2.95 07/22$3.68–$5.05$2.95--
$540.00Nov 20$0.00$4.80$2.40$2.00 06/26$2.40–$5.03$2.00--
$540.00Jan 15$0.05$7.50$3.78$2.05 07/22$2.40–$4.25$2.05--
$560.00Jan 15$0.05$7.80$3.93$2.05 07/24$1.73–$4.98$2.05--
$160.00Jan 15$224.20$232.00$228.10$210.75 06/10$201.25–$228.10$224.20--
PUTS (33)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$380.00Aug 21$13.00$19.60$16.30$20.20 07/24$16.30–$30.50$16.30122
$380.00Nov 20$24.30$32.80$28.55$30.34 07/23$28.55–$40.95$28.55--
$380.00Jan 15$28.00$36.30$32.15$38.83 07/22$32.15–$44.10$32.15--
$380.00Feb 19$31.10$39.40$35.25$45.01 07/21$35.25–$46.35$35.25--
$390.00Aug 21$18.50$24.20$21.35--$21.35–$21.35$18.5010
$370.00Aug 21$11.30$15.90$13.60$13.50 07/23$13.60–$24.20$13.5012
$370.00Feb 19$26.00$35.10$30.55$39.90 07/21$30.55–$40.65$30.55--
$360.00Aug 21$5.60$12.20$8.90$16.97 07/20$8.90–$18.95$8.90--
$360.00Sep 18$9.40$16.40$12.90$15.90 07/24$12.90–$22.20$12.90--
$360.00Feb 19$23.00$31.20$27.10$34.68 07/21$27.10–$35.80$27.10--
$350.00Aug 21$5.10$9.50$7.30$11.07 07/17$7.30–$15.25$7.306
$350.00Jan 15$16.10$24.70$20.40$30.80 06/22$20.40–$28.35$20.40--
$340.00Aug 21$4.10$7.00$5.55$6.00 07/24$5.55–$11.70$5.55506
$330.00Aug 21$1.55$8.60$5.08$5.82 07/17$4.50–$7.45$5.08--
$330.00Nov 20$7.60$15.60$11.60$20.48 06/18$11.60–$17.70$11.60--
$330.00Feb 19$13.50$21.80$17.65$17.40 07/23$17.25–$22.75$17.40--
$320.00Aug 21$0.25$7.20$3.73$3.80 07/23$3.50–$6.05$3.73--
$320.00Sep 18$1.65$7.70$4.68$5.40 07/24$4.68–$7.90$4.68--
$320.00Jan 15$8.00$16.40$12.20$16.00 06/01$12.20–$17.00$12.20--
$310.00Aug 21$0.00$3.90$1.95$3.20 06/25$1.95–$4.50$1.95--
$310.00Sep 18$0.40$6.00$3.20$6.31 07/22$3.20–$6.40$3.20--
$310.00Jan 15$8.80$13.40$11.10$11.00 07/01$11.10–$15.55$11.00--
$300.00Aug 21$0.05$7.10$3.58$3.83 07/17$1.58–$4.08$3.58--
$300.00Sep 18$0.30$7.00$3.65$4.00 07/21$3.13–$5.03$3.65--
$300.00Nov 20$2.45$10.00$6.23$8.00 07/01$5.65–$9.75$6.23--
$300.00Jan 15$4.30$12.40$8.35$10.56 07/17$8.25–$11.80$8.35--
$300.00Feb 19$6.30$14.00$10.15$10.30 07/16$9.75–$13.75$10.15--
$290.00Aug 21$0.05$3.80$1.92$1.50 07/14$1.02–$2.23$1.504
$290.00Nov 20$1.05$8.80$4.93$10.00 06/12$4.93–$6.90$4.93--
$280.00Aug 21$0.05$4.80$2.42$0.50 07/24$1.35–$3.70$0.50--
$270.00Aug 21$0.00$4.80$2.40$0.70 07/14$1.05–$3.03$0.70--
$260.00Aug 21$0.00$1.70$0.85$0.10 07/23$0.60–$3.18$0.10--
$250.00Aug 21$0.00$1.90$0.95$0.20 07/20$0.85–$2.42$0.20--

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 19
Total Puts 282
Put/Call Ratio 14.84
Net Difference -263

Prior's Put/Call Breakdown

Total Calls 1
Total Puts 11
Put/Call Ratio 11.00
Net Difference -10

Prior 7-Day Put/Call Summary

Total Calls 203
Total Puts 996
Average Put/Call Ratio 2.25
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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Price — Past 7 Days

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