Tour v477
WAT
WATERS CORP
$377.31 -0.79%
7/31 19:19

Option Volume

Detail
Current (07/31) 185
Calls: 11 (6%)
Puts: 174 (94%)
Prior (07/30) 254
Calls: 46 (18%)
Puts: 208 (82%)
Current vs Prior -27.17%
Calls: -76.09% (Calls)
Puts: -16.35% (Puts)
Prior 7-Day Total 822
Calls: 173 (21%)
Puts: 649 (79%)
Prior 7-Day Average 117
Calls: 24 (21%)
Puts: 92 (79%)
Current vs Prior 7-Day Avg +57.54%
Calls: -55.49%
Puts: +87.67%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $262.5K
Calls: $5.9K (2%)
Puts: $256.6K (98%)
Prior (07/30) $472.4K
Calls: $132.5K (28%)
Puts: $339.9K (72%)
Current vs Prior -44.43%
Calls: -95.57%
Puts: -24.48%
Prior 7-Day Total $1.62M
Calls: $538.6K (33%)
Puts: $1.08M (67%)
Prior 7-Day Average $231.9K
Calls: $76.9K (33%)
Puts: $154.9K (67%)
Current vs Prior 7-Day Avg +13.21%
Calls: -92.38%
Puts: +65.64%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 15.82
Prior (07/30) 4.52
Current vs Prior +249.83%
Prior 7-Day Average 3.04
Current vs Prior 7-Day Avg +420.56%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 827
Calls: -- (0%)
Puts: 827 (100%)
Prior (07/30) 14
Calls: -- (0%)
Puts: 14 (100%)
Current vs Prior +5807.14%
Prior 7-Day Total 2,061
Calls: 611 (30%)
Puts: 1,450 (70%)
Prior 7-Day Average 294
Calls: 122 (37%)
Puts: 207 (63%)
Current vs Prior 7-Day Avg +180.88%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 11.87% | 14.02%
Prior 12.06% | 14.32%
Current vs Prior -1.52% | -2.08%
Prior 7-Day Avg 11.76% | 13.94%
Current vs 7-Day Avg +0.96% | +0.57%
Prior 7-Day Eod 12.06% | 14.32%
Current vs 7-Day Eod -1.52% | -2.08%
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
+
Add Card

🤖 AI Insights

Strong bearish conviction with 98% of dollar volume in puts ($256.6K) vs calls ($5.9K). Extreme bearish P/C ratio of 15.82 - heavy put buying. P/C ratio rising 250% - increased hedging/bearish positioning. Rising open interest (up 5807%) indicates new positions being established.

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. -- found (avg delta --, highest --)

No options available for this category

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 178, top 100)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Aug 218.3013.00$10.6544.1%20.35--
$390.00Aug 2110.3016.90$13.6048.5%10.43--
$420.00Aug 213.406.60$5.0064.0%10.21--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$380.00Aug 2118.6022.00$20.3016.7%1000.49316
$340.00Aug 214.809.70$7.2567.6%740.21511

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. 3 found (best R:R 2.54, avg 2.33)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$400.00$420.00Aug 21$5.65$14.35$5.652.54$405.65
$390.00$400.00Aug 21$2.95$7.05$2.952.39$392.95
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$380.00$340.00Aug 21$13.05$26.95$13.052.07$366.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.48, avg 0.43)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$390.00$400.00Aug 21$2.95$2.95$7.050.42$392.95
$400.00$420.00Aug 21$5.65$5.65$14.350.39$405.65
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$380.00$340.00Aug 21$13.05$13.05$26.950.48$366.95

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. 6 found (cheapest 3.25% of stock, avg 6.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$420.00$340.00Aug 21$5.00$7.25$12.25$327.75$432.25
$400.00$340.00Aug 21$10.65$7.25$17.90$322.10$417.90
$390.00$340.00Aug 21$13.60$7.25$20.85$319.15$410.85
$420.00$380.00Aug 21$5.00$20.30$25.30$354.70$445.30
$400.00$380.00Aug 21$10.65$20.30$30.95$349.05$430.95
$390.00$380.00Aug 21$13.60$20.30$33.90$346.10$423.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.88, avg credit $17.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
340/380400/420Aug 21$18.70$21.300.88$361.30$418.70
340/380390/400Aug 21$16.00$24.000.67$364.00$406.00

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. 3 found (best net $-7.70, 1 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$390.00$400.001:2Aug 21-$7.70$2.30
$400.00$420.001:2Aug 21$0.65$19.35
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$380.00$340.001:2Aug 21$5.80$34.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.73%, avg 1.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$390.00Aug 21$10.300.433.4%2.73%6.09%1--
$400.00Aug 21$8.300.356.0%2.20%8.21%2--
$420.00Aug 21$3.400.2111.3%0.90%12.22%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. 88 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 put: the $380.00 08-21 put last traded $20.20 on 07/24 (now $18.60/$22.00) — try a limit near $20.20.
CALLS (56)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$380.00Aug 21$16.60$21.90$19.25$21.06 07/24$10.00–$23.20$19.25--
$380.00Nov 20$31.20$37.90$34.55$37.00 06/25$23.95–$38.95$34.55--
$380.00Jan 15$37.10$44.00$40.55$36.63 07/22$29.00–$44.95$37.10--
$380.00Feb 19$42.80$49.00$45.90$35.50 07/21$32.90–$49.75$42.80--
$370.00Aug 21$22.00$27.00$24.50$26.40 07/23$14.30–$29.60$24.50--
$370.00Nov 20$36.60$43.00$39.80$42.35 07/23$28.20–$44.05$39.80--
$370.00Jan 15$43.20$48.90$46.05$47.90 06/25$33.30–$50.75$46.05--
$390.00Aug 21$10.30$16.90$13.60$11.00 06/22$8.25–$17.65$11.00--
$390.00Nov 20$25.80$32.90$29.35$32.35 06/25$20.50–$33.90$29.35--
$390.00Jan 15$33.10$38.90$36.00$44.50 06/04$25.00–$39.90$36.00--
$360.00Aug 21$27.40$34.00$30.70$29.45 06/24$18.75–$35.85$29.45--
$360.00Sep 18$33.00$38.00$35.50$37.55 07/23$23.00–$40.05$35.50--
$360.00Nov 20$43.50$48.90$46.20$47.65 07/23$32.95–$50.30$46.20--
$360.00Jan 15$48.00$55.00$51.50$51.20 06/05$38.60–$56.60$51.20--
$360.00Feb 19$53.50$59.00$56.25$45.00 07/21$41.75–$60.35$53.50--
$400.00Aug 21$8.30$13.00$10.65$10.20 07/24$5.50–$12.95$10.20--
$400.00Sep 18$10.70$17.80$14.25$12.00 07/22$8.35–$18.45$12.00--
$400.00Nov 20$23.30$29.00$26.15$27.50 07/23$17.60–$29.55$26.15--
$400.00Jan 15$28.20$34.80$31.50$24.30 06/22$22.45–$35.55$28.20--
$400.00Feb 19$31.80$39.00$35.40$36.10 07/16$25.05–$39.15$35.40--
$350.00Aug 21$34.70$40.30$37.50$39.90 07/23$24.95–$43.05$37.50--
$410.00Aug 21$5.60$8.80$7.20$9.10 07/23$3.60–$8.55$7.20--
$410.00Sep 18$8.00$13.20$10.60$14.30 07/23$6.05–$13.90$10.60--
$410.00Nov 20$19.10$24.90$22.00$16.21 07/14$14.10–$24.90$19.10--
$340.00Aug 21$42.30$47.70$45.00$43.33 06/30$31.25–$51.15$43.33--
$340.00Jan 15$60.60$67.00$63.80$51.59 06/18$48.95–$69.70$60.60--
$420.00Aug 21$3.40$6.60$5.00$3.41 07/21$3.08–$7.05$3.41--
$420.00Feb 19$23.80$31.00$27.40$29.00 07/23$19.10–$31.60$27.40--
$330.00Aug 21$50.00$56.20$53.10$60.00 07/23$38.00–$59.90$53.10--
$330.00Nov 20$62.10$69.00$65.55$70.70 06/04$50.30–$71.55$65.55--
$330.00Jan 15$67.40$74.00$70.70$68.20 07/16$55.85–$76.80$68.20--
$430.00Aug 21$1.30$7.20$4.25$2.75 07/24$2.40–$5.78$2.75--
$430.00Jan 15$17.10$23.30$20.20$19.80 07/16$13.05–$23.20$19.80--
$430.00Feb 19$21.80$28.00$24.90$26.00 06/25$16.40–$28.10$24.90--
$320.00Aug 21$58.90$66.00$62.45$58.45 06/24$45.25–$68.50$58.90--
$320.00Nov 20$69.90$76.00$72.95$67.60 06/29$57.65–$79.60$69.90--
$440.00Aug 21$0.05$6.40$3.23$4.36 07/17$2.40–$5.03$3.23--
$440.00Jan 15$13.70$20.90$17.30$21.75 06/03$11.00–$20.10$17.30--
$310.00Aug 21$67.70$74.50$71.10$72.50 07/23$53.75–$77.55$71.10--
$450.00Nov 20$5.80$13.20$9.50$9.69 07/13$6.45–$12.15$9.50--
$300.00Aug 21$76.70$83.90$80.30$82.00 07/23$62.65–$87.10$80.30--
$300.00Nov 20$86.00$92.00$89.00$83.60 06/10$71.95–$95.80$86.00--
$460.00Jan 15$9.10$16.00$12.55$14.80 06/02$7.80–$14.25$12.55--
$290.00Aug 21$86.20$93.30$89.75$72.10 06/18$71.45–$97.20$86.20--
$470.00Aug 21$0.00$4.80$2.40$1.55 07/08$0.85–$2.98$1.55--
$480.00Aug 21$0.00$4.80$2.40$2.40 06/01$0.75–$2.88$2.40--
$490.00Aug 21$0.00$4.80$2.40$1.80 06/01$0.75–$3.63$1.80--
$490.00Nov 20$0.05$8.30$4.18$3.50 07/14$3.90–$5.07$3.50--
$500.00Nov 20$0.05$5.20$2.63$2.80 07/14$2.42–$5.03$2.63--
$500.00Feb 19$7.70$13.00$10.35$8.00 06/24$7.25–$12.10$8.00--
$520.00Nov 20$0.45$3.60$2.03$1.80 07/14$2.00–$5.03$1.80--
$520.00Jan 15$1.40$6.30$3.85$2.95 07/22$3.68–$5.05$2.95--
$540.00Nov 20$0.10$2.50$1.30$2.00 06/26$1.30–$5.03$1.30--
$540.00Jan 15$0.70$4.60$2.65$2.05 07/22$2.40–$4.25$2.05--
$560.00Jan 15$0.05$6.90$3.48$2.05 07/24$1.73–$4.98$2.05--
$160.00Jan 15$216.70$225.40$221.05$210.75 06/10$201.25–$228.10$216.70--
PUTS (32)
StrikeExpiryBidAskMarkLast Traded30d RangeHistorySugg. LimitOI
$380.00Aug 21$18.60$22.00$20.30$20.20 07/24$16.30–$30.50$20.20316
$380.00Nov 20$29.00$34.70$31.85$30.34 07/23$28.55–$40.95$30.34--
$380.00Jan 15$32.70$38.70$35.70$38.83 07/22$32.15–$44.10$35.70--
$380.00Feb 19$34.80$42.00$38.40$45.01 07/21$35.25–$46.35$38.40--
$370.00Aug 21$13.40$17.80$15.60$13.50 07/23$13.60–$24.20$13.50--
$370.00Feb 19$30.10$37.00$33.55$39.90 07/21$30.55–$40.65$33.55--
$360.00Aug 21$10.10$14.90$12.50$16.97 07/20$8.90–$18.95$12.50--
$360.00Sep 18$13.70$18.20$15.95$15.90 07/24$12.90–$22.20$15.90--
$360.00Feb 19$25.60$33.00$29.30$34.68 07/21$27.10–$35.80$29.30--
$350.00Aug 21$7.30$12.90$10.10$11.07 07/17$7.30–$15.25$10.10--
$350.00Jan 15$19.50$25.40$22.45$30.80 06/22$20.40–$28.35$22.45--
$340.00Aug 21$4.80$9.70$7.25$6.00 07/24$5.55–$11.70$6.00511
$330.00Aug 21$3.30$7.30$5.30$5.82 07/17$4.50–$7.45$5.30--
$330.00Nov 20$9.80$16.80$13.30$20.48 06/18$11.60–$17.70$13.30--
$330.00Feb 19$14.80$23.00$18.90$17.40 07/23$17.25–$22.75$17.40--
$320.00Aug 21$0.95$7.40$4.18$3.80 07/23$3.50–$6.05$3.80--
$320.00Sep 18$3.70$9.00$6.35$5.40 07/24$4.68–$7.90$5.40--
$320.00Jan 15$9.70$16.90$13.30$16.00 06/01$12.20–$17.00$13.30--
$310.00Aug 21$0.05$6.80$3.43$3.20 06/25$1.95–$4.50$3.20--
$310.00Sep 18$0.90$8.00$4.45$6.31 07/22$3.20–$6.40$4.45--
$310.00Jan 15$9.60$12.50$11.05$11.00 07/01$11.05–$15.55$11.00--
$300.00Aug 21$0.00$4.80$2.40$3.83 07/17$1.58–$4.08$2.40--
$300.00Sep 18$2.00$7.20$4.60$4.00 07/21$3.13–$5.03$4.00--
$300.00Nov 20$4.20$10.60$7.40$8.00 07/01$5.65–$9.75$7.40--
$300.00Jan 15$6.60$11.40$9.00$10.56 07/17$8.25–$11.80$9.00--
$300.00Feb 19$7.30$14.00$10.65$10.30 07/16$9.75–$13.75$10.30--
$290.00Aug 21$0.05$3.80$1.92$1.50 07/14$1.02–$2.23$1.50--
$290.00Nov 20$1.60$9.20$5.40$10.00 06/12$4.93–$6.90$5.40--
$280.00Aug 21$0.00$4.80$2.40$0.50 07/24$1.35–$3.38$0.50--
$270.00Aug 21$0.00$4.80$2.40$0.70 07/14$0.95–$3.03$0.70--
$260.00Aug 21$0.00$3.70$1.85$0.10 07/23$0.60–$3.18$0.10--
$250.00Aug 21$0.00$4.80$2.40$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
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 11
Total Puts 174
Put/Call Ratio 15.82
Net Difference -163

Prior's Put/Call Breakdown

Total Calls 46
Total Puts 208
Put/Call Ratio 4.52
Net Difference -162

Prior 7-Day Put/Call Summary

Total Calls 173
Total Puts 649
Average Put/Call Ratio 3.04
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All