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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Waters Corporation (WAT) - NYSE Next Earnings Date: Estimated on May 6, 2025
OS Projected Window: May 12, 2025 to May 17, 2025
EVR: 2.7
Avg Daily Volume: 488,290    Market Cap: 24.3B
Sector: Healthcare    Short Interest: 2.85
Live Interactive Chart
Days to Next Earnings: 35 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 66
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Feb. 12, 2025 BO 2.5 $405.29 @$410.00 $28.70
($405.29)
7.0% -9.11% O -5.76% I $381.91 $28.50
( $381.91 )
-0.7%
Nov. 1, 2024 BO 2.0 $323.11 @$320.00 $25.90
($323.11)
8.09% 20.5% O 19.83% O $387.21 $68.60
( $387.21 )
164.86%
July 31, 2024 BO 2.0 $327.66 @$330.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 7, 2024 BO 2.1 $319.86 @$320.00
Feb. 6, 2024 BO 2.2 $324.85 @$320.00
Nov. 7, 2023 BO 2.2 $252.15 @$250.00
Aug. 2, 2023 BO 2.2 $274.40 @$270.00
May 9, 2023 BO 2.0 $296.50 @$300.00
Feb. 15, 2023 BO 2.1 $339.32 @$340.00
Nov. 1, 2022 BO 2.1 $299.17 @$300.00

 
 
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