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WAT - Waters
Implied Volatility Analysis

Implied Volatility:
34.9%
Put/Call-Ratio:
1.25

Waters has an Implied Volatility (IV) of 34.9% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for WAT is 21 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for WAT is -0.51 standard deviations away from its 1 year mean.

Market Cap$17.82B
Next Earnings Date5/2/2023 (38d)
Implied Volatility (IV) 30d
34.90
Implied Volatility Rank (IVR) 1y
20.66
Implied Volatility Percentile (IVP) 1y
35.71
Historical Volatility (HV) 30d
31.04
IV / HV
1.12
Open Interest
2.10K
Option Volume
27.00
Put/Call Ratio (Volume)
1.25

Data was calculated after the 3/23/2023 closing.

This stock chart shows WAT Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for WAT Waters over a one year time horizon.
Tradingview Chart →

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