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Implied Volatility Stats
Showing results for 2026-11-20(m), calls & puts
| Expiration Date | Avg IV |
|---|---|
WAT Volatility Skew FAQ
What is volatility skew?
Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.
What is WAT's one-year implied volatility range?
Over the past year, Waters 30-day implied volatility ranged from 23.0% on Dec 26, 2025 to 175.5% on Jul 17, 2026.
How has WAT implied volatility changed recently?
Waters 30-day implied volatility went from 34.9% on Oct 7, 2026 to 34.3% on Nov 4, 2026. See the WAT implied volatility history for a longer view.
What is Waters Corp?
Waters sells liquid chromatography, mass spectrometry, and thermal analysis tools.