Waters Corporation (WAT)
NYSE: WAT
· Real-Time Price · USD
328.49
6.57 (2.04%)
At close: Oct 03, 2025, 3:59 PM
328.40
-0.03%
After-hours: Oct 03, 2025, 07:50 PM EDT
WAT Delta Exposure By Expiry
The total Delta Exposure (DEX) for WAT across all expirations shows -33,096.69 net shares that market makers must hedge, with 291,751.03 from calls and 324,847.72 from puts. The put-call delta ratio of 1.11 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
WAT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 61,718.23 | -11,285.72 | 50,432.51 | 0.18 |
| Nov 21, 25 | 174,614.01 | -228,822.14 | -54,208.13 | 1.31 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 54,744.64 | -76,529.65 | -21,785.01 | 1.40 |
| May 15, 26 | 674.15 | -8,210.21 | -7,536.06 | 12.18 |