Waters Corporation (WAT)
NYSE: WAT
· Real-Time Price · USD
291.75
3.96 (1.38%)
At close: Sep 26, 2025, 3:59 PM
291.69
-0.02%
After-hours: Sep 26, 2025, 06:27 PM EDT
WAT Delta Exposure By Expiry
The total Delta Exposure (DEX) for WAT across all expirations shows -67,736.55 net shares that market makers must hedge, with 178,758.58 from calls and 246,495.13 from puts. The put-call delta ratio of 1.38 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 | 33,165.21 | -9,050.94 | 24,114.27 | 0.27 |
| Nov 21, 25 | 106,625.25 | -156,474.14 | -49,848.89 | 1.47 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 38,908.59 | -74,858.08 | -35,949.49 | 1.92 |
| May 15, 26 | 59.53 | -6,111.97 | -6,052.44 | 102.67 |