What move does the options market price into Watts Water Technologies's report?

Implied ±6.3%, either direction.

How often does Watts Water Technologies move more than the options market prices?

4 of the last 8 reports moved at least as far as the implied move.

WTSNYSEMiscellaneous Fabricated Metal Products

Watts Water Technologies Inc (WTS) earnings date, market-implied expected move, and options open interest by expiry

355.19

−5.14 · −1.43%

Regular session10:39 ET

Open361.50Volume380,972Mkt cap$12.0BP/E31.02EPS11.45Div yield0.64%

Day355.19 – 367.010%52-wk258.13 – 393.8672%

WTS

Watts Water Technologies Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.3%implied · straddle

337.72382.94

spot 360.33exp Nov 20ATM strike 360ATM straddle 26.60IV 43%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+3.65%

vs ±5.3% implied · ×0.69

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

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News

Largest filed tie

13F top-10 QoQ

−10.77%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

577 managers

Top fund weight

0.29%

WTS weight · MDY

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Watts Water Technologies (WTS) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±4.8%
avg realized: ±5.2%

Oct 30 '24Oct 30 '24confirmed±4.7%▼−3.62%×0.76

Feb 10 '25Feb 10 '25confirmed±3.0%▲+7.63%×2.50

May 7 '25May 7 '25confirmed±4.4%▲+11.07%×2.54

Aug 6 '25Aug 6 '25confirmed±5.2%▼−1.16%×0.22

Q3 FY25Nov 5 '25confirmed±5.1%▼−6.62%×1.30

Feb 11 '26Feb 11 '26confirmed±4.8%▲+6.81%×1.41

Q1 FY26May 6 '26confirmed±5.9%▲+0.74%×0.12

Q2 FY26Aug 5 '26confirmed±5.3%▲+3.65%×0.69

quarterimplied−15%0+15%realized×

Q2 FY26±5.3%▲+3.65%×0.69

Q1 FY26±5.9%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.14OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

118+307%Nov 2016d859+89%

127+2%Dec 1844d0.111,115+9%0.11

8+14%Mar 19135d0.08100+8%0.08

ExpiryPutsCallsP/C

Nov 2016d118+307%859+89%0.14

Dec 1844d127+2%1,115+9%0.11

Mar 19135d8+14%100+8%0.08

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±6.3%

Funds 4

MDY±0.0%

VIG±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

15.50%as filednet margin · revenue +12.68% QoQ · +18.56% YoY

Revenue

$763M+12.68% QoQ

Gross profit

$374M+14.72% QoQ

49.02% margin

Operating income

$154M+15.79% QoQ

20.18% margin

Pre-tax income

$154M+16.97% QoQ

Net income

$118M+18.78% QoQ

15.50% margin

Cost of revenue

$389M+10.79% QoQ

Operating expenses

$220M+13.98% QoQ

SG&A $215M

Other operating $6M

Other expense

$300,000

Tax

$35M+11.32% QoQ

Revenue$763M+12.68%

Gross profit

$374M+14.72%

49.02% margin

Operating income

$154M+15.79%

20.18% margin

Pre-tax income

$154M+16.97%

Net income

$118M+18.78%

15.50% margin

Cost of revenue

$389M+10.79%

Operating expenses

$220M+13.98%

SG&A $215M

Other operating $6M

Other expense

$300,000

Tax$35M+11.32%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 28 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:30 ET

Intraday

Event sensitivity

NFP ×1.26· ±1.5% vs ±1.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.5%5 of 10×1.26

FOMCrate decision±1.4%11 of 24×1.19

CPROFcorporate profits±1.4%7 of 12×1.12

GDPgross domestic product±1.3%10 of 19×1.12

PCEpersonal income & outlays±1.3%10 of 19×1.11

CPIconsumer prices±1.1%7 of 10×0.91

PPIproducer prices±0.8%4 of 10×0.66

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 3.53 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	3.53	—
Q1 FY26	May 6 '26 · confirmed	2.97	—
Q3 FY25	Nov 5 '25 · confirmed	2.45	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod