WTS
WATTS WATER TECHNOLOGIES INC358.00post−$0.09 (−0.03%)at close +$0.00 (+0.00%)
as of 21:02:39 UTCnext report Aug 5 · today
Earnings Room‹ back to WTS
The report
fiscal Q2 2026 · from the company's noticeAug 5after close0days out
Expected movement
market-implied · at the Aug 4 close±3.5%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±5.4% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 28% annualized.
expiry Aug 21 · first after the reportATM strike 360straddle 22.65ATM IV 37% vs 31% at Sep 18× 0.85 straddle-to-rangespot 358.00
Blast radius
who else movesNo funds hold this name and no filing names it as a supplier or customer, so there is nothing for a move to travel along yet.
Positioning
3 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%
42
Aug 21
17d
47▲ +0%
▲ +0%
92
Sep 18
45d
1.7k▲ +8%
▲ +0%
18
Dec 18
136d
510
▲ +0%
The record
expected in pale · actual in full color4/8reports moved further than the options market had pricedtypically ±5.2% realized vs ±4.8% priced
May 6 '26±5.9%→+0.7%×0.12
Feb 11 '26±4.8%→+6.8%×1.41
Nov 5 '25±5.1%→−6.6%×1.30
Aug 6 '25±5.2%→−1.2%×0.22
May 7 '25±4.4%→+11.1%×2.54
Feb 10 '25±3.0%→+7.6%×2.50
Oct 30 '24±4.7%→−3.6%×0.76
Aug 7 '24±5.3%→−4.3%×0.82
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 2.97 · rev $677M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.