WTS · Watts Water Technologies Inc

Track WTS — free Ask ALVIS about WTS

$336.00 -10.59 (-3.06%)

Market Cap

$11.22B

33.39M

Options Chain

15-min delayed Underlying $336.00 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 44 contracts

Put / call OI

0.83

Balanced positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$340.00

$4.00 above spot

ATM implied vol

36.7%

market's expected move

Open interest by strike

Calls Puts

250

260

270

280

290

300

310

320

330

340

350

360

370

380

390

400

410

420

430

440

450

460

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Dec 18 142d Mar 19 233d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	63.6%	0.976	—		$0.75	-0.029	66.3%	1	2
Call · $250 In the money Last — Breakeven — Implied vol 63.6% Delta 0.976 ≈98% ITM Gamma 0.001 Theta -0.085 Vega 0.036 Open interest 0 Model this call Put · $250 Last $0.75 Breakeven $249.25 Implied vol 66.3% Delta -0.029 ≈3% ITM Gamma 0.001 Theta -0.08 Vega 0.073 Open interest 2 Model this put
0	—	52.2%	0.98	—		$1.25	-0.034	59.3%	1	1
Call · $260 In the money Last — Breakeven — Implied vol 52.2% Delta 0.98 ≈98% ITM Gamma 0.001 Theta -0.065 Vega 0.037 Open interest 0 Model this call Put · $260 Last $1.25 Breakeven $258.75 Implied vol 59.3% Delta -0.034 ≈3% ITM Gamma 0.002 Theta -0.081 Vega 0.074 Open interest 1 Model this put
0	—	49.1%	0.969	—		$0.85	-0.038	51.9%	1	4
Call · $270 In the money Last — Breakeven — Implied vol 49.1% Delta 0.969 ≈97% ITM Gamma 0.002 Theta -0.082 Vega 0.075 Open interest 0 Model this call Put · $270 Last $0.85 Breakeven $269.15 Implied vol 51.9% Delta -0.038 ≈4% ITM Gamma 0.002 Theta -0.078 Vega 0.075 Open interest 4 Model this put
0	—	38.3%	0.976	—		$0.90	-0.048	46.1%	1	2
Call · $280 In the money Last — Breakeven — Implied vol 38.3% Delta 0.976 ≈98% ITM Gamma 0.002 Theta -0.06 Vega 0.038 Open interest 0 Model this call Put · $280 Last $0.90 Breakeven $279.10 Implied vol 46.1% Delta -0.048 ≈5% ITM Gamma 0.003 Theta -0.084 Vega 0.076 Open interest 2 Model this put
0	—	37.9%	0.948	—		$1.20	-0.111	52.2%	3	2
Call · $290 In the money Last — Breakeven — Implied vol 37.9% Delta 0.948 ≈95% ITM Gamma 0.003 Theta -0.095 Vega 0.077 Open interest 0 Model this call Put · $290 Last $1.20 Breakeven $288.80 Implied vol 52.2% Delta -0.111 ≈11% ITM Gamma 0.004 Theta -0.182 Vega 0.136 Open interest 2 Model this put
0	—	37.6%	0.899	—		$1.00	-0.133	43.8%	4	5
Call · $300 In the money Last — Breakeven — Implied vol 37.6% Delta 0.899 ≈90% ITM Gamma 0.006 Theta -0.144 Vega 0.137 Open interest 0 Model this call Put · $300 Last $1.00 Breakeven $299.00 Implied vol 43.8% Delta -0.133 ≈13% ITM Gamma 0.006 Theta -0.171 Vega 0.207 Open interest 5 Model this put
0	—	36.4%	0.829	—		$2.70	-0.168	35.8%	4	3
Call · $310 In the money Last — Breakeven — Implied vol 36.4% Delta 0.829 ≈83% ITM Gamma 0.008 Theta -0.191 Vega 0.21 Open interest 0 Model this call Put · $310 Last $2.70 Breakeven $307.30 Implied vol 35.8% Delta -0.168 ≈17% ITM Gamma 0.008 Theta -0.161 Vega 0.21 Open interest 3 Model this put
0	—	35.3%	0.732	—		$4.91	-0.273	36.3%	2	13
Call · $320 In the money Last — Breakeven — Implied vol 35.3% Delta 0.732 ≈73% ITM Gamma 0.011 Theta -0.233 Vega 0.281 Open interest 0 Model this call Put · $320 Last $4.91 Breakeven $315.09 Implied vol 36.3% Delta -0.273 ≈27% ITM Gamma 0.011 Theta -0.216 Vega 0.281 Open interest 13 Model this put
3	2	34.9%	0.608	$29.15		$5.10	-0.397	36.8%	1	2
Call · $330 In the money Last $29.15 Breakeven $359.15 Implied vol 34.9% Delta 0.608 ≈61% ITM Gamma 0.013 Theta -0.263 Vega 0.329 Open interest 3 Model this call Put · $330 Last $5.10 Breakeven $324.90 Implied vol 36.8% Delta -0.397 ≈40% ITM Gamma 0.013 Theta -0.252 Vega 0.329 Open interest 2 Model this put
Underlying $336.00
2	1	36.8%	0.478	$19.50		$12.90	-0.525	36.5%	2	4
Call · $340 Last $19.50 Breakeven $359.50 Implied vol 36.8% Delta 0.478 ≈48% ITM Gamma 0.013 Theta -0.284 Vega 0.336 Open interest 2 Model this call Put · $340 In the money Last $12.90 Breakeven $327.10 Implied vol 36.5% Delta -0.525 ≈53% ITM Gamma 0.013 Theta -0.255 Vega 0.336 Open interest 4 Model this put
15	1	37%	0.356	$15.34		$17.00	-0.648	36.8%	1	1
Call · $350 Last $15.34 Breakeven $365.34 Implied vol 37% Delta 0.356 ≈36% ITM Gamma 0.012 Theta -0.266 Vega 0.3 Open interest 15 Model this call Put · $350 In the money Last $17.00 Breakeven $333.00 Implied vol 36.8% Delta -0.648 ≈65% ITM Gamma 0.012 Theta -0.237 Vega 0.299 Open interest 1 Model this put
8	2	37.7%	0.252	$8.00		—	-0.756	37.3%	—	0
Call · $360 Last $8.00 Breakeven $368.00 Implied vol 37.7% Delta 0.252 ≈25% ITM Gamma 0.01 Theta -0.232 Vega 0.306 Open interest 8 Model this call Put · $360 In the money Last — Breakeven — Implied vol 37.3% Delta -0.756 ≈76% ITM Gamma 0.01 Theta -0.201 Vega 0.233 Open interest 0 Model this put
7	1	37%	0.165	$6.00		—	-0.837	37.5%	—	0
Call · $370 Last $6.00 Breakeven $376.00 Implied vol 37% Delta 0.165 ≈16% ITM Gamma 0.008 Theta -0.174 Vega 0.239 Open interest 7 Model this call Put · $370 In the money Last — Breakeven — Implied vol 37.5% Delta -0.837 ≈84% ITM Gamma 0.008 Theta -0.153 Vega 0.231 Open interest 0 Model this put
3	3	43.2%	0.141	$6.80		$40.30	-0.906	36.7%	1	0
Call · $380 Last $6.80 Breakeven $386.80 Implied vol 43.2% Delta 0.141 ≈14% ITM Gamma 0.006 Theta -0.184 Vega 0.161 Open interest 3 Model this call Put · $380 In the money Last $40.30 Breakeven $339.70 Implied vol 36.7% Delta -0.906 ≈91% ITM Gamma 0.006 Theta -0.096 Vega 0.151 Open interest 0 Model this put
1	1	49.1%	0.128	$2.10		—	-0.95	36.8%	—	0
Call · $390 Last $2.10 Breakeven $392.10 Implied vol 49.1% Delta 0.128 ≈13% ITM Gamma 0.005 Theta -0.193 Vega 0.163 Open interest 1 Model this call Put · $390 In the money Last — Breakeven — Implied vol 36.8% Delta -0.95 ≈95% ITM Gamma 0.004 Theta -0.056 Vega 0.085 Open interest 0 Model this put
7	2	44%	0.065	$2.32		—	—	—	—	0
Call · $400 Last $2.32 Breakeven $402.32 Implied vol 44% Delta 0.065 ≈6% ITM Gamma 0.003 Theta -0.104 Vega 0.096 Open interest 7 Model this call Put · $400 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	44%	0.039	$1.25		—	-0.987	39.7%	—	0
Call · $410 Last $1.25 Breakeven $411.25 Implied vol 44% Delta 0.039 ≈4% ITM Gamma 0.002 Theta -0.07 Vega 0.098 Open interest 1 Model this call Put · $410 In the money Last — Breakeven — Implied vol 39.7% Delta -0.987 ≈99% ITM Gamma 0.002 Theta -0.017 Vega 0.027 Open interest 0 Model this put
0	1	45.6%	0.029	$2.38		—	-0.982	45.4%	—	0
Call · $420 Last $2.38 Breakeven $422.38 Implied vol 45.6% Delta 0.029 ≈3% ITM Gamma 0.002 Theta -0.056 Vega 0.05 Open interest 0 Model this call Put · $420 In the money Last — Breakeven — Implied vol 45.4% Delta -0.982 ≈98% ITM Gamma 0.002 Theta -0.024 Vega 0.035 Open interest 0 Model this put
0	—	50.4%	0.03	—		—	-0.979	50.8%	—	0
Call · $430 Last — Breakeven — Implied vol 50.4% Delta 0.03 ≈3% ITM Gamma 0.002 Theta -0.063 Vega 0.05 Open interest 0 Model this call Put · $430 In the money Last — Breakeven — Implied vol 50.8% Delta -0.979 ≈98% ITM Gamma 0.002 Theta -0.035 Vega 0.036 Open interest 0 Model this put
0	—	54.2%	0.028	—		—	-0.99	51.4%	—	0
Call · $440 Last — Breakeven — Implied vol 54.2% Delta 0.028 ≈3% ITM Gamma 0.001 Theta -0.064 Vega 0.051 Open interest 0 Model this call Put · $440 In the money Last — Breakeven — Implied vol 51.4% Delta -0.99 ≈99% ITM Gamma 0.001 Theta -0.019 Vega 0.027 Open interest 0 Model this put
0	—	56.9%	0.024	—		—	-0.991	55.2%	—	0
Call · $450 Last — Breakeven — Implied vol 56.9% Delta 0.024 ≈2% ITM Gamma 0.001 Theta -0.059 Vega 0.051 Open interest 0 Model this call Put · $450 In the money Last — Breakeven — Implied vol 55.2% Delta -0.991 ≈99% ITM Gamma 0.001 Theta -0.019 Vega 0.025 Open interest 0 Model this put
0	—	66.3%	0.034	—		—	-0.991	58.8%	—	0
Call · $460 Last — Breakeven — Implied vol 66.3% Delta 0.034 ≈3% ITM Gamma 0.001 Theta -0.094 Vega 0.051 Open interest 0 Model this call Put · $460 In the money Last — Breakeven — Implied vol 58.8% Delta -0.991 ≈99% ITM Gamma 0.001 Theta -0.02 Vega 0.025 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 795403 CUSIP 942749102 13F (30d) 154 filings 152 filers Visit website Investor relations