Waters (WAT)'s 30-day implied volatility (IV30) was 34.6% at the close on November 6, 2026, down from 37.8% the day before, against a 52-week range of 23.9% to 52.4%. Its 20-day historical volatility was 34.0%.
Key numbers
30-day implied volatility (IV30): 34.6%
IV30 52-week range: 23.9% to 52.4% (median 34.4%)
Historical volatility: 20-day 34.0%, 1-year 32.3%
Implied move by the nearest expiration: ±2.5%
Data as of November 6, 2026.
WAT Implied Volatility (IV) vs Historical Volatility (HV)
The WAT IV term structure shows the implied volatility difference between different maturity dates.
