File: WATHealth Care · Large capCLIPPED · 2026-09-14
WAT
Waters CorporationMkt cap $37B
Sector benchmark XLV
Sector benchmark XLV
410.01
+0.4%
±3.8%into Sep 18393.04–423.64±3.8%monthly393.04–423.64Pullback · CandidateKnife · TurnedMomentum · —DP short-vol · 46% ▾ easing
Price · 6 months · daily
6m high421.26
6m low289.16
Vol vs 20d avg1.2×
Off 52-wk high-2.7%
Dark pool FINRA · T+1
17Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio46% · easing
Off-exchange share40%
vs own 1-yr (z)0.8
Sector RS vs XLV
+5.3%vs XLV · 63 sessions
WAT vs XLV · 3m+5.3%
WAT vs XLV · 6m+27.2%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall400.00
Zero-gamma405.00
Put wall410.00
Spot vs zero-γ1.2% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
14 Jul → 11 Sep · full history →
Session over session 9 Sep → 11 Sep
Expected move · monthly 18 Sep3.75%−1.02 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (405.00) — dealer hedging dampens moves above it. The 400.00 call wall is the nearest-expiry ceiling heuristic; 410.00 is the floor. Options price ±3.8% into Sep 18. Dark-pool short volume at 46% and easing vs its 20-day. The pullback screen flagged a reclaim candidate on Sep 10. The falling-knife screen has it turned after a 31% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.