Zurn Elkay Water Solutions (ZWS) Options Chain
NYSE: ZWSIndustrialsIndustrial Machinery/ComponentsUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- May 21, 2027
- Days to expiration
- 223
- Share price
- $46.57
- Put/call ratio (OI)
- 0.00
- Put/call ratio (volume)
- 0.00
- Expected move
- ±$16.06
- Open interest (C / P)
- 2 / 0
ZWS options summary
The ZWS options chain for the May 21, 2027 expiration lists 2 call and 1 put contracts, with 223 days until expiration. Open interest stands at 2 calls and 0 puts, a put/call ratio of 0.00, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $45.00 strike is 44.1%, which implies the market expects a move of about ±$16.06 (34.5%) in Zurn Elkay Water Solutions stock by expiration.
Summary generated from market data by MetaCap's automated system. Methodology
ZWS options chain · May 21, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| — | — | — | 42.50 | — | — | 1.50 | |||||
| 5.82 | 5.40 | 7.10 | 45.00 | — | — | — | |||||
| 1.10 | 0.00 | 2.40 | 60.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the ZWS put/call ratio?
For the May 21, 2027 expiration, the ZWS put/call ratio based on open interest is 0.00 (0 puts vs 2 calls), and 0.00 based on today's volume. A ratio above 1 means more puts than calls.
What is ZWS's implied volatility?
At-the-money implied volatility for ZWS options expiring May 21, 2027 is about 44.1%, an annualized estimate of how much the market expects Zurn Elkay Water Solutions stock to move.
How many ZWS option expiration dates are there?
ZWS has 4 listed expiration dates, from Oct 16, 2026 to May 21, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.