ITT · Expected Move
ITT Inc.
The expected move for ITT is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ITT straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ITT Expected Move
30-Day Straddle
$17.95
7-Day Straddle
$17.95
30-Day ATM IV
41.1%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to ITT's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ITT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $17.95 | $17.95 | 41.1% | 75% |
| 20261021 | $17.30 | $17.30 | 37.7% | 55% |
| 20261020 | $18.10 | $18.10 | 39.2% | 64% |
| 20261019 | $17.60 | $17.60 | 38.0% | 57% |
| 20261016 | $18.45 | $2.40 | 37.3% | 53% |
| 20261015 | $19.00 | $3.78 | 37.5% | 54% |
| 20261014 | $18.60 | $5.80 | 36.8% | 50% |
| 20261013 | $19.60 | $6.43 | 37.4% | 53% |
| 20261012 | $19.05 | $7.45 | 35.8% | 44% |
| 20261009 | $19.30 | $7.40 | 35.1% | 40% |
| 20261008 | $19.20 | $8.22 | 35.1% | 40% |
| 20261007 | $19.80 | $8.40 | 35.5% | 42% |
| 20261006 | $20.60 | $9.62 | 35.0% | 39% |
| 20261005 | $20.10 | $9.05 | 34.3% | 35% |
| 20261002 | $9.50 | $9.50 | 33.8% | 32% |
| 20261001 | $11.00 | $11.00 | 34.5% | 36% |
| 20260930 | $12.10 | $12.10 | 35.5% | 42% |
| 20260929 | $13.38 | $13.38 | 35.9% | 44% |
| 20260928 | $13.10 | $13.10 | 35.4% | 41% |
| 20260925 | $13.20 | $13.20 | 34.4% | 36% |
| 20260924 | $14.20 | $14.20 | 33.7% | 31% |
| 20260923 | $13.30 | $13.30 | 32.1% | 22% |
| 20260922 | $13.30 | $13.30 | 32.4% | 24% |
| 20260921 | $13.95 | $13.95 | 32.1% | 23% |
| 20260918 | $15.35 | $5.00 | 31.7% | 20% |
| 20260917 | $15.05 | $4.65 | 31.8% | 21% |
| 20260916 | $15.10 | $6.00 | 33.9% | 33% |
| 20260915 | $13.20 | $6.03 | 28.3% | 0% |
| 20260914 | $14.85 | $5.88 | 31.5% | 18% |
| 20260911 | $16.40 | $7.40 | 31.3% | 17% |
| 20260910 | $15.75 | $7.72 | 31.7% | 19% |
| 20260909 | $15.35 | $8.35 | 30.6% | 13% |
| 20260908 | $16.65 | $9.12 | 31.9% | 20% |
| 20260904 | $17.00 | $9.80 | 29.8% | 8% |
| 20260903 | $18.25 | $9.85 | 31.1% | 16% |
| 20260902 | $9.00 | $9.00 | 28.5% | 0% |
| 20260901 | $9.40 | $9.40 | 29.0% | 3% |
| 20260831 | $10.40 | $10.40 | 29.7% | 7% |
| 20260828 | $10.82 | $10.82 | 28.8% | 2% |
| 20260827 | $11.95 | $11.95 | 29.4% | 6% |
| 20260826 | $12.70 | $12.70 | 29.8% | 8% |
| 20260825 | $12.90 | $12.90 | 29.1% | 4% |
| 20260824 | $13.68 | $13.68 | 30.3% | 11% |
| 20260821 | $14.00 | $3.70 | 30.0% | 9% |
| 20260820 | $15.10 | $4.10 | 31.3% | 17% |
| 20260819 | $14.30 | $4.78 | 28.5% | 0% |
| 20260818 | $14.55 | $5.75 | 28.6% | 0% |
| 20260817 | $15.70 | $5.80 | 30.3% | 8% |
| 20260814 | $15.65 | $7.05 | 28.9% | 0% |
| 20260813 | $16.30 | $8.10 | 29.4% | 1% |
| 20260812 | $17.55 | $8.32 | 31.0% | 11% |
| 20260811 | $17.10 | $9.47 | 30.2% | 6% |
| 20260810 | $17.60 | $9.20 | 31.7% | 15% |
| 20260807 | — | — | 32.7% | 21% |
| 20260806 | $24.40 | $15.15 | 39.2% | 61% |
| 20260805 | $17.65 | $17.65 | 45.4% | 100% |
| 20260804 | $16.90 | $16.90 | 43.8% | 100% |
| 20260803 | $16.00 | $16.00 | 41.3% | 85% |
| 20260731 | $17.05 | $17.05 | 41.9% | 88% |
| 20260730 | $16.75 | $16.75 | 42.2% | 91% |
More on ITT
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.