ITW (Illinois Tool Works Inc.)

Expected Move & Straddle Price History

The expected move for ITW 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).

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.

Current ITW Expected Move
30-Day Straddle
$13.05
7-Day Straddle
$13.05
Avg IV
0.5%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to ITW'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.
ITW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260730 $13.05 $13.05 0.5% 33%
20260729 $12.75 $12.75 0.4% 23%
20260728 $13.75 $13.75 0.5% 49%
20260727 $18.10 $18.10 0.5% 55%
20260724 $18.15 $18.15 0.5% 24%
20260723 $16.45 $16.45 0.4% 12%
20260722 $17.10 $17.10 0.4% 23%
20260721 $17.55 $17.55 0.4% 20%
20260720 $18.30 $18.30 0.5% 26%
20260716 $19.00 $4.97 0.4% 14%
20260715 $17.70 $5.08 0.4% 17%
20260714 $18.35 $6.20 0.4% 20%
20260713 $18.30 $6.45 0.4% 14%
20260710 $18.25 $6.80 0.4% 10%
20260709 $19.00 $8.88 0.4% 6%
20260708 $19.20 $9.23 0.4% 7%
20260707 $19.10 $8.65 0.4% 12%
20260706 $19.95 $11.32 0.4% 0%
20260702 $9.85 $9.85 0.6% 63%
20260701 $10.30 $10.30 0.7% 85%
20260630 $10.50 $10.50 0.7% 89%
20260629 $10.05 $10.05 0.6% 59%
20260626 $11.30 $11.30 0.6% 56%
20260625 $11.60 $11.60 0.5% 49%
20260624 $12.05 $12.05 0.5% 35%
20260623 $11.50 $11.50 0.5% 41%
20260622 $12.95 $12.95 0.5% 18%
20260618 $13.30 $3.98 0.5% 28%
20260617 $13.05 $3.62 0.5% 32%
20260616 $13.55 $5.47 0.5% 22%
20260615 $12.90 $6.22 0.5% 21%
20260613 $13.60 $7.38 0.4% 15%
20260612 $13.85 $7.15 0.4% 13%
20260611 $14.85 $8.72 0.4% 16%
20260610 $14.45 $8.15 0.4% 10%
20260609 $15.20 $8.80 0.4% 7%
20260608 $15.45 $10.05 0.4% 6%
20260605 $15.35 $9.50 0.4% 5%
20260604 $15.45 $9.65 0.4% 0%
20260603 $16.20 $11.25 0.4% 0%
20260602 $10.80 $10.80 0.6% 77%
20260601 $10.80 $10.80 0.5% 46%
20260529 $10.70 $10.70 0.5% 46%
20260528 $11.30 $11.30 0.5% 43%
20260527 $12.10 $12.10 0.6% 61%
20260526 $11.95 $11.95 0.5% 50%
20260522 $12.20 $12.20 0.5% 42%
20260521 $11.70 $11.70 0.5% 40%
20260520 $13.20 $13.20 0.5% 34%
20260519 $12.90 $12.90 0.5% 41%
20260518 $13.50 $13.50 0.5% 41%
20260515 $13.05 $2.72 0.5% 34%
20260514 $14.15 $3.50 0.5% 28%
20260513 $14.05 $4.60 0.5% 31%
20260512 $14.60 $5.15 0.5% 33%
20260511 $15.00 $6.45 0.4% 26%
20260510 $16.75 $7.90 0.5% 32%
20260508 $16.75 $7.90 0.4% 24%
20260507 $15.25 $7.68 0.4% 23%
20260506 $16.55 $8.03 0.5% 28%