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
$13.95
7-Day Straddle
$6.12
Avg IV
0.5%
IV Rank
21%
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
20260615 $13.95 $6.12 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%
20260505 $16.90 $9.35 0.4% 24%
20260504 $16.40 $8.75 0.4% 16%
20260502 $10.03 $10.03 0.6% 86%
20260501 $10.03 $10.03 0.6% 81%
20260430 $11.45 $11.45 0.6% 72%
20260429 $15.95 $15.95 0.6% 82%
20260428 $15.10 $15.10 0.6% 61%
20260427 $15.85 $15.85 0.6% 68%
20260424 $16.45 $16.45 0.6% 66%
20260423 $17.50 $17.50 0.6% 65%
20260422 $17.10 $17.10 0.6% 59%
20260421 $16.95 $16.95 0.5% 55%
20260420 $16.70 $16.70 0.5% 46%
20260417 $17.45 $3.22 0.5% 40%
20260416 $17.05 $5.35 0.5% 39%
20260415 $17.75 $6.62 0.5% 40%
20260414 $17.60 $5.15 0.5% 34%
20260413 $18.75 $6.67 0.4% 18%
20260410 $18.30 $7.28 0.4% 23%
20260409 $19.30 $8.45 0.5% 28%
20260408 $18.70 $8.50 0.4% 17%
20260407 $19.30 $9.95 0.4% 22%
20260406 $18.35 $9.55 0.4% 19%
20260402 $20.10 $10.25 0.4% 19%
20260401 $11.70 $11.70 0.6% 55%
20260331 $11.60 $11.60 0.6% 61%
20260330 $13.95 $13.95 0.7% 77%
20260327 $14.60 $14.60 0.6% 66%
20260326 $14.35 $14.35 0.6% 61%
20260325 $12.90 $12.90 0.5% 44%