ITW · Expected Move
Illinois Tool Works Inc.
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).
ITW 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 ITW Expected Move
30-Day Straddle
$11.80
7-Day Straddle
$11.80
30-Day ATM IV
21.8%
IV Rank
35%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $11.80 | $11.80 | 21.8% | 35% |
| 20261029 | $11.15 | $11.15 | 20.4% | 21% |
| 20261028 | $11.55 | $11.55 | 20.7% | 24% |
| 20261027 | $12.65 | $12.65 | 21.5% | 32% |
| 20261026 | $16.75 | $16.75 | 27.5% | 95% |
| 20261023 | $16.45 | $16.45 | 26.2% | 81% |
| 20261022 | $16.35 | $16.35 | 25.9% | 78% |
| 20261021 | $16.70 | $16.70 | 25.3% | 71% |
| 20261020 | $17.55 | $17.55 | 24.8% | 66% |
| 20261019 | $16.15 | $16.15 | 25.4% | 73% |
| 20261016 | $17.70 | $2.83 | 25.7% | 76% |
| 20261015 | $16.40 | $3.80 | 24.0% | 58% |
| 20261014 | $16.60 | $4.50 | 24.3% | 61% |
| 20261013 | $16.60 | $5.40 | 24.5% | 63% |
| 20261012 | $17.10 | $5.77 | 24.3% | 61% |
| 20261009 | $17.25 | $6.80 | 23.2% | 50% |
| 20261008 | $18.20 | $7.88 | 23.8% | 55% |
| 20261007 | $17.80 | $7.20 | 24.2% | 60% |
| 20261006 | $17.70 | $7.27 | 23.1% | 48% |
| 20261005 | $17.70 | $8.90 | 22.4% | 42% |
| 20261002 | $8.30 | $8.30 | 21.9% | 37% |
| 20261001 | $8.20 | $8.20 | 21.6% | 33% |
| 20260930 | $8.45 | $8.45 | 22.9% | 47% |
| 20260929 | $9.53 | $9.53 | 22.3% | 40% |
| 20260928 | $9.35 | $9.35 | 21.2% | 29% |
| 20260925 | $10.32 | $10.32 | 20.6% | 23% |
| 20260924 | $9.85 | $9.85 | 20.3% | 20% |
| 20260923 | $11.25 | $11.25 | 20.8% | 25% |
| 20260922 | $10.75 | $10.75 | 20.3% | 20% |
| 20260921 | $10.90 | $10.90 | 20.3% | 19% |
| 20260918 | $10.95 | $1.60 | 18.4% | 0% |
| 20260917 | $12.45 | $3.40 | 20.3% | 19% |
| 20260916 | $12.45 | $5.53 | 19.6% | 12% |
| 20260915 | $12.05 | $4.50 | 19.3% | 8% |
| 20260914 | $12.40 | $4.88 | 19.5% | 11% |
| 20260911 | $13.50 | $5.80 | 20.2% | 18% |
| 20260910 | $14.90 | $7.67 | 20.8% | 24% |
| 20260909 | $15.40 | $7.88 | 21.4% | 30% |
| 20260908 | $12.75 | $7.50 | 18.9% | 3% |
| 20260904 | $14.90 | $7.88 | 20.2% | 14% |
| 20260903 | $14.60 | $8.38 | 19.3% | 7% |
| 20260902 | $8.68 | $8.68 | 19.9% | 11% |
| 20260901 | $9.15 | $9.15 | 20.4% | 16% |
| 20260831 | $8.72 | $8.72 | 18.5% | 0% |
| 20260828 | $9.55 | $9.55 | 19.0% | 4% |
| 20260827 | $10.00 | $10.00 | 18.6% | 0% |
| 20260826 | $10.60 | $10.60 | 18.8% | 0% |
| 20260825 | $10.65 | $10.65 | 18.9% | 0% |
| 20260824 | $11.35 | $11.35 | 18.9% | 0% |
| 20260821 | $12.43 | $3.10 | 19.3% | 0% |
| 20260820 | $13.50 | $4.65 | 20.4% | 9% |
| 20260819 | $14.35 | $5.55 | 20.5% | 10% |
| 20260818 | $14.10 | $6.28 | 20.1% | 6% |
| 20260817 | $13.00 | $6.17 | 19.5% | 0% |
| 20260814 | $14.20 | $6.30 | 19.8% | 0% |
| 20260813 | $15.75 | $7.68 | 21.5% | 10% |
| 20260812 | $15.60 | $8.40 | 20.5% | 0% |
| 20260811 | $16.60 | $8.32 | 21.1% | 4% |
| 20260810 | $16.85 | $10.18 | 21.3% | 5% |
| 20260807 | — | — | 22.3% | 15% |
More on ITW
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.