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
$12.05
7-Day Straddle
$4.50
Avg IV
0.4%
IV Rank
16%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260915 | $12.05 | $4.50 | 0.4% | 16% |
| 20260914 | $12.40 | $4.88 | 0.4% | 22% |
| 20260911 | $13.50 | $5.80 | 0.4% | 16% |
| 20260910 | $14.90 | $7.67 | 0.4% | 14% |
| 20260909 | $15.40 | $7.88 | 0.4% | 13% |
| 20260908 | $12.75 | $7.50 | 0.4% | 8% |
| 20260904 | $14.90 | $7.88 | 0.4% | 4% |
| 20260903 | $14.60 | $8.38 | 0.4% | 0% |
| 20260902 | $8.68 | $8.68 | 0.6% | 72% |
| 20260901 | $9.15 | $9.15 | 0.6% | 82% |
| 20260831 | $8.72 | $8.72 | 0.6% | 71% |
| 20260828 | $9.55 | $9.55 | 0.6% | 67% |
| 20260827 | $10.00 | $10.00 | 0.6% | 60% |
| 20260826 | $10.60 | $10.60 | 0.6% | 59% |
| 20260825 | $10.65 | $10.65 | 0.5% | 54% |
| 20260824 | $11.35 | $11.35 | 0.5% | 48% |
| 20260821 | $12.43 | $3.10 | 0.5% | 55% |
| 20260820 | $13.50 | $4.65 | 0.5% | 55% |
| 20260819 | $14.35 | $5.55 | 0.5% | 44% |
| 20260818 | $14.10 | $6.28 | 0.5% | 45% |
| 20260817 | $13.00 | $6.17 | 0.5% | 56% |
| 20260814 | $14.20 | $6.30 | 0.5% | 32% |
| 20260813 | $15.75 | $7.68 | 0.5% | 32% |
| 20260812 | $15.60 | $8.40 | 0.5% | 38% |
| 20260811 | $16.60 | $8.32 | 0.5% | 45% |
| 20260810 | $16.85 | $10.18 | 0.5% | 37% |
| 20260806 | $18.25 | $11.00 | 0.4% | 21% |
| 20260805 | $10.55 | $10.55 | 0.4% | 11% |
| 20260804 | $12.32 | $12.32 | 0.6% | 67% |
| 20260803 | $11.40 | $11.40 | 0.5% | 37% |
| 20260731 | $11.85 | $11.85 | 0.5% | 55% |
| 20260730 | $13.40 | $13.40 | 0.5% | 35% |
| 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% |