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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illinois Tool Works Inc. (ITW) - NYSE Next Earnings Date: Estimated on April 29, 2025
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 1.4
Avg Daily Volume: 1,194,849    Market Cap: 80.6B
Sector: Industrial Goods    Short Interest: 2.13
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 6.35%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 69
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
April 29, 2025 BO None $0.00 @$250.00 $15.80
($248.70)
6.35% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 5, 2025 BO 1.4 $254.68 @$250.00 $11.90
($254.68)
4.76% -3.92% I -0.17% I $254.24 $8.67
( $254.24 )
-27.14%
Oct. 30, 2024 BO 1.4 $256.04 @$260.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 30, 2024 BO 1.5 $248.02 @$250.00
April 30, 2024 BO 1.5 $249.24 @$250.00
Feb. 1, 2024 BO 1.5 $260.90 @$260.00
Oct. 24, 2023 BO 1.5 $222.45 @$220.00
Aug. 1, 2023 BO 1.4 $263.32 @$260.00
May 2, 2023 BO 1.3 $245.81 @$250.00
Feb. 2, 2023 BO 1.1 $239.55 @$240.00

 
 
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