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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illinois Tool Works Inc. (ITW) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 BO
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 1.4
Avg Daily Volume: 845,990    Market Cap: 71.82B
Sector: Industrial Goods    Short Interest: 2.4
Live Interactive Chart
Days to Next Earnings: 68 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 67
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
Oct. 30, 2024 BO 1.4 $256.04 @$260.00 $12.10
($256.04)
4.65% 3.4% I 3.23% I $264.33 $11.15
( $264.33 )
-7.85%
July 30, 2024 BO 1.5 $248.02 @$250.00 $12.70
($248.02)
5.08% 3.34% I 0.53% I $249.34 $9.30
( $249.34 )
-26.77%
April 30, 2024 BO 1.5 $249.24 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 25, 2022 BO 1.2 $200.78 @$200.00
Aug. 2, 2022 BO 1.2 $207.35 @$207.50

 
 
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