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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illinois Tool Works Inc. (ITW) - NYSE Next Earnings Date: April 30, 2024 BO
EVR: 1.5
Avg Daily Volume: 1,466,100    Market Cap: 79.76B
Sector: Industrial Goods    Short Interest: 2.63
Live Interactive Chart
Days to Next Earnings: 11 Days
Implied Move Monthly: 5.07%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 65
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 30, 2024 BO None $0.00 @$250.00 $12.70
($250.46)
5.07% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 1, 2024 BO 1.5 $260.90 @$260.00 $11.00
($260.90)
4.23% -4.46% O -2.05% I $255.55 $7.50
( $255.55 )
-31.82%
Oct. 24, 2023 BO 1.5 $222.45 @$220.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 3, 2022 BO 1.1 $200.01 @$200.00
Feb. 3, 2022 BO 1.1 $235.97 @$235.00

 
 
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