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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illinois Tool Works Inc. (ITW) - NYSE Next Earnings Date: Estimated on Oct. 23, 2026
OS Projected Window: Oct. 26, 2026 to Oct. 31, 2026
EVR: 1.7
Avg Daily Volume: 1,145,506    Market Cap: 76.7B
Sector: Industrials    Short Interest: 3.08
Live Interactive Chart
Days to Next Earnings: 28 Days
Implied Move Monthly: 7.06%       Expires on: Nov. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 75
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. 23, 2026 BO None $0.00 @$270.00 $19.20
($272.00)
7.06% -None% -None% $0.00 $0.00
( N/A )
None%
July 28, 2026 BO 1.7 $284.82 @$280.00 $18.10
($284.82)
6.46% 6.0% I 3.63% I $295.16 $21.80
( $295.16 )
20.44%
April 30, 2026 BO 1.6 $265.67 @$270.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 3, 2026 BO 1.5 $264.21 @$260.00
Oct. 24, 2025 BO 1.4 $257.44 @$260.00
July 30, 2025 BO 1.4 $259.50 @$260.00
April 30, 2025 BO 1.4 $241.75 @$240.00
Feb. 5, 2025 BO 1.4 $254.68 @$250.00
Oct. 30, 2024 BO 1.4 $256.04 @$260.00
July 30, 2024 BO 1.5 $248.02 @$250.00

 
 
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