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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illinois Tool Works Inc. (ITW) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 BO
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 1.7
Avg Daily Volume: 1,276,694    Market Cap: 74.3B
Sector: Industrial Goods    Short Interest: 3.11
Live Interactive Chart
Days to Next Earnings: 78 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 73
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, 2026 BO 1.6 $265.67 @$270.00 $16.00
($265.67)
5.93% -7.02% O -2.88% I $258.01 $15.70
( $258.01 )
-1.88%
Feb. 3, 2026 BO 1.5 $264.21 @$260.00 $12.35
($264.21)
4.75% 7.06% O 5.56% O $278.91 $20.47
( $278.91 )
65.75%
Oct. 24, 2025 BO 1.4 $257.44 @$260.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 30, 2024 BO 1.5 $249.24 @$250.00
Feb. 1, 2024 BO 1.5 $260.90 @$260.00

 
 
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