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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illinois Tool Works Inc. (ITW) - NYSE Next Earnings Date: OS Estimate: Feb. 4, 2026 BO
OS Projected Window: Feb. 2, 2026 to Feb. 7, 2026
EVR: 1.5
Avg Daily Volume: 1,203,592    Market Cap: 71.6B
Sector: Industrial Goods    Short Interest: 2.25
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 71
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. 24, 2025 BO 1.4 $257.44 @$260.00 $14.80
($257.44)
5.69% -5.68% I -4.54% I $245.75 $16.22
( $245.75 )
9.59%
July 30, 2025 BO 1.4 $259.50 @$260.00 $11.00
($259.50)
4.23% -3.14% I -2.24% I $253.67 $8.95
( $253.67 )
-18.64%
April 30, 2025 BO 1.4 $241.75 @$240.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Oct. 24, 2023 BO 1.5 $222.45 @$220.00
Aug. 1, 2023 BO 1.4 $263.32 @$260.00

 
 
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