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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Illinois Tool Works Inc. (ITW) - NYSE Next Earnings Date: OS Estimate: Oct. 23, 2025 BO
OS Projected Window: Oct. 20, 2025 to Oct. 25, 2025
EVR: 1.4
Avg Daily Volume: 1,047,481    Market Cap: 76.1B
Sector: Industrial Goods    Short Interest: 2.56
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 70
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
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 $11.55
($241.75)
4.81% -5.37% O -0.76% I $239.91 $10.15
( $239.91 )
-12.12%
Feb. 5, 2025 BO 1.4 $254.68 @$250.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 2, 2023 BO 1.3 $245.81 @$250.00

 
 
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