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Illinois Tool Works Inc. ITW

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-07T05:41:58.518Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.00201149Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T05:41:58.368823+00:00

Share price$280.95
1D-0.2%
AH$280.63$281.51$282.38$283.25$284.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITW
Sold putSold callAH

Illinois Tool Works Inc. options

Live interpolated ITW call and put midpoint premiums by absolute delta.Illinois Tool Works Inc.$1.19$5.07$8.94$12.81$16.69$254.89$267.18$279.47$291.76$304.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ITW spot · $280.95ITW PRICE$1.61$2.10$2.71$3.54$4.38$5.21$6.04$6.94$8.49$10.04$11.59$13.14$15.57$2.06$2.66$3.27$3.89$4.50$5.11$6.07$7.06$8.04$9.02$10.00
Puts——
CallsCheap0.85×
Skew——
Implied moveBalanced±$12.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ294.5726.5%5.4%266.8933.2%5.7%
25Δ291.7626.6%4.6%270.3332.6%4.7%
30Δ289.3026.8%3.9%272.7131.3%4.1%
35Δ287.4027.2%3.6%275.0930.1%3.5%
40Δ285.5127.7%3.2%277.4728.8%2.8%
45Δ283.6228.1%2.8%279.8527.5%2.2%
50Δ281.7328.5%2.4%281.6627.0%1.9%
55Δ279.8029.0%2.1%283.4326.5%1.6%
60Δ277.5429.5%1.8%285.2026.0%1.3%
65Δ275.2730.0%1.6%286.9725.5%1.1%
70Δ273.0130.6%1.3%288.7525.0%0.8%
75Δ270.7431.1%1.0%
80Δ267.7031.3%0.8%

20Δ

Calls
Pseudo strike
294.57
IV
26.5%
B/E move
5.4%
Puts
Pseudo strike
266.89
IV
33.2%
B/E move
5.7%

25Δ

Calls
Pseudo strike
291.76
IV
26.6%
B/E move
4.6%
Puts
Pseudo strike
270.33
IV
32.6%
B/E move
4.7%

30Δ

Calls
Pseudo strike
289.30
IV
26.8%
B/E move
3.9%
Puts
Pseudo strike
272.71
IV
31.3%
B/E move
4.1%

35Δ

Calls
Pseudo strike
287.40
IV
27.2%
B/E move
3.6%
Puts
Pseudo strike
275.09
IV
30.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
285.51
IV
27.7%
B/E move
3.2%
Puts
Pseudo strike
277.47
IV
28.8%
B/E move
2.8%

45Δ

Calls
Pseudo strike
283.62
IV
28.1%
B/E move
2.8%
Puts
Pseudo strike
279.85
IV
27.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
281.73
IV
28.5%
B/E move
2.4%
Puts
Pseudo strike
281.66
IV
27.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
279.80
IV
29.0%
B/E move
2.1%
Puts
Pseudo strike
283.43
IV
26.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
277.54
IV
29.5%
B/E move
1.8%
Puts
Pseudo strike
285.20
IV
26.0%
B/E move
1.3%

65Δ

Calls
Pseudo strike
275.27
IV
30.0%
B/E move
1.6%
Puts
Pseudo strike
286.97
IV
25.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
273.01
IV
30.6%
B/E move
1.3%
Puts
Pseudo strike
288.75
IV
25.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
270.74
IV
31.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
267.70
IV
31.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.97%
Daily close
ITW19.5%22.7%25.8%2026-08-10: 22.65%2026-08-11: 22.04%2026-08-12: 22.24%2026-08-13: 22.59%2026-08-14: 21.23%2026-08-21: 21.19%2026-08-24: 20.86%2026-08-25: 20.53%2026-08-26: 19.94%2026-08-27: 20.11%2026-08-28: 20.17%2026-08-31: 20.03%2026-09-01: 21.17%2026-09-02: 20.72%2026-09-03: 20.44%2026-09-04: 20.93%2026-09-08: 21.34%2026-09-09: 21.74%2026-09-11: 20.93%2026-09-14: 21.31%2026-09-18: 20.78%2026-09-21: 21.27%2026-09-22: 21.35%2026-09-23: 21.31%2026-09-24: 21.24%2026-09-25: 20.91%2026-09-28: 21.13%2026-09-29: 21.61%2026-09-30: 21.68%2026-10-01: 21.31%2026-10-02: 21.47%2026-10-05: 21.96%2026-10-06: 21.71%2026-10-07: 22.56%2026-10-08: 22.52%2026-10-16: 23.27%2026-10-19: 22.95%2026-10-20: 22.80%2026-10-21: 22.71%2026-10-22: 23.60%2026-10-23: 24.12%2026-10-26: 25.37%2026-10-27: 21.28%2026-10-28: 20.64%2026-10-29: 20.87%2026-10-30: 21.97%Aug 10Sep 22Oct 30
46 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
22.65%
22.04%
22.24%
22.59%
21.23%
21.19%
20.86%
20.53%
19.94%
20.11%
20.17%
20.03%
21.17%
20.72%
20.44%
20.93%
21.34%
21.74%
20.93%
21.31%
20.78%
21.27%
21.35%
21.31%
21.24%
20.91%
21.13%
21.61%
21.68%
21.31%
21.47%
21.96%
21.71%
22.56%
22.52%
23.27%
22.95%
22.80%
22.71%
23.60%
24.12%
25.37%
21.28%
20.64%
20.87%
21.97%