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Illinois Tool Works Inc ITW

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-15T21:13:07.534Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.002082019Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:04:22.856321+00:00

Share price$271.19
1D-0.2%
AH$270$271$272$273$2745:30 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$0.66$4.52$8.38$12.25$16.11$257.05$262.91$268.78$274.64$280.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $271.19OPTION PRICELive ITW spot · $271.19ITW PRICE$1.08$1.22$1.36$1.49$1.63$1.77$1.91$2.04$2.18$2.19$2.03$1.88$1.72$1.57$3.09$4.79$6.49$8.19$9.89$11.59$13.29$14.99
PutsExpensive4.40×
CallsExpensive1.49×
SkewBearish+34.90 pp
Implied moveBearish±$6.70
TiltBearish69.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ279.9471.7%3.6%241.53217.0%11.7%
25Δ278.7766.5%3.2%248.48173.1%9.1%
30Δ277.6061.3%2.9%255.43129.2%6.5%
35Δ276.4356.1%2.5%262.3885.3%3.9%
40Δ275.2651.0%2.1%269.3341.4%1.3%
45Δ274.0945.8%1.7%271.7441.7%0.9%
50Δ272.9240.6%1.3%273.6746.6%0.9%
55Δ271.7535.4%1.0%275.6051.4%0.8%
60Δ270.5830.3%0.6%277.5256.3%0.7%
65Δ279.4561.2%0.6%
70Δ281.3866.1%0.5%
75Δ283.3171.0%0.4%
80Δ285.2375.9%0.4%

20Δ

Calls
Pseudo strike
279.94
IV
71.7%
B/E move
3.6%
Puts
Pseudo strike
241.53
IV
217.0%
B/E move
11.7%

25Δ

Calls
Pseudo strike
278.77
IV
66.5%
B/E move
3.2%
Puts
Pseudo strike
248.48
IV
173.1%
B/E move
9.1%

30Δ

Calls
Pseudo strike
277.60
IV
61.3%
B/E move
2.9%
Puts
Pseudo strike
255.43
IV
129.2%
B/E move
6.5%

35Δ

Calls
Pseudo strike
276.43
IV
56.1%
B/E move
2.5%
Puts
Pseudo strike
262.38
IV
85.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
275.26
IV
51.0%
B/E move
2.1%
Puts
Pseudo strike
269.33
IV
41.4%
B/E move
1.3%

45Δ

Calls
Pseudo strike
274.09
IV
45.8%
B/E move
1.7%
Puts
Pseudo strike
271.74
IV
41.7%
B/E move
0.9%

50Δ

Calls
Pseudo strike
272.92
IV
40.6%
B/E move
1.3%
Puts
Pseudo strike
273.67
IV
46.6%
B/E move
0.9%

55Δ

Calls
Pseudo strike
271.75
IV
35.4%
B/E move
1.0%
Puts
Pseudo strike
275.60
IV
51.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
270.58
IV
30.3%
B/E move
0.6%
Puts
Pseudo strike
277.52
IV
56.3%
B/E move
0.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
279.45
IV
61.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
281.38
IV
66.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
283.31
IV
71.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
285.23
IV
75.9%
B/E move
0.4%